000			02325cam a22003738a 4500
001			16252626
005			20230831020021.0
007			Hard bound
008			100526s2010 enk b 001 0 eng
010			_a 2010022097
020			_a9780470712207
040			_aDLC _cDLC _dDLC
042			_apcc
050	0	0	_aHG6024.A3 _bW43 2010
082	0	0	_a332.64570285543 _222 _bWE-I
100	1		_aWebber, Nick _916256
245	1	0	_aImplementing models of financial derivatives _bobject oriented applications with VBA
260			_aChichester _bWiley _c2010
263			_a1111
300			_axvii,674p. _e1 CD Rom
504			_aIncludes bibliographical references and index.
520			_a"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."--
520			_a"This book teaches students and non-quant practitioners numerics and the design of a powerful pricing tool in VBA"--
630	0	0	_aMicrosoft Visual Basic for applications. _916257
650		0	_aDerivative securities _xMathematical models. _916258
856	4	2	_3Cover image _uhttp://catalogimages.wiley.com/images/db/jimages/9780470712207.jpg
856	4	2	_3Publisher description _uhttp://www.loc.gov/catdir/enhancements/fy1010/2010022097-d.html
856	4	1	_3Table of contents only _uhttp://www.loc.gov/catdir/enhancements/fy1101/2010022097-t.html
856	4	2	_3Contributor biographical information _uhttp://www.loc.gov/catdir/enhancements/fy1111/2010022097-b.html
906			_a0 _bvip _corignew _d1 _eecip _f20 _gy-gencatlg
942			_2ddc _cBK _04
999			_c12929 _d12929