Implementing models of financial derivatives : | object oriented applications with VBA / (Record no. 107650)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01492cam a22002174a 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 100526s2011 enka b 001 0 eng |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780470712207 |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | SDU |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG6024 |
| Item number | W371 I 2011 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Webber, Nick. |
| 245 10 - TITLE STATEMENT | |
| Title | Implementing models of financial derivatives : |
| Remainder of title | object oriented applications with VBA / |
| Statement of responsibility, etc. | Nick Webber. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Place of publication, distribution, etc. | Chichester, West Sussex, UK : |
| Name of publisher, distributor, etc. | Wiley, |
| Date of publication, distribution, etc. | 2011. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 674 p. : |
| Other physical details | ill. |
| 505 ## - Formatted Contents Note | |
| Formatted contents note | HKBU library |
| 518 ## - DATE/TIME AND PLACE OF AN EVENT NOTE | |
| DATE/TIME AND PLACE OF AN EVENT NOTE | YT2025 M09 |
| 520 ## - SUMMARY | |
| Summary | "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"-- |
| 520 ## - SUMMARY | |
| Summary | "This book teaches students and non-quant practitioners numerics and the design of a powerful pricing tool in VBA"-- |
| 650 #0 - SUBJECT | |
| Topical term | Derivative securities |
| General subdivision | Mathematical models. |
| 900 ## - Accession Number | |
| Accession Number | = C.1 SDU |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | English Books |
| Source of classification or shelving scheme | Library of Congress Classification |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| -- | 205867 |
| 650 #0 - SUBJECT | |
| -- | 187643 |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Collection code | Home library | Current library | Shelving location | Date acquired | Source of acquisition | Total Checkouts | Full call number | Barcode | Date last seen | Copy number | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Library of Congress Classification | Available for Loans | General Books | MATRIX Library | MATRIX Library | General Eng/FL.3 | 23/09/2025 | Donation | HG6024 W371 I 2011 | 1000384802 | 23/09/2025 | C.1 | 23/09/2025 | English Books |

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