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How to implement market model using VBA

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How to Implement 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 (http://implementmodinvba.com/) 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.

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Ketersediaan

Informasi Detail

Judul Seri

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No. Panggil

332.02855133 FRA h

Penerbit

West Sussex : John Wiley & Sons., 2015

Deskripsi Fisik

311 hlm

Bahasa

English

ISBN/ISSN

9781118961988

Klasifikasi

332.02855133

Tipe Isi

text

Tipe Media

-

Tipe Pembawa

-

Edisi

Ed.1

Subjek

Umum
ebook

Info Detail Spesifik

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Pernyataan Tanggungjawab

FRANÇOIS GOOSSENS

Versi lain/terkait

Lampiran Berkas

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