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Implementing Models of Financial Derivatives, with CD-ROM: Object Oriented Applications with VBA by www.it-ebooks.info is a nonfiction available to read on EtoBox.

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<p>Implementing Models of Financial Derivatives is a comprehensive treatment of advanced implementation techniques in VBA for models of financial derivatives. Aimed at readers who are already familiar with the basics of VBA it emphasizes a fully object oriented approach to valuation applications, chiefly in the context of Monte Carlo simulation but also more broadly for lattice and PDE methods. Its unique approach to valuation, emphasizing effective implementation from both the numerical and the computational perspectives makes it an invaluable resource. The book comes with a library of almost a hundred Excel spreadsheets containing implementations of all the methods and models it investigates, including a large number of useful utility procedures. Exercises structured around four application streams supplement the exposition in each chapter, taking the reader from basic procedural level programming up to high level object oriented implementations. Written in eight parts, parts 1-4 emphasize application design in VBA, focused around the development of a plain Monte Carlo application. Part 5 assesses the performance of VBA for this application, and the final 3 emphasize the implemen

Who reads Implementing Models of Financial Derivatives, with CD-ROM: Object Oriented Applications with VBA?

It is typically read by self-directed learners exploring a subject in depth.

Common subject areas: history, science, philosophy, social sciences.

Author
www.it-ebooks.info
Publisher
Wiley & Sons, Incorporated, John
Published
2011
Language
EN
ISBN
9780470662519
Category
nonfiction
Subjects
Finance, Economics, Business

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