| 000 | 03670nam a2200445 i 4500 | ||
|---|---|---|---|
| 001 | ebr11012467 | ||
| 003 | CaPaEBR | ||
| 005 | 20180524153053.0 | ||
| 006 | m o d | ||
| 007 | cr cn||||||||| | ||
| 008 | 141106s2015 enka ob 001 0 eng|d | ||
| 020 | _a9781118962008 (hardback) | ||
| 020 | _a9781118961988 (e-book) | ||
| 035 | _a(OCoLC)898756996 | ||
| 040 |
_aDLC _beng _cDLC _dAU |
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| 049 | _aAlfaisal Main Library | ||
| 050 | 1 | 4 |
_aHG106 _b.G66 2015eb |
| 082 | 0 | 4 |
_a332.0285/5133 _223 |
| 100 | 1 |
_aGoossens, Francois, _d1960- _eauthor. |
|
| 245 | 1 | 0 |
_aHow to implement market models using VBA / _cFrancois Goossens. |
| 264 | 1 |
_aWest Sussex : _bJohn Wiley & Sons, Inc., _c2015. |
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| 300 |
_a1 online resource (312 pages) : _billustrations (some color). |
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| 336 |
_atext _2rdacontent |
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| 337 |
_acomputer _2rdamedia |
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| 338 |
_aonline resource _2rdacarrier |
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| 490 | 1 | _aWiley finance series | |
| 504 | _aIncludes bibliographical references and index. | ||
| 520 |
_a"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"-- _cProvided by publisher. |
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| 588 | _aDescription based on print version record. | ||
| 590 | _aElectronic reproduction. Palo Alto, Calif. : ebrary, 2015. Available via World Wide Web. Access may be limited to ebrary affiliated libraries. | ||
| 650 | 0 |
_aFinance _xMathematical models _xComputer programs. |
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| 650 | 0 | _aVisual Basic for Applications (Computer program language) | |
| 655 | 7 |
_aElectronic books. _2local |
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| 710 | 2 | _aebrary, Inc. | |
| 776 | 0 | 8 |
_iPrint version: _aGoossens, Francois. _tHow to implement market models using VBA. _dWest Sussex : John Wiley & Sons, Inc., 2015 _h293 pages _kWiley finance series _z9781118962008 _w(DLC) 2014041091 |
| 797 | 2 | _aebrary. | |
| 830 | 0 | _aWiley finance series. | |
| 856 | 4 | 0 | _uhttp://ezproxy.alfaisal.edu/login?url=http://site.ebrary.com/lib/alfaisal/Doc?id=11012467 |
| 942 |
_2lcc _cEBOOKS |
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| 260 | _c2015. | ||
| 999 |
_c519376 _d519376 |
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