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 and o...
שמור ב:
| מחבר ראשי: | |
|---|---|
| מחבר תאגידי: | |
| פורמט: | אלקטרוני ספר אלקטרוני |
| שפה: | אנגלית |
| יצא לאור: |
Chichester, U.K. :
Wiley,
2011.
|
| סדרה: | Wiley finance series.
|
| נושאים: | |
| גישה מקוונת: | An electronic book accessible through the World Wide Web; click to view |
| תגים: |
אין תגיות, היה/י הראשונ/ה לתייג את הרשומה!
|
תוכן הענינים:
- 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.