Implementing models of financial derivatives (Record no. 188855)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 02708nam a2200421 a 4500 |
| 001 - CONTROL NUMBER | |
| control field | ebr10494509 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | CaPaEBR |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION | |
| fixed length control field | m u |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr cn||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 100526s2011 enka sb 001 0 eng d |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER | |
| Canceled/invalid LC control number | 2010022097 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780470661734 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780470661840 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780470712207 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780470662519 (e-book) |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | CaPaEBR |
| Transcribing agency | CaPaEBR |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC)759159246 |
| 049 ## - LOCAL HOLDINGS (OCLC) | |
| Holding library | Alfaisal Main Library |
| 050 14 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG6024.A3 |
| Item number | W43 2011eb |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.64/570285543 |
| Edition number | 22 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Webber, Nick. |
| 245 10 - TITLE STATEMENT | |
| Title | Implementing models of financial derivatives |
| Medium | [electronic resource] : |
| Remainder of title | object oriented applications with VBA / |
| Statement of responsibility, etc | Nick Webber. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc | Chichester, U.K. : |
| Name of publisher, distributor, etc | Wiley, |
| Date of publication, distribution, etc | 2011. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | xvii, 674 p. : |
| Other physical details | ill. |
| 490 1# - SERIES STATEMENT | |
| Series statement | Wiley finance |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes bibliographical references and indexes. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | pt. 1. A procedural Monte Carlo method in VBA -- pt. 2. Objects and polymorphism -- pt. 3. Using files with VBA -- pt. 4. Polymorphic factories in VBA -- pt. 5. Performance issues in VBA -- pt. 6. Variance reduction in the Monte Carlo method -- pt. 7. The Monte Carlo method : convergence and bias -- pt. 8. Valuing American options by simulation. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | "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"-- |
| -- | Provided by publisher. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | "This book teaches students and non-quant practitioners numerics and the design of a powerful pricing tool in VBA"-- |
| -- | Provided by publisher. |
| 533 ## - REPRODUCTION NOTE | |
| Type of reproduction | Electronic reproduction. |
| Place of reproduction | Palo Alto, Calif. : |
| Agency responsible for reproduction | ebrary, |
| Date of reproduction | 2011. |
| Note about reproduction | Available via World Wide Web. |
| -- | Access may be limited to ebrary affiliated libraries. |
| 630 00 - SUBJECT ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Microsoft Visual Basic for applications. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Derivative securities |
| General subdivision | Mathematical models. |
| 655 #7 - INDEX TERM--GENRE/FORM | |
| Genre/form data or focus term | Electronic books. |
| Source of term | local |
| 710 2# - ADDED ENTRY--CORPORATE NAME | |
| Corporate name or jurisdiction name as entry element | ebrary, Inc. |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Wiley finance series. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="http://ezproxy.alfaisal.edu/login?url=http://site.ebrary.com/lib/alfaisal/Doc?id=10494509">http://ezproxy.alfaisal.edu/login?url=http://site.ebrary.com/lib/alfaisal/Doc?id=10494509</a> |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Library of Congress Classification |
| Koha item type | eBooks |
No items available.