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Implementing models of financial der...

Webber, Nick.

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Implementing models of financial derivatives : = object oriented applications with VBA /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Implementing models of financial derivatives :/ Nick Webber.
Reminder of title:	object oriented applications with VBA /
Author:	Webber, Nick.
Published:	Chichester, West Sussex, UK :Wiley, : 2011.,
Description:	xvii, 674 p. :ill. ;26 cm. +1 CD-ROM (4 3/4 in.)
Subject:	Derivative securities - Mathematical models. -
ISBN:	9780470712207 (hbk.) :

Implementing models of financial derivatives : = object oriented applications with VBA /
Webber, Nick.

Implementing models of financial derivatives :object oriented applications with VBA /Nick Webber. - Chichester, West Sussex, UK :Wiley,2011. - xvii, 674 p. :ill. ;26 cm. +1 CD-ROM (4 3/4 in.)

Includes bibliographical references (p. [641]-643) and indexes.

"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"--

ISBN: 9780470712207 (hbk.) :US85.00

LCCN: 2010022097Subjects--Uniform Titles:

Microsoft Visual Basic for applications.
Subjects--Topical Terms:

549989
Derivative securities
--Mathematical models.

LC Class. No.: HG6024.A3 / W43 2011

Dewey Class. No.: 332.64/570285543

Implementing models of financial derivatives : = object oriented applications with VBA /
LDR:01857cam a2200301 a 4500 001 981906
003 OCoLC
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008 111124s2011 enka b 001 0 eng
010 $a 2010022097
020 $a 9780470712207 (hbk.) : $c US85.00
020 $a 0470712201
029 1 $a AU@ $b 000045671597
029 1 $a HEBIS $b 262291800
029 1 $a NZ1 $b 13737774
035 $a (OCoLC)636566705 $z (OCoLC)312636197
035 $a BM-BW-100-04
040 $a DLC $c DLC $d YDX $d YDXCP $d BTCTA $d BWX $d CDX $d IG# $d UKMGB
042 $a pcc
049 $a FISA
050 0 0 $a HG6024.A3 $b W43 2011
082 0 0 $a 332.64/570285543 $2 22
100 1 $a Webber, Nick. $3 1307469
245 1 0 $a Implementing models of financial derivatives : $b object oriented applications with VBA / $c Nick Webber.
260 # $a Chichester, West Sussex, UK : $b Wiley, $c 2011.
300 $a xvii, 674 p. : $b ill. ; $c 26 cm. + $e 1 CD-ROM (4 3/4 in.)
504 $a Includes bibliographical references (p. [641]-643) and indexes.
520 # $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"-- $c Provided by publisher.
520 # $a "This book teaches students and non-quant practitioners numerics and the design of a powerful pricing tool in VBA"-- $c Provided by publisher.
630 0 0 $a Microsoft Visual Basic for applications. $3 571501
650 # 0 $a Derivative securities $x Mathematical models. $3 549989