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612-822-4611
How to Implement Market Models Using VBA

How to Implement Market Models Using VBA

Hardcover

Series: Wiley Finance

Investing & Finance

ISBN10: 1118962001
ISBN13: 9781118962008
Publisher: Wiley
Published: Mar 23 2015
Pages: 320
Weight: 1.52
Height: 0.82 Width: 7.27 Depth: 9.72
Language: English
Accessible VBA coding for complex financial modelling

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..

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Investing & Finance