03089nam 2200649 a 450 991081201020332120240516064045.0978047066184004706618449781119206149111920614697804706625190470662514(CKB)2550000000045457(EBL)699375(OCoLC)759159246(SSID)ssj0000566775(PQKBManifestationID)12273555(PQKBTitleCode)TC0000566775(PQKBWorkID)10550360(PQKB)10908017(MiAaPQ)EBC699375(Au-PeEL)EBL699375(CaPaEBR)ebr10494509(PPN)241323436(Perlego)1006403(EXLCZ)99255000000004545720100526d2011 uy 0engur|n|---|||||txtccrImplementing models of financial derivatives object oriented applications with VBA /Nick Webber1st ed.Chichester, U.K. Wiley20111 online resource (694 p.)Wiley financeDescription based upon print version of record.9780470712207 0470712201 Includes bibliographical references and indexes.pt. 1. A procedural Monte Carlo method in VBA -- pt. 2. Objects and polymorphism -- pt. 3. Using files with VBA -- pt. 4. Polymorphic factories in VBA -- pt. 5. Performance issues in VBA -- pt. 6. Variance reduction in the Monte Carlo method -- pt. 7. The Monte Carlo method : convergence and bias -- pt. 8. Valuing American options by simulation."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.Wiley finance series.Derivative securitiesMathematical modelsDerivative securitiesMathematical models.332.64/570285543Webber Nick447400MiAaPQMiAaPQMiAaPQBOOK9910812010203321Implementing models of financial derivatives3923291UNINA04213nam 22007215 450 991055849110332120251113201356.09783030971786(electronic bk.)978303097177910.1007/978-3-030-97178-6(MiAaPQ)EBC6943652(Au-PeEL)EBL6943652(CKB)21448750900041(PPN)261518992(DE-He213)978-3-030-97178-6(EXLCZ)992144875090004120220330d2022 u| 0engurcnu||||||||txtrdacontentcrdamediacrrdacarrierCOVID-19 Epidemiology and Virus Dynamics Nonlinear Physics and Mathematical Modeling /by Till D. Frank1st ed. 2022.Cham :Springer International Publishing :Imprint: Springer,2022.1 online resource (367 pages)Understanding Complex Systems,1860-0840Print version: Frank, Till D. COVID-19 Epidemiology and Virus Dynamics Cham : Springer International Publishing AG,c2022 97830309717799 Includes bibliographical references and index.Chapter 1. Introduction -- Chapter 2. Nonlinear physics and synergetics -- Chapter 3. Epidemiological models and COVID-19 epidemics -- Chapter 4. Nonlinear physics of epidemics: part A -- Chapter 5. Nonlinear physics of epidemics: part B -- Chapter 6. Nonlinear physics of epidemics: part C -- Chapter 7. Model-based reproduction numbers -- Chapter 8. Modeling interventions -- Chapter 9. Models of virus dynamics -- Chapter 10. Virus dynamics in humans: unstable directions and order parameters.This book addresses the COVID-19 pandemic from a quantitative perspective based on mathematical models and methods largely used in nonlinear physics. It aims to study COVID-19 epidemics in countries and SARS-CoV-2 infections in individuals from the nonlinear physics perspective and to model explicitly COVID-19 data observed in countries and virus load data observed in COVID-19 patients. The first part of this book provides a short technical introduction into amplitude spaces given by eigenvalues, eigenvectors, and amplitudes.In the second part of the book, mathematical models of epidemiology are introduced such as the SIR and SEIR models and applied to describe COVID-19 epidemics in various countries around the world. In the third part of the book, virus dynamics models are considered and applied to infections in COVID-19 patients. This book is written for researchers, modellers, and graduate students in physics and medicine, epidemiology and virology, biology, applied mathematics, and computer sciences. This book identifies the relevant mechanisms behind past COVID-19 outbreaks and in doing so can help efforts to stop future COVID-19 outbreaks and other epidemic outbreaks. Likewise, this book points out the physics underlying SARS-CoV-2 infections in patients and in doing so supports a physics perspective to address human immune reactions to SARS-CoV-2 infections and similar virus infections.Understanding Complex Systems,1860-0840System theoryEpidemiologyMathematical physicsDynamicsNonlinear theoriesPublic healthComplex SystemsEpidemiologyMathematical Methods in PhysicsApplied Dynamical SystemsPublic HealthSystem theory.Epidemiology.Mathematical physics.Dynamics.Nonlinear theories.Public health.Complex Systems.Epidemiology.Mathematical Methods in Physics.Applied Dynamical Systems.Public Health.614.592414614.4015118Frank Till Daniel750689MiAaPQMiAaPQMiAaPQ9910558491103321COVID-19 epidemiology and virus dynamics2973137UNINA