000748380 000__ 03727nam\a2200481\i\4500 000748380 001__ 748380 000748380 003__ MiAaPQ 000748380 005__ 20211103003758.0 000748380 006__ m\\\\\o\\d\\\\\\\\ 000748380 007__ cr\cn\nnnunnun 000748380 008__ 141106s2015\\\\enka\\\\ob\\\\001\0\eng\d 000748380 020__ $$z9781118962008 (hardback) 000748380 020__ $$a9781118961988$$q(electronic bk.) 000748380 035__ $$a(MiAaPQ)EBC1895819 000748380 035__ $$a(Au-PeEL)EBL1895819 000748380 035__ $$a(CaPaEBR)ebr11012467 000748380 035__ $$a(CaONFJC)MIL718990 000748380 035__ $$a(OCoLC)898756996 000748380 040__ $$aMiAaPQ$$beng$$erda$$epn$$cMiAaPQ$$dMiAaPQ 000748380 050_4 $$aHG106$$b.G66 2015 000748380 0820_ $$a332.0285/5133$$223 000748380 1001_ $$aGoossens, Francois,$$d1960-$$eauthor. 000748380 24510 $$aHow to implement market models using VBA /$$cFrancois Goossens. 000748380 264_1 $$aWest Sussex :$$bJohn Wiley & Sons, Inc.,$$c2015. 000748380 300__ $$a1 online resource (312 pages) :$$billustrations (some color). 000748380 336__ $$atext$$2rdacontent 000748380 337__ $$acomputer$$2rdamedia 000748380 338__ $$aonline resource$$2rdacarrier 000748380 4901_ $$aWiley finance series 000748380 504__ $$aIncludes bibliographical references and index. 000748380 506__ $$aAccess limited to authorized users. 000748380 520__ $$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"--$$cProvided by publisher. 000748380 588__ $$aDescription based on print version record. 000748380 650_0 $$aFinance$$xMathematical models$$xComputer programs. 000748380 650_0 $$aVisual Basic for Applications (Computer program language) 000748380 655_0 $$aElectronic books 000748380 77608 $$iPrint version:$$aGoossens, Francois.$$tHow to implement market models using VBA.$$dWest Sussex : John Wiley & Sons, Inc., 2015$$z9781118962008$$w(DLC) 2014041091 000748380 830_0 $$aWiley finance series. 000748380 852__ $$bebk 000748380 85640 $$3ProQuest Ebook Central Academic Complete $$uhttps://univsouthin.idm.oclc.org/login?url=https://ebookcentral.proquest.com/lib/usiricelib-ebooks/detail.action?docID=1895819$$zOnline Access 000748380 909CO $$ooai:library.usi.edu:748380$$pGLOBAL_SET 000748380 980__ $$aBIB 000748380 980__ $$aEBOOK 000748380 982__ $$aEbook 000748380 983__ $$aOnline