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...
保存先:
| 第一著者: | |
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| 団体著者: | |
| フォーマット: | 電子媒体 eBook |
| 言語: | 英語 |
| 出版事項: |
Chichester, U.K. :
Wiley,
2011.
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| シリーズ: | Wiley finance series.
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| 主題: | |
| オンライン･アクセス: | An electronic book accessible through the World Wide Web; click to view |
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目次:
- 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.