|
Books > Computing & IT > Computer programming > Object-oriented programming (OOP)
|
Not currently available
How to Implement Market Models Using VBA (Hardcover)
Loot Price: R1,374
Discovery Miles 13 740
You Save: R274
(17%)
|
|
|
How to Implement Market Models Using VBA (Hardcover)
Supplier out of stock. If you add this item to your wish list we will let you know when it becomes available.
|
Accessible VBA coding for complex financial modelling How to
Implement Market Models Using VBA makes solving complex valuation
issues accessible to any financial professional with a taste for
mathematics. With a focus on the clarity of code, this practical
introductory guide includes chapters on VBA fundamentals and
essential mathematical techniques, helping readers master the
numerical methods to build an algorithm that can be used in a wide
range of pricing problems. Coverage includes general algorithms,
vanilla instruments, multi-asset instruments, yield curve models,
interest rate exotics, and more, guiding readers thoroughly through
pricing in the capital markets area. The companion website
(http://implementmodinvba.com/) features additional VBA code and
algorithmic techniques, and the interactive blog provides a forum
for discussion of code with programmers and financial engineers,
giving readers insight into the different applications and
customisations possible for even more advanced problem solving.
Financial engineers implement models from a mathematical
representation of an asset's performance by building a program that
performs a valuation of securities based on this asset. How to
Implement Market Models Using VBA makes this technical process
understandable, with well-explained algorithms, VBA code, and
accessible theoretical explanations. * Decide which numerical
method to use in which scenario * Identify the necessary building
blocks of an algorithm * Write clear, functional VBA code for a
variety of problems * Apply algorithms to different instruments and
models Designed for finance professionals, this book brings more
accurate modelling within reach for anyone with interest in the
market. For clearer code, patient explanation, and practical
instruction, How to Implement Market Models Using VBA is an
essential introductory guide.
General
Is the information for this product incomplete, wrong or inappropriate?
Let us know about it.
Does this product have an incorrect or missing image?
Send us a new image.
Is this product missing categories?
Add more categories.
Review This Product
No reviews yet - be the first to create one!
|
You might also like..
|
Email address subscribed successfully.
A activation email has been sent to you.
Please click the link in that email to activate your subscription.
Welcome to Loot.co.za!
Sign in / Register |Wishlists & Gift Vouchers |Help | Advanced search
