Code: 04085040

Advanced Modelling in Derivatives Using VBA and C++/CLI

Name: Advanced Modelling in Derivatives Using VBA and C++/CLI
Brand: Wiley-Blackwell
SKU: 04085040
Price: 82.80 EUR
Availability: PreOrder
Author: Mike Staunton
ISBN: 9780470868591

by Mike Staunton

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Language: English
Binding: Hardback
Number of pages: 288
Publisher: Wiley-Blackwell, 2008
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82.80 €

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Book synopsis

The ability to value financial derivatives through .NET functions and Excel has become a vital and practical requirement for finance practitioners. Derivatives Pricing Models using VBA and VB.NET focuses on option valuation, providing comprehensive coverage of equity, bond and exotic options. Providing relevant amounts of key theory and formulas, it will provide practitioners with completed .NET functions and concentrate on emphasising the common links across the material, exploring the trade-off between model accuracy and speed of calculation.