Implementing Models of Financial Derivatives: Object Oriented Applications with VBA (精装)
点此进入淘宝搜索页搜索分類: 图书,进口原版书,Business & Investing（商业与投资）,Investing（投资）,Futures,
品牌: Nick Webber
基本信息出版社:JOHN WILEY & SONS INC (2010年12月1日)精装:664页ISBN:0470712201条形码:9780470712207ASIN:0470712201
商品描述内容简介A practical, step-by-step introduction to the design of pricing engines with VBA This book teaches students and practitioners the numerics and design of a powerful pricing tool in VBA. It leads the reader through the basics of VBA, from simple procedural code to the advanced design of systems and object-style applications. It also covers Monte Carlo and lattice methods and their implementation in VBA. Full implementation methods and code are provided for all methods discussed, making this an invaluable guide for portfolio managers, risk managers, and fund managers. Nick Webber (Warwick, UK) is a lecturer in Finance at Warwick Business School. He specializes in interest rate modeling and computational finance.
