Implementing Models of Financial Derivatives,: Object Oriented Applications with VBA [With CDROM]

by Nick Webber

Implementing Models of Financial Derivatives is a comprehensive treatment of advanced implementation techniques in VBA for models of financial derivatives. Aimed at readers who are already familiar with the basics of VBA it emphasizes a fully object oriented approach to valuation applications, chiefly in the context of Monte Carlo simulation but also more broadly for lattice and PDE methods. Its unique approach to valuation, emphasizing effective...

• Format: Hardcover
• Language: English
• ISBN: 0470712201
• ISBN13: 9780470712207
• Release Date: March 2011
• Publisher: Wiley
• Length: 674 Pages
• Weight: 3.30 lbs.
• Dimensions: 1.7" x 7.6" x 9.8"