Implementing models of financial derivatives: object oriented applications with VBA
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Chichester, U.K.
Wiley
2011
|
| Schriftenreihe: | Wiley finance series
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | Includes bibliographical references and indexes pt. 1. A procedural Monte Carlo method in VBA -- pt. 2. Objects and polymorphism -- pt. 3. Using files with VBA -- pt. 4. Polymorphic factories in VBA -- pt. 5. Performance issues in VBA -- pt. 6. Variance reduction in the Monte Carlo method -- pt. 7. The Monte Carlo method : convergence and bias -- pt. 8. Valuing American options by simulation "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"-- |
| Beschreibung: | 1 Online-Ressource (xvii, 674 pages) |
| ISBN: | 9780470662519 0470662514 0470661739 9780470661734 0470661844 9780470661840 9780470712207 |
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Datensatz im Suchindex
| _version_ | 1804175290262355968 |
|---|---|
| any_adam_object | |
| author | Webber, Nick |
| author_facet | Webber, Nick |
| author_role | aut |
| author_sort | Webber, Nick |
| author_variant | n w nw |
| building | Verbundindex |
| bvnumber | BV042965170 |
| collection | ZDB-4-EBA ZDB-4-EBU |
| ctrlnum | (OCoLC)759159246 (DE-599)BVBBV042965170 |
| dewey-full | 332.64/570285543 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.64/570285543 |
| dewey-search | 332.64/570285543 |
| dewey-sort | 3332.64 9570285543 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | DE-604.BV042965170 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:13:56Z |
| institution | BVB |
| isbn | 9780470662519 0470662514 0470661739 9780470661734 0470661844 9780470661840 9780470712207 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028391038 |
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| owner_facet | DE-1046 DE-1047 |
| physical | 1 Online-Ressource (xvii, 674 pages) |
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| publishDate | 2011 |
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| publisher | Wiley |
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| series2 | Wiley finance series |
| spelling | Webber, Nick Verfasser aut Implementing models of financial derivatives object oriented applications with VBA Nick Webber Chichester, U.K. Wiley 2011 1 Online-Ressource (xvii, 674 pages) txt rdacontent c rdamedia cr rdacarrier Wiley finance series Includes bibliographical references and indexes pt. 1. A procedural Monte Carlo method in VBA -- pt. 2. Objects and polymorphism -- pt. 3. Using files with VBA -- pt. 4. Polymorphic factories in VBA -- pt. 5. Performance issues in VBA -- pt. 6. Variance reduction in the Monte Carlo method -- pt. 7. The Monte Carlo method : convergence and bias -- pt. 8. Valuing American options by simulation "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"-- Microsoft Visual Basic for applications BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Microsoft Visual Basic for applications fast Derivative securities / Mathematical models fast Mathematisches Modell Wirtschaft Derivative securities Mathematical models VisualBASIC (DE-588)4265875-5 gnd rswk-swf Verbandstheorie (DE-588)4127072-1 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf Bewertung (DE-588)4006340-9 gnd rswk-swf Monte-Carlo-Simulation (DE-588)4240945-7 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 s Bewertung (DE-588)4006340-9 s Monte-Carlo-Simulation (DE-588)4240945-7 s Verbandstheorie (DE-588)4127072-1 s VisualBASIC (DE-588)4265875-5 s DE-604 http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=391252 Aggregator Volltext |
| spellingShingle | Webber, Nick Implementing models of financial derivatives object oriented applications with VBA Microsoft Visual Basic for applications BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Microsoft Visual Basic for applications fast Derivative securities / Mathematical models fast Mathematisches Modell Wirtschaft Derivative securities Mathematical models VisualBASIC (DE-588)4265875-5 gnd Verbandstheorie (DE-588)4127072-1 gnd Derivat Wertpapier (DE-588)4381572-8 gnd Bewertung (DE-588)4006340-9 gnd Monte-Carlo-Simulation (DE-588)4240945-7 gnd |
| subject_GND | (DE-588)4265875-5 (DE-588)4127072-1 (DE-588)4381572-8 (DE-588)4006340-9 (DE-588)4240945-7 |
| title | Implementing models of financial derivatives object oriented applications with VBA |
| title_auth | Implementing models of financial derivatives object oriented applications with VBA |
| title_exact_search | Implementing models of financial derivatives object oriented applications with VBA |
| title_full | Implementing models of financial derivatives object oriented applications with VBA Nick Webber |
| title_fullStr | Implementing models of financial derivatives object oriented applications with VBA Nick Webber |
| title_full_unstemmed | Implementing models of financial derivatives object oriented applications with VBA Nick Webber |
| title_short | Implementing models of financial derivatives |
| title_sort | implementing models of financial derivatives object oriented applications with vba |
| title_sub | object oriented applications with VBA |
| topic | Microsoft Visual Basic for applications BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Microsoft Visual Basic for applications fast Derivative securities / Mathematical models fast Mathematisches Modell Wirtschaft Derivative securities Mathematical models VisualBASIC (DE-588)4265875-5 gnd Verbandstheorie (DE-588)4127072-1 gnd Derivat Wertpapier (DE-588)4381572-8 gnd Bewertung (DE-588)4006340-9 gnd Monte-Carlo-Simulation (DE-588)4240945-7 gnd |
| topic_facet | Microsoft Visual Basic for applications BUSINESS & ECONOMICS / Investments & Securities / General Derivative securities / Mathematical models Mathematisches Modell Wirtschaft Derivative securities Mathematical models VisualBASIC Verbandstheorie Derivat Wertpapier Bewertung Monte-Carlo-Simulation |
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