Implementing models of financial derivatives : object oriented applications with VBA / / Nick Webber.
"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...
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| Superior document: | Wiley finance |
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| Year of Publication: | 2011 |
| Language: | English |
| Series: | Wiley finance series.
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| Online Access: | |
| Physical Description: | xvii, 674 p. :; ill. |
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Table of Contents:
- 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.