Название: How to Implement Market Models Using VBA Автор: Francois Goossens Издательство: Wiley Год: 2015 Формат: EPUB Размер: 17 Мб Язык: английский / English
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.
Уважаемый посетитель, Вы зашли на сайт как незарегистрированный пользователь.
С этой публикацией часто скачивают:
Financial Modelling in Python Название: Financial Modelling in Python Автор: Shayne Fletcher, Christopher Gardner Издательство: Wiley Год: 2009 Страниц: 244 Формат: PDF Размер:...
C# for Financial Markets Название: C# for Financial Markets Автор: Daniel J. Duffy and Andrea Germani Издательство: John Wiley & Sons Ltd Год: 2013 Формат: PDF Страниц:...
Modeling derivatives in C++ Название: Modeling derivatives in C++ Автор: Justin London Издательство: John Wiley & Sons Год: 2005 Формат: PDF Страниц: 841 Размер: 10,76 МБ...
Introduction to Computational Models with Python Название: Introduction to Computational Models with Python Автор: Jose M. Garrido Издательство: CRC Год: 2015 Страниц: 496 Формат: PDF Размер: 10 Mb...
Навигация
Вход на сайт
Реклама
How to Implement Market Models Using VBA 
