Implementing models of financial derivatives
object oriented applications with VBA
by Nick Webber
"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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| Edition | Availability |
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1
Implementing Models of Financial Derivatives: Object Oriented Applications with VBA
2015, Wiley & Sons, Limited, John
in English
1119206146 9781119206149
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2
Implementing Models of Financial Derivatives: Object Oriented Applications with VBA
2011, Wiley & Sons, Incorporated, John
in English
0470661844 9780470661840
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3
Implementing Models of Financial Derivatives: Object Oriented Applications with VBA
2011, Wiley & Sons, Incorporated, John
in English
0470662514 9780470662519
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4
Implementing Models of Financial Derivatives: Object Oriented Applications with VBA
2011, Wiley & Sons, Incorporated, John
in English
0470661739 9780470661734
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5
Implementing models of financial derivatives: object oriented applications with VBA
2010, Wiley
in English
0470712201 9780470712207
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Book Details
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Includes bibliographical references and index.
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| September 17, 2021 | Edited by ImportBot | import existing book |
| November 13, 2020 | Edited by MARC Bot | import existing book |
| November 19, 2010 | Created by ImportBot | initial import |