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Viac informácií o knihe How to Implement Market Models Using VBA

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• Anotácia kniha
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Nákupom získate 180 bodov

Anotácia knihy

"Implementing Market Models Using VBA "guides the reader through pricing in the capital markets' area, namely; -the choice of numerical methods, -the identification of necessary procedures to complete an algorithm and-coding in VBA. Featuring chapters on VBA fundamentals and essential mathematical recipes, more importance is placed on the mastery of the numerical methods than on the completeness of the treated instruments, since the same kind of algorithm can be used in a wide range of pricing problems. This technical, yet accessible book starts by walking the reader through the basics of VBA, defining objects, variables, procedures, and functions. General-purpose algorithms are then discussed followed by chapters on Vanilla instruments, Numerical solutions and Multi-asset instruments. The text closes with chapters on Yield curve models and finally Interest rate exotics.

Parametre knihy

• Celý názov: How to Implement Market Models Using VBA
• Autor: Francois Goossens
• Jazyk: Angličtina
• Väzba: Pevná
• Počet strán: 312
• EAN: 9781118962008
• ISBN: 1118962001
• ID: 04953176
• Nakladateľ: John Wiley & Sons Inc
• Hmotnosť: 698 g
• Rozmery: 253 × 177 × 24 mm
• Dátum vydania: 13. February 2015

Obľúbené z iného súdka

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