Implementing models of financial derivatives
object oriented applications with VBA
- ISBN: 9780470712207
- Editorial: John Wiley & Sons Limited
- Fecha de la edición: 2011
- Lugar de la edición: Chichester. Reino Unido
- Encuadernación: Cartoné
- Medidas: 26 cm
- Nº Pág.: 692
- Idiomas: Inglés
Papel: Cartoné
94,50 €
Sin Stock. Disponible en 5/6 semanas.
With CD-ROM. 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.
With CD-ROM
