ENGLISH

How to Implement Market Models Using VBA

By François Goossens

Book information

Publisher
Wiley
Year
2015
ISBN
978-1-118-96200-8
Language
english
Format
PDF
Filesize
7 MB (7320207 bytes)
Pages
312\311
Topic
Economy
Time added
2016-06-29 18:00:00
Финансово-экономические дисциплины;Финансовая мате

Description

How to Implement 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 (http://implementmodinvba.com/) 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.

Similar books