object oriented applications with VBA Webber, Nick. creator ebrary, Inc text bibliography Electronic books. enk Chichester, U.K Wiley 2011 monographic eng

electronic

electronic resource

xvii, 674 p. : ill. "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"-- "This book teaches students and non-quant practitioners numerics and the design of a powerful pricing tool in VBA"-- 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. Nick Webber. Includes bibliographical references and indexes. Electronic reproduction. Palo Alto, Calif. : ebrary, 2011. Available via World Wide Web. Access may be limited to ebrary affiliated libraries. Derivative securities Mathematical models HG6024.A3 W43 2011eb 332.64/570285543 http://site.ebrary.com/lib/rucke/Doc?id=10494509 http://site.ebrary.com/lib/rucke/Doc?id=10494509 CaPaEBR 100526 ebr10494509