How to implement market models using VBA:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Chicester, West Sussex UK
John Wiley & Sons, Inc.
2015
|
| Schriftenreihe: | Wiley finance series
|
| Schlagworte: | |
| Online-Zugang: | FRO01 UBG01 Volltext |
| Beschreibung: | Includes index "Accessible VBA coding for complex financial modellingImplementing Market Models Using VBA makes solving complex valuation issues accessible to any financial professional with a taste for mathematics. With a focus on the clarity of code, this practical introductory guide includes chapters on VBA fundamentals and essential mathematical techniques, helping readers master the numerical methods to build an algorithm that can be used in a wide range of pricing problems. Coverage includes general algorithms, vanilla instruments, multi-asset instruments, yield curve models, interest rate exotics, and more, guiding readers thoroughly through pricing in the capital markets area. The companion website features additional VBA code and algorithmic techniques, and the interactive blog provides a forum for discussion of code with programmers and financial engineers, giving readers insight into the different applications and customisations possible for even more advanced problem solving..Financial engineers implement models from a mathematical representation of an asset's performance by building a program that performs a valuation of securities based on this asset. Implementing Market Models Using VBA makes this technical process understandable, with well-explained algorithms, VBA code, and accessible theoretical explanations. Decide which numerical method to use in which scenario Identify the necessary building blocks of an algorithm Write clear, functional VBA code for a variety of problems Apply algorithms to different instruments and models Designed for finance professionals, this book brings more accurate modelling within reach for anyone with interest in the market. For clearer code, patient explanation, and practical instruction, Implementing Market Models Using VBA is an essential introductory guide"-- Includes bibliographical references and index |
| Beschreibung: | 1 Online-Ressource |
| ISBN: | 9781118961988 1118961986 9781118961995 1118961994 9781119065838 1119065836 |
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| 500 | |a Includes index | ||
| 500 | |a "Accessible VBA coding for complex financial modellingImplementing Market Models Using VBA makes solving complex valuation issues accessible to any financial professional with a taste for mathematics. With a focus on the clarity of code, this practical introductory guide includes chapters on VBA fundamentals and essential mathematical techniques, helping readers master the numerical methods to build an algorithm that can be used in a wide range of pricing problems. Coverage includes general algorithms, vanilla instruments, multi-asset instruments, yield curve models, interest rate exotics, and more, guiding readers thoroughly through pricing in the capital markets area. The companion website features additional VBA code and algorithmic techniques, and the interactive blog provides a forum for discussion of code with programmers and financial engineers, giving readers insight into the different applications and customisations possible for even more advanced problem solving..Financial engineers implement models from a mathematical representation of an asset's performance by building a program that performs a valuation of securities based on this asset. Implementing Market Models Using VBA makes this technical process understandable, with well-explained algorithms, VBA code, and accessible theoretical explanations. Decide which numerical method to use in which scenario Identify the necessary building blocks of an algorithm Write clear, functional VBA code for a variety of problems Apply algorithms to different instruments and models Designed for finance professionals, this book brings more accurate modelling within reach for anyone with interest in the market. For clearer code, patient explanation, and practical instruction, Implementing Market Models Using VBA is an essential introductory guide"-- | ||
| 500 | |a Includes bibliographical references and index | ||
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| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Wirtschaft | |
| 650 | 4 | |a Finance / Mathematical models / Computer programs | |
| 650 | 4 | |a Visual Basic for Applications (Computer program language) | |
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Datensatz im Suchindex
| _version_ | 1804175979499749376 |
|---|---|
| any_adam_object | |
| author | Goossens, Francois |
| author_facet | Goossens, Francois |
| author_role | aut |
| author_sort | Goossens, Francois |
| author_variant | f g fg |
| building | Verbundindex |
| bvnumber | BV043397401 |
| classification_rvk | ST 371 |
| collection | ZDB-35-WIC |
| ctrlnum | (ZDB-35-WIC)ocn898756996 (OCoLC)898756996 (DE-599)BVBBV043397401 |
| dewey-full | 332.0285/5133 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.0285/5133 |
| dewey-search | 332.0285/5133 |
| dewey-sort | 3332.0285 45133 |
| dewey-tens | 330 - Economics |
| discipline | Informatik Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | DE-604.BV043397401 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:24:53Z |
| institution | BVB |
| isbn | 9781118961988 1118961986 9781118961995 1118961994 9781119065838 1119065836 |
| language | English |
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| publisher | John Wiley & Sons, Inc. |
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| spelling | Goossens, Francois Verfasser aut How to implement market models using VBA Francois Goossens Chicester, West Sussex UK John Wiley & Sons, Inc. 2015 1 Online-Ressource txt rdacontent c rdamedia cr rdacarrier Wiley finance series Includes index "Accessible VBA coding for complex financial modellingImplementing Market Models Using VBA makes solving complex valuation issues accessible to any financial professional with a taste for mathematics. With a focus on the clarity of code, this practical introductory guide includes chapters on VBA fundamentals and essential mathematical techniques, helping readers master the numerical methods to build an algorithm that can be used in a wide range of pricing problems. Coverage includes general algorithms, vanilla instruments, multi-asset instruments, yield curve models, interest rate exotics, and more, guiding readers thoroughly through pricing in the capital markets area. The companion website features additional VBA code and algorithmic techniques, and the interactive blog provides a forum for discussion of code with programmers and financial engineers, giving readers insight into the different applications and customisations possible for even more advanced problem solving..Financial engineers implement models from a mathematical representation of an asset's performance by building a program that performs a valuation of securities based on this asset. Implementing Market Models Using VBA makes this technical process understandable, with well-explained algorithms, VBA code, and accessible theoretical explanations. Decide which numerical method to use in which scenario Identify the necessary building blocks of an algorithm Write clear, functional VBA code for a variety of problems Apply algorithms to different instruments and models Designed for finance professionals, this book brings more accurate modelling within reach for anyone with interest in the market. For clearer code, patient explanation, and practical instruction, Implementing Market Models Using VBA is an essential introductory guide"-- Includes bibliographical references and index BUSINESS & ECONOMICS / Finance bisacsh Finance / Mathematical models / Computer programs fast Visual Basic for Applications (Computer program language) fast Mathematisches Modell Wirtschaft Finance / Mathematical models / Computer programs Visual Basic for Applications (Computer program language) Electronic books Erscheint auch als Druck-Ausgabe, Hardcover 978-1-118-96200-8 Erscheint auch als Druck-Ausgabe, Hardcover 1-118-96200-1 https://onlinelibrary.wiley.com/doi/book/10.1002/9781119065838 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Goossens, Francois How to implement market models using VBA BUSINESS & ECONOMICS / Finance bisacsh Finance / Mathematical models / Computer programs fast Visual Basic for Applications (Computer program language) fast Mathematisches Modell Wirtschaft Finance / Mathematical models / Computer programs Visual Basic for Applications (Computer program language) |
| title | How to implement market models using VBA |
| title_auth | How to implement market models using VBA |
| title_exact_search | How to implement market models using VBA |
| title_full | How to implement market models using VBA Francois Goossens |
| title_fullStr | How to implement market models using VBA Francois Goossens |
| title_full_unstemmed | How to implement market models using VBA Francois Goossens |
| title_short | How to implement market models using VBA |
| title_sort | how to implement market models using vba |
| topic | BUSINESS & ECONOMICS / Finance bisacsh Finance / Mathematical models / Computer programs fast Visual Basic for Applications (Computer program language) fast Mathematisches Modell Wirtschaft Finance / Mathematical models / Computer programs Visual Basic for Applications (Computer program language) |
| topic_facet | BUSINESS & ECONOMICS / Finance Finance / Mathematical models / Computer programs Visual Basic for Applications (Computer program language) Mathematisches Modell Wirtschaft |
| url | https://onlinelibrary.wiley.com/doi/book/10.1002/9781119065838 |
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