Implementing models of financial derivatives object oriented applications with VBA /

"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...

Disgrifiad llawn

Wedi'i Gadw mewn:
Manylion Llyfryddiaeth
Prif Awdur: Webber, Nick
Awdur Corfforaethol: ebrary, Inc
Fformat: Electronig eLyfr
Iaith:Saesneg
Cyhoeddwyd: Chichester, U.K. : Wiley, 2011.
Cyfres:Wiley finance series.
Pynciau:
Mynediad Ar-lein:An electronic book accessible through the World Wide Web; click to view
Tagiau: Ychwanegu Tag
Dim Tagiau, Byddwch y cyntaf i dagio'r cofnod hwn!
Tabl Cynhwysion:
  • 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.