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...

पूर्ण विवरण

में बचाया:
ग्रंथसूची विवरण
मुख्य लेखक: Webber, Nick
निगमित लेखक: ebrary, Inc
स्वरूप: इलेक्ट्रोनिक ई-पुस्तक
भाषा:अंग्रेज़ी
प्रकाशित: Chichester, U.K. : Wiley, 2011.
श्रृंखला:Wiley finance series.
विषय:
ऑनलाइन पहुंच:An electronic book accessible through the World Wide Web; click to view
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विषय - सूची:
  • 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.