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: | |
| Beschreibung: | Includes bibliographical references and indexes "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: | xvii, 674 p. |
| ISBN: | 9780470661734 9780470661840 9780470712207 9780470662519 |
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| 490 | 0 | |a Wiley finance series | |
| 500 | |a Includes bibliographical references and indexes | ||
| 500 | |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"-- | ||
| 500 | |a "This book teaches students and non-quant practitioners numerics and the design of a powerful pricing tool in VBA"-- | ||
| 505 | 0 | |a 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 | |
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Datensatz im Suchindex
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|---|---|
| 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 | BV044154794 |
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| contents | 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 |
| ctrlnum | (ZDB-30-PAD)EBC699375 (ZDB-89-EBL)EBL699375 (OCoLC)759159246 (DE-599)BVBBV044154794 |
| 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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| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:45:15Z |
| institution | BVB |
| isbn | 9780470661734 9780470661840 9780470712207 9780470662519 |
| language | English |
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| physical | xvii, 674 p. |
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| publishDate | 2011 |
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| publisher | Wiley |
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| spelling | Webber, Nick Verfasser aut Implementing models of financial derivatives object oriented applications with VBA Nick Webber Chichester, U.K. Wiley 2011 xvii, 674 p. txt rdacontent c rdamedia cr rdacarrier Wiley finance series Includes bibliographical references and indexes "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"-- 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 Microsoft Visual Basic for applications Mathematisches Modell Derivative securities Mathematical models Verbandstheorie (DE-588)4127072-1 gnd rswk-swf Monte-Carlo-Simulation (DE-588)4240945-7 gnd rswk-swf Bewertung (DE-588)4006340-9 gnd rswk-swf VisualBASIC (DE-588)4265875-5 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 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 |
| spellingShingle | Webber, Nick Implementing models of financial derivatives object oriented applications with VBA 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 Microsoft Visual Basic for applications Mathematisches Modell Derivative securities Mathematical models Verbandstheorie (DE-588)4127072-1 gnd Monte-Carlo-Simulation (DE-588)4240945-7 gnd Bewertung (DE-588)4006340-9 gnd VisualBASIC (DE-588)4265875-5 gnd Derivat Wertpapier (DE-588)4381572-8 gnd |
| subject_GND | (DE-588)4127072-1 (DE-588)4240945-7 (DE-588)4006340-9 (DE-588)4265875-5 (DE-588)4381572-8 |
| 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 Mathematisches Modell Derivative securities Mathematical models Verbandstheorie (DE-588)4127072-1 gnd Monte-Carlo-Simulation (DE-588)4240945-7 gnd Bewertung (DE-588)4006340-9 gnd VisualBASIC (DE-588)4265875-5 gnd Derivat Wertpapier (DE-588)4381572-8 gnd |
| topic_facet | Microsoft Visual Basic for applications Mathematisches Modell Derivative securities Mathematical models Verbandstheorie Monte-Carlo-Simulation Bewertung VisualBASIC Derivat Wertpapier |
| work_keys_str_mv | AT webbernick implementingmodelsoffinancialderivativesobjectorientedapplicationswithvba |