LEADER 06737nam 2200697 450 001 9910132284803321 005 20230807212555.0 010 $a1-119-06583-6 010 $a1-118-96198-6 035 $a(CKB)3710000000342222 035 $a(EBL)1895819 035 $a(OCoLC)902417444 035 $a(SSID)ssj0001421235 035 $a(PQKBManifestationID)11852562 035 $a(PQKBTitleCode)TC0001421235 035 $a(PQKBWorkID)11409616 035 $a(PQKB)10851896 035 $a(PQKBManifestationID)16039754 035 $a(PQKB)24106563 035 $a(MiAaPQ)EBC1895819 035 $a(Au-PeEL)EBL1895819 035 $a(CaPaEBR)ebr11012467 035 $a(CaONFJC)MIL718990 035 $a(OCoLC)898756996 035 $a(EXLCZ)993710000000342222 100 $a20141106d2015 uy| 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aHow to implement market models using VBA /$fFrancois Goossens 210 1$aWest Sussex :$cJohn Wiley & Sons, Inc.,$d2015. 215 $a1 online resource (312 p.) 225 1 $aWiley finance series 300 $aDescription based upon print version of record. 311 $a1-322-87708-4 311 $a1-118-96200-1 320 $aIncludes bibliographical references and index. 327 $a""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 "" 327 $a""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 "" 327 $a""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 "" 327 $a""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 "" 327 $a""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 "" 327 $a""3.3.1 Forward contracts "" 330 $a"Accessible VBA coding for complex financial modellingImplementing Market Models Using VBA makes solving complex valuation issues accessible to any financial professional with a taste for mathematics. With a focus on the clarity of code, this practical introductory guide includes chapters on VBA fundamentals and essential mathematical techniques, helping readers master the numerical methods to build an algorithm that can be used in a wide range of pricing problems. Coverage includes general algorithms, vanilla instruments, multi-asset instruments, yield curve models, interest rate exotics, and more, guiding readers thoroughly through pricing in the capital markets area. The companion website features additional VBA code and algorithmic techniques, and the interactive blog provides a forum for discussion of code with programmers and financial engineers, giving readers insight into the different applications and customisations possible for even more advanced problem solving. Financial engineers implement models from a mathematical representation of an asset's performance by building a program that performs a valuation of securities based on this asset. Implementing Market Models Using VBA makes this technical process understandable, with well-explained algorithms, VBA code, and accessible theoretical explanations. Decide which numerical method to use in which scenario. Identify the necessary building blocks of an algorithm. Write clear, functional VBA code for a variety of problems. Apply algorithms to different instruments and models. Designed for finance professionals, this book brings more accurate modelling within reach for anyone with interest in the market. For clearer code, patient explanation, and practical instruction, Implementing Market Models Using VBA is an essential introductory guide"--$cProvided by publisher. 410 0$aWiley finance series. 606 $aFinance$xMathematical models$xComputer programs 606 $aVisual Basic for Applications (Computer program language) 615 0$aFinance$xMathematical models$xComputer programs. 615 0$aVisual Basic for Applications (Computer program language) 676 $a332.0285/5133 686 $aBUS027000$2bisacsh 700 $aGoossens$b Francois$f1960-$0943030 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910132284803321 996 $aHow to implement market models using VBA$92128096 997 $aUNINA