06737nam 2200697 450 991013228480332120230807212555.01-119-06583-61-118-96198-6(CKB)3710000000342222(EBL)1895819(OCoLC)902417444(SSID)ssj0001421235(PQKBManifestationID)11852562(PQKBTitleCode)TC0001421235(PQKBWorkID)11409616(PQKB)10851896(PQKBManifestationID)16039754(PQKB)24106563(MiAaPQ)EBC1895819(Au-PeEL)EBL1895819(CaPaEBR)ebr11012467(CaONFJC)MIL718990(OCoLC)898756996(EXLCZ)99371000000034222220141106d2015 uy| 0engur|n|---|||||txtccrHow to implement market models using VBA /Francois GoossensWest Sussex :John Wiley & Sons, Inc.,2015.1 online resource (312 p.)Wiley finance seriesDescription based upon print version of record.1-322-87708-4 1-118-96200-1 Includes bibliographical references and index.""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 ""; ""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 """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"--Provided by publisher.Wiley finance series.FinanceMathematical modelsComputer programsVisual Basic for Applications (Computer program language)FinanceMathematical modelsComputer programs.Visual Basic for Applications (Computer program language)332.0285/5133BUS027000bisacshGoossens Francois1960-943030MiAaPQMiAaPQMiAaPQBOOK9910132284803321How to implement market models using VBA2128096UNINA04397nam 2200565 a 450 991083000330332120230803025131.01-118-49859-31-299-15888-91-118-49847-X1-118-49846-1(CKB)2670000000325781(EBL)1120576(OCoLC)827207728(SSID)ssj0000822103(PQKBManifestationID)11447055(PQKBTitleCode)TC0000822103(PQKBWorkID)10756194(PQKB)10627079(MiAaPQ)EBC1120576(DLC) 2012046336(EXLCZ)99267000000032578120121108d2013 uy 0engur|n|---|||||txtccrInternational construction contracts[electronic resource] a handbook : with commentary on the FIDIC design-build forms /William GodwinHoboken Wiley-Blackwell20131 online resource (225 p.)Description based upon print version of record.0-470-65572-0 Includes bibliographical references and index.Machine generated contents note: Foreword Preface About the Author Acknowledgments PART ONE Chapter 1 CONTRACTS I. What is a Contract? 1. A working definition 2. Agreement 3. Do contracts need to be in writing? 4. Other elements of a contract 5. Capacity and authority 6. Importance of a written contract 7. What should a properly written construction contract cover? 8. Tailoring the contract Chapter 2 Risk 9. How risk may be allocated 10. The 'traditional' approach to risk 11. EPC/turnkey projects 12. BOT-type projects 13. Parties to a BOT-type project 14. Contracts involved in a BOT-type project 15. The FIDIC Silver Book 16. Particular Risks: the Unforeseen and Design Chapter 3 Types of Construction Contract 17. Lump sum contracts 18. Prime cost or reimbursable contracts 19. Unit price contracts 20. Target contracts 21. Which contract? PART TWO Chapter 4 The FIDIC Design-Build Contracts 22. Some key general provisions 23. The Employer 24. Contract Administration and the role of the Engineer 25. The Contractor 26. Design 27. Staff and Labour 28. Plant, Materials and Workmanship 29. Time: Commencement, Delays and Suspension of the Works 30. Tests on Completion 31. Employer's Taking Over 32. Defects Liability 33. Tests after Completion 34. Variations and adjustments to the contract price 35. Payment 36. Termination by the Employer 37. Suspension and Termination by the Contractor 38. Risk and Responsibility 39. Insurance 40. Force Majeure 41. Contractor's claims, disputes, and arbitration PART THREE Chapter 5 Disputes and How to Resolve Them 42. Introduction 43. Legal Aspects of a Construction Project 44. Kinds of Claim 45. Making a Claim 46. Who decides whether to accept a claim? 47. Dispute Review Boards and the FIDIC DAB 48. Methods of Dispute Resolution 49. Arbitration 50. How are International Arbitrations conducted? APPENDIX I Yugo Design Company v Sino Industries Corporation: an ICC Arbitration from Start to Finish APPENDIX II Rules of Arbitration of the International Chamber of Commerce Rules of Arbitration of the Singapore International Arbitration Centre Index."The book provides clear, concise and practical guidance on the understanding, negotiation and management of contracts for international construction and engineering projects. It covers, in a simple and straightforward way, the main features of construction contracts, the underlying notions on which they are based and the various dispute resolution procedures available should a dispute arise, with the aim of ensuring the construction professional (engineer or other non-lawyer) engaged on an international project has an awareness of the types of issue that typically arise on the contractual side of the project"--Provided by publisher.Construction contractsConstruction contracts.343.078624692.8692/.8LAW019000bisacshGodwin William1923-1612214MiAaPQMiAaPQMiAaPQBOOK9910830003303321International construction contracts3940891UNINA