02674nam a2200397 a 4500001001200000003000800012006001900020007001500039008004100054010001700095020001800112020001800130020001800148020002700166040002100193035002100214050002600235082002500261100001800286245012900304260003800433300002500471490001800496504005300514505035200567520075000919520014501669533015201814630004501966650004802011655002902059710001702088830002602105856012602131999001902257ebr10494509CaPaEBRm        u        cr cn|||||||||100526s2011    enka    sb    001 0 eng d  z  2010022097  z9780470661734  z9780470661840  z9780470712207  z9780470662519 (e-book)  aCaPaEBRcCaPaEBR  a(OCoLC)75915924614aHG6024.A3bW43 2011eb04a332.64/5702855432221 aWebber, Nick.10aImplementing models of financial derivativesh[electronic resource] :bobject oriented applications with VBA /cNick Webber.  aChichester, U.K. :bWiley,c2011.  axvii, 674 p. :bill.1 aWiley finance  aIncludes bibliographical references and indexes.0 apt. 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"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"--cProvided by publisher.  a"This book teaches students and non-quant practitioners numerics and the design of a powerful pricing tool in VBA"--cProvided by publisher.  aElectronic reproduction.bPalo Alto, Calif. :cebrary,d2011.nAvailable via World Wide Web.nAccess may be limited to ebrary affiliated libraries.00aMicrosoft Visual Basic for applications. 0aDerivative securitiesxMathematical models. 7aElectronic books.2local2 aebrary, Inc. 0aWiley finance series.40uhttp://site.ebrary.com/lib/rucke/Doc?id=10494509zAn electronic book accessible through the World Wide Web; click to view  c129865d129865