02674nam a2200397 a 4500 ebr10494509 CaPaEBR m u cr cn||||||||| 100526s2011 enka sb 001 0 eng d 2010022097 9780470661734 9780470661840 9780470712207 9780470662519 (e-book) CaPaEBR CaPaEBR (OCoLC)759159246 HG6024.A3 W43 2011eb 332.64/570285543 22 Webber, Nick. Implementing models of financial derivatives [electronic resource] : object oriented applications with VBA / Nick Webber. Chichester, U.K. : Wiley, 2011. xvii, 674 p. : ill. Wiley finance Includes bibliographical references and indexes. 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. "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 object-style applications. It also covers Monte Carlo and lattice methods and their implementation in VBA. Full implementation methods and code are provided for all methods discussed, making this an invaluable guide for portfolio managers, risk managers, and fund managers. Nick Webber (Warwick, UK) is a lecturer in finance at Warwick Business School. He specializes in interest rate modeling and computational finance"-- Provided by publisher. "This book teaches students and non-quant practitioners numerics and the design of a powerful pricing tool in VBA"-- Provided by publisher. Electronic reproduction. Palo Alto, Calif. : ebrary, 2011. Available via World Wide Web. Access may be limited to ebrary affiliated libraries. Microsoft Visual Basic for applications. Derivative securities Mathematical models. Electronic books. local ebrary, Inc. Wiley finance series. http://site.ebrary.com/lib/rucke/Doc?id=10494509 An electronic book accessible through the World Wide Web; click to view 129865 129865