Implementing models of financial derivatives
Subtitle: object oriented applications with VBA
By: Nick Webber
Publisher: Wiley
Published: 2010
Place of publication: Chichester, West Sussex
Language: eng
Number of pages: 696
ISBN-13: 9780470712207
Description: "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."--

"This book teaches students and non-quant practitioners numerics and the design of a powerful pricing tool in VBA"--
Notes: Includes bibliographical references and index.