Implementing models of financial derivatives object oriented applications with VBA

By:

Webber, Nick

Material type: Text

TextPublication details: Chichester Wiley 2010Description: xvii,674p. 1 CD RomISBN:

9780470712207

Subject(s):

DDC classification:

332.64570285543 22 WE-I

LOC classification:

HG6024.A3 W43 2010

Online resources:

Summary: "A practical, step-by-step introduction to the design of pricing engines with VBA This book teaches students and practitioners the numerics and design of a powerful pricing tool in VBA. It leads the reader through the basics of VBA, from simple procedural code to the advanced design of systems and object-style applications. It also covers Monte Carlo and lattice methods and their implementation in VBA. Full implementation methods and code are provided for all methods discussed, making this an invaluable guide for portfolio managers, risk managers, and fund managers. Nick Webber (Warwick, UK) is a lecturer in Finance at Warwick Business School. He specializes in interest rate modeling and computational finance."--Summary: "This book teaches students and non-quant practitioners numerics and the design of a powerful pricing tool in VBA"--

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Holdings
Item type	Home library	Collection	Call number	Status	Date due	Barcode
Print	OPJGU Sonepat- Campus Main Library	General Books	332.64570285543 WE-I (Browse shelf(Opens below))	Checked out	29/10/2023	117281

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Previous						No cover image available		Next
Previous	332.6457 WI-M Mathematics of financial derivatives a student introduction	332.6457 ZH-D Derivative securities and difference methods	332.6457015195 HI-C Computational methods in finance	332.64570285543 WE-I Implementing models of financial derivatives object oriented applications with VBA	332.64570973 TE-F Fool`s gold the inside story of J.P. Morgan and how Wall Street greed corrupted its bold dream and created a financial catastrophe	332.65 SP-H How to end the nuclear nightmare	332.66 FL-I Investment banking explained an insider`s guide to the industry	Next

Includes bibliographical references and index.

"A practical, step-by-step introduction to the design of pricing engines with VBA This book teaches students and practitioners the numerics and design of a powerful pricing tool in VBA. It leads the reader through the basics of VBA, from simple procedural code to the advanced design of systems and object-style applications. It also covers Monte Carlo and lattice methods and their implementation in VBA. Full implementation methods and code are provided for all methods discussed, making this an invaluable guide for portfolio managers, risk managers, and fund managers. Nick Webber (Warwick, UK) is a lecturer in Finance at Warwick Business School. He specializes in interest rate modeling and computational finance."--

"This book teaches students and non-quant practitioners numerics and the design of a powerful pricing tool in VBA"--

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