000			02708nam a2200421 a 4500
001			ebr10494509
003			CaPaEBR
006			m u
007			cr cn|||||||||
008			100526s2011 enka sb 001 0 eng d
010			_z 2010022097
020			_a9780470661734
020			_a9780470661840
020			_a9780470712207
020			_a9780470662519 (e-book)
040			_aCaPaEBR _cCaPaEBR
035			_a(OCoLC)759159246
049			_aAlfaisal Main Library
050	1	4	_aHG6024.A3 _bW43 2011eb
082	0	4	_a332.64/570285543 _222
100	1		_aWebber, Nick.
245	1	0	_aImplementing models of financial derivatives _h[electronic resource] : _bobject oriented applications with VBA / _cNick Webber.
260			_aChichester, U.K. : _bWiley, _c2011.
300			_axvii, 674 p. : _bill.
490	1		_aWiley finance
504			_aIncludes bibliographical references and indexes.
505	0		_apt. 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			_a"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"-- _cProvided by publisher.
520			_a"This book teaches students and non-quant practitioners numerics and the design of a powerful pricing tool in VBA"-- _cProvided by publisher.
533			_aElectronic reproduction. _bPalo Alto, Calif. : _cebrary, _d2011. _nAvailable via World Wide Web. _nAccess may be limited to ebrary affiliated libraries.
630	0	0	_aMicrosoft Visual Basic for applications.
650		0	_aDerivative securities _xMathematical models.
655		7	_aElectronic books. _2local
710	2		_aebrary, Inc.
830		0	_aWiley finance series.
856	4	0	_uhttp://ezproxy.alfaisal.edu/login?url=http://site.ebrary.com/lib/alfaisal/Doc?id=10494509
942			_2lcc _cEBOOKS
999			_c188855 _d188855