How to implement market models using VBA / / Francois Goossens |
Autore | Goossens Francois <1960-> |
Pubbl/distr/stampa | West Sussex : , : John Wiley & Sons, Inc., , 2015 |
Descrizione fisica | 1 online resource (312 p.) |
Disciplina | 332.0285/5133 |
Collana | Wiley finance series |
Soggetto topico |
Finance - Mathematical models - Computer programs
Visual Basic for Applications (Computer program language) |
ISBN |
1-119-06583-6
1-118-96198-6 |
Classificazione | BUS027000 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
""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 "" |
Record Nr. | UNINA-9910132284803321 |
Goossens Francois <1960-> | ||
West Sussex : , : John Wiley & Sons, Inc., , 2015 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
How to implement market models using VBA / / Francois Goossens |
Autore | Goossens Francois <1960-> |
Pubbl/distr/stampa | West Sussex : , : John Wiley & Sons, Inc., , 2015 |
Descrizione fisica | 1 online resource (312 p.) |
Disciplina | 332.0285/5133 |
Collana | Wiley finance series |
Soggetto topico |
Finance - Mathematical models - Computer programs
Visual Basic for Applications (Computer program language) |
ISBN |
1-119-06583-6
1-118-96198-6 |
Classificazione | BUS027000 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
""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 "" |
Record Nr. | UNINA-9910807254203321 |
Goossens Francois <1960-> | ||
West Sussex : , : John Wiley & Sons, Inc., , 2015 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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