Research Catalog

Implementing models of financial derivatives : object oriented applications with VBA

Title

Implementing models of financial derivatives : object oriented applications with VBA / Nick Webber.

Author

Webber, Nick.

Publication

Chichester : Wiley, 2011.

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Item details
Status	Format	Access	Call Number	Item Location
Request for On-site Use Request Scan Available - Can be used on site. Please visit New York Public Library - Schwarzman Building to submit a request in person.	Text	Use in library	JBF 17-409	Schwarzman Building - General Research Room 315
Request for On-site Use Request Scan How do I pick up this item and when will it be ready?	Text	Request in advance	*WSC-7258	Offsite

Description

xvii, 674 p. : ill.; 26 cm. +

Summary

"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."-Provided by publisher.
"This book teaches students and non-quant practitioners numerics and the design of a powerful pricing tool in VBA"--Provided by publisher.

Subject

Bibliography (note)

Call Number

JBF 17-409

ISBN

LCCN

2010022097

OCLC

636566705

Author

Webber, Nick.

Title

Implementing models of financial derivatives : object oriented applications with VBA / Nick Webber.

Imprint

Chichester : Wiley, 2011.

Bibliography

Includes bibliographical references and indexes.

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Research Call Number

JBF 17-409 [Text]

*WSC-7258 [CD-ROM]