How to Implement Market Models Using VBA

Name: How to Implement Market Models Using VBA
Brand: John Wiley & Sons Inc
SKU: 9781118962008
Price: 1650 CZK
Availability: InStock

Autor: Francois Goossens

Jazyk:

Vazba: Pevná

Vydavatel: John Wiley & Sons Inc

Dostupnost: Skladem u dodavatele

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1 650 Kč

"Implementing Market Models Using VBA "guides the reader through pricing in the capital markets' are...

Informace o knize

Autor

Francois Goossens

Jazyk

Angličtina

Vazba

Kniha - Pevná

Vydáno

2015

Stránek

312

EAN

9781118962008

ISBN

1118962001

Enbook ID

04953176

Vydavatel

John Wiley & Sons Inc

Hmotnost

698

Rozměry

177 x 253 x 24

Kompletní popis

"Implementing Market Models Using VBA "guides the reader through pricing in the capital markets' area, namely; -the choice of numerical methods, -the identification of necessary procedures to complete an algorithm and-coding in VBA. Featuring chapters on VBA fundamentals and essential mathematical recipes, more importance is placed on the mastery of the numerical methods than on the completeness of the treated instruments, since the same kind of algorithm can be used in a wide range of pricing problems. This technical, yet accessible book starts by walking the reader through the basics of VBA, defining objects, variables, procedures, and functions. General-purpose algorithms are then discussed followed by chapters on Vanilla instruments, Numerical solutions and Multi-asset instruments. The text closes with chapters on Yield curve models and finally Interest rate exotics.

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