LEADER 03089nam 2200649 a 450 001 9910812010203321 005 20240516064045.0 010 $a9780470661840 010 $a0470661844 010 $a9781119206149 010 $a1119206146 010 $a9780470662519 010 $a0470662514 035 $a(CKB)2550000000045457 035 $a(EBL)699375 035 $a(OCoLC)759159246 035 $a(SSID)ssj0000566775 035 $a(PQKBManifestationID)12273555 035 $a(PQKBTitleCode)TC0000566775 035 $a(PQKBWorkID)10550360 035 $a(PQKB)10908017 035 $a(MiAaPQ)EBC699375 035 $a(Au-PeEL)EBL699375 035 $a(CaPaEBR)ebr10494509 035 $a(PPN)241323436 035 $a(Perlego)1006403 035 $a(EXLCZ)992550000000045457 100 $a20100526d2011 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aImplementing models of financial derivatives $eobject oriented applications with VBA /$fNick Webber 205 $a1st ed. 210 $aChichester, U.K. $cWiley$d2011 215 $a1 online resource (694 p.) 225 1 $aWiley finance 300 $aDescription based upon print version of record. 311 08$a9780470712207 311 08$a0470712201 320 $aIncludes bibliographical references and indexes. 327 $apt. 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. 330 $a"A practical, step-by-step introduction to the design of pricing engines with VBA This book teaches students and practitioners the numerics and design of a powerful pricing tool in VBA. It leads the reader through the basics of VBA, from simple procedural code to the advanced design of systems and object-style applications. It also covers Monte Carlo and lattice methods and their implementation in VBA. Full implementation methods and code are provided for all methods discussed, making this an invaluable guide for portfolio managers, risk managers, and fund managers. Nick Webber (Warwick, UK) is a lecturer in finance at Warwick Business School. He specializes in interest rate modeling and computational finance"--$cProvided by publisher. 330 $a"This book teaches students and non-quant practitioners numerics and the design of a powerful pricing tool in VBA"--$cProvided by publisher. 410 0$aWiley finance series. 606 $aDerivative securities$xMathematical models 615 0$aDerivative securities$xMathematical models. 676 $a332.64/570285543 700 $aWebber$b Nick$0447400 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910812010203321 996 $aImplementing models of financial derivatives$93923291 997 $aUNINA