object oriented applications with VBA Webber, Nick. creator text bibliography enk Chichester, West Sussex, UK Wiley 2011 monographic eng

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674 p. : ill. "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"-- HKBU library Nick Webber. YT2025 M09 Derivative securities Mathematical models HG6024 W371 I 2011 9780470712207 SDU 100526