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Implementing models of financial derivatives [[electronic resource] ] : object oriented applications with VBA / / Nick Webber
| Implementing models of financial derivatives [[electronic resource] ] : object oriented applications with VBA / / Nick Webber |
| Autore | Webber Nick |
| Pubbl/distr/stampa | Chichester, U.K., : Wiley, 2011 |
| Descrizione fisica | 1 online resource (694 p.) |
| Disciplina | 332.64/570285543 |
| Collana | Wiley finance |
| Soggetto topico | Derivative securities - Mathematical models |
| ISBN |
0-470-66184-4
1-119-20614-6 0-470-66251-4 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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. |
| Record Nr. | UNINA-9910139608603321 |
Webber Nick
|
||
| Chichester, U.K., : Wiley, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Implementing models of financial derivatives : object oriented applications with VBA / / Nick Webber
| Implementing models of financial derivatives : object oriented applications with VBA / / Nick Webber |
| Autore | Webber Nick |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Chichester, U.K., : Wiley, 2011 |
| Descrizione fisica | 1 online resource (694 p.) |
| Disciplina | 332.64/570285543 |
| Collana | Wiley finance |
| Soggetto topico | Derivative securities - Mathematical models |
| ISBN |
9780470661840
0470661844 9781119206149 1119206146 9780470662519 0470662514 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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. |
| Record Nr. | UNINA-9910812010203321 |
|
Webber Nick
|
||
| Chichester, U.K., : Wiley, 2011 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||