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1. |
Record Nr. |
UNINA9910132284803321 |
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Autore |
Goossens Francois <1960-> |
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Titolo |
How to implement market models using VBA / / Francois Goossens |
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Pubbl/distr/stampa |
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West Sussex : , : John Wiley & Sons, Inc., , 2015 |
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ISBN |
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1-119-06583-6 |
1-118-96198-6 |
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Descrizione fisica |
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1 online resource (312 p.) |
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Collana |
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Classificazione |
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Disciplina |
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Soggetti |
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Finance - Mathematical models - Computer programs |
Visual Basic for Applications (Computer program language) |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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""Cover ""; ""Title Page ""; ""Copyright""; ""Contents ""; ""Preface ""; ""Acknowledgements ""; ""Abbreviations ""; ""About the Author ""; ""Chapter 1 The Basics of VBA Programming ""; ""1.1 Getting started ""; ""1.2 VBA objects and syntax ""; ""1.2.1 The object-oriented basic syntax "" |
""1.2.2 Using objects """"1.3 Variables ""; ""1.3.1 Variable declaration ""; ""1.3.2 Some usual objects ""; ""1.3.3 Arrays ""; ""1.4 Arithmetic ""; ""1.5 Subroutines and functions ""; ""1.5.1 Subroutines ""; ""1.5.2 Functions ""; ""1.5.3 Operations on one-dimensional arrays "" |
""1.5.4 Operations on two-dimensional arrays (matrices) """"1.5.5 Operations with dates ""; ""1.6 Custom objects ""; ""1.6.1 Types ""; ""1.6.2 Classes ""; ""1.7 Debugging ""; ""1.7.1 Error handling ""; ""1.7.2 Tracking the code execution ""; ""Chapter 2 Mathematical Algorithms "" |
""2.1 Introduction """"2.2 Sorting lists ""; ""2.2.1 Shell sort ""; ""2.2.2 Quick sort ""; ""2.3 Implicit equations ""; ""2.4 Search for extrema |
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""; ""2.4.1 The Nelder-Mead algorithm ""; ""2.4.2 The simulated annealing ""; ""2.5 Linear algebra ""; ""2.5.1 Matrix inversion "" |
""2.5.2 Cholesky decomposition """"2.5.3 Interpolation ""; ""2.5.4 Integration ""; ""2.5.5 Principal Component Analysis ""; ""Chapter 3 Vanilla Instruments ""; ""3.1 Definitions ""; ""3.2 Fixed income ""; ""3.2.1 Bond market ""; ""3.2.2 Interbank market ""; ""3.3 Vanilla derivatives "" |
""3.3.1 Forward contracts "" |
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Sommario/riassunto |
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"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"-- |
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2. |
Record Nr. |
UNINA9910828191903321 |
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Autore |
Adams Annmarie |
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Titolo |
'Designing women' : gender and the architectural profession / / Annmarie Adams, Peta Tancred |
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Pubbl/distr/stampa |
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Toronto ; ; Buffalo ; ; London : , : University of Toronto Press, , 2000 |
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©2000 |
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ISBN |
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1-4426-5421-X |
1-282-03694-7 |
9786612036941 |
1-4426-7384-2 |
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Descrizione fisica |
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1 online resource (xiii, 190 pages) : illustrations |
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Collana |
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Disciplina |
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Soggetti |
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Women architects - Canada |
Livres numeriques. |
e-books. |
Electronic books. |
Canada |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Bibliographic Level Mode of Issuance: Monograph |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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; 1. Introduction ; 'Designing women' in an international context ; 'Designing women' in the context of the professions ; Women's work within a male discourse -- ; 2. Entering male-dominated practice, 1920-1992 : the profession 'defines' women architects ; The professional context of the 1920s ; The pioneering period, 1920s to 1970 ; The post-pioneering years, 1970 to 1992 ; Registered and unregistered professionals ; De-registered professionals ; Where do they go? -- ; 3. Images in the mirror : the profession's perspective on women architects ; Women on the 'margins' ; Women as users of space ; The manly architect -- ; 4. Building the foundations : women contribute to architectural practice ; Megastructures and megacareers : the Quebec case ; Ontario women architects -- ; 5. Unregistered professionals : women redesign the architectural domain in Canada ; Why innovation? ; The innovation process ; Gender differences : innovation and de-registration ; Reinterpreting the 'mommy track'? -- ; |
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6. The Quebec question : designing a distinct experience ; The Quebec experience ; Quebec women at the frontiers ; Quebec women architects and professional Women. |
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Sommario/riassunto |
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"Historically, the contributions of women architects to their profession have been minimized or overlooked.'Designing Women'explores the tension that has existed between the architectural profession and its women members. It demonstrates the influence that these women have had on architecture in Canada, and links their so-called marginalization to the profession's restrictive and sometimes discriminatory practices. Co-written by an architectural historian and a sociologist, this book provides a welcome blend of disciplinary approaches. The product of much original research, it looks at issues that are specific to architecture in Canada and at the same time characteristic of many male-dominated workplaces. Annmarie Adams and Peta Tancred examine the issue of gender and its relation to the larger dynamics of status and power. They argue that many women architects have reacted with ingenuity to the difficulties they have faced, making major innovations in practice and design. Branching out into a wide range of alternative fields, these women have extended and developed what are considered to be the core specializations within architecture. As the authors point out, while the profession designs women's place within it, women design buildings and careers that transcend that narrow professional definition."--Jacket. |
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