How to implement market models using VBA / (Record no. 519376)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03670nam a2200445 i 4500 |
| 001 - CONTROL NUMBER | |
| control field | ebr11012467 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | CaPaEBR |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20180524153053.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION | |
| fixed length control field | m o d |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr cn||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 141106s2015 enka ob 001 0 eng|d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781118962008 (hardback) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781118961988 (e-book) |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC)898756996 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | DLC |
| Language of cataloging | eng |
| Transcribing agency | DLC |
| Modifying agency | AU |
| 049 ## - LOCAL HOLDINGS (OCLC) | |
| Holding library | Alfaisal Main Library |
| 050 14 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG106 |
| Item number | .G66 2015eb |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.0285/5133 |
| Edition number | 23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Goossens, Francois, |
| Dates associated with a name | 1960- |
| Relator term | author. |
| 245 10 - TITLE STATEMENT | |
| Title | How to implement market models using VBA / |
| Statement of responsibility, etc | Francois Goossens. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE STATEMENTS | |
| Place of production, publication, distribution, manufacture | West Sussex : |
| Name of producer, publisher, distributor, manufacturer | John Wiley & Sons, Inc., |
| Date of production, publication, distribution, manufacture | 2015. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Date of publication, distribution, etc | 2015. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource (312 pages) : |
| Other physical details | illustrations (some color). |
| 336 ## - CONTENT TYPE | |
| Content Type Term | text |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media Type Term | computer |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier Type Term | online resource |
| Source | rdacarrier |
| 490 1# - SERIES STATEMENT | |
| Series statement | Wiley finance series |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes bibliographical references and index. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | "Accessible VBA coding for complex financial modellingImplementing 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 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. Implementing 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, Implementing Market Models Using VBA is an essential introductory guide"-- |
| -- | Provided by publisher. |
| 588 ## - | |
| -- | Description based on print version record. |
| 590 ## - LOCAL NOTE (RLIN) | |
| Local note | Electronic reproduction. Palo Alto, Calif. : ebrary, 2015. Available via World Wide Web. Access may be limited to ebrary affiliated libraries. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Finance |
| General subdivision | Mathematical models |
| -- | Computer programs. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Visual Basic for Applications (Computer program language) |
| 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. |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Display text | Print version: |
| Main entry heading | Goossens, Francois. |
| Title | How to implement market models using VBA. |
| Place, publisher, and date of publication | West Sussex : John Wiley & Sons, Inc., 2015 |
| Physical description | 293 pages |
| Series data for related item | Wiley finance series |
| International Standard Book Number | 9781118962008 |
| Record control number | (DLC) 2014041091 |
| 797 2# - LOCAL ADDED ENTRY--CORPORATE NAME (RLIN) | |
| Corporate name or jurisdiction name as entry element | ebrary. |
| 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=11012467">http://ezproxy.alfaisal.edu/login?url=http://site.ebrary.com/lib/alfaisal/Doc?id=11012467</a> |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Library of Congress Classification |
| Koha item type | eBooks |
No items available.