TY  - BOOK
AU  - Webber,Nick
TI  - Implementing models of financial derivatives : object oriented applications with VBA 
SN  - 9780470712207
AV  - HG6024.A3 W43 2010
U1  - 332.64570285543 22
PY  - 2010///
CY  - Chichester
PB  - Wiley
KW  - Microsoft Visual Basic for applications
KW  - Derivative securities
KW  - Mathematical models
N1  - Includes bibliographical references and index
N2  - "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"--
UR  - http://catalogimages.wiley.com/images/db/jimages/9780470712207.jpg
UR  - http://www.loc.gov/catdir/enhancements/fy1010/2010022097-d.html
UR  - http://www.loc.gov/catdir/enhancements/fy1101/2010022097-t.html
UR  - http://www.loc.gov/catdir/enhancements/fy1111/2010022097-b.html
ER  -