01665cam a22002294a 4500008004100000020001800041040000800059050002400067100002600091245010600117260004900223300001900272505001700291518001500308520072800323520012101051650005601172900001401228942001301242999001901255952016101274100526s2011    enka     b    001 0 eng    a9780470712207  aSDU00aHG6024bW371 I 20111 aWebber, Nick.920586710aImplementing models of financial derivatives :bobject oriented applications with VBA /cNick Webber.  aChichester, West Sussex, UK :bWiley,c2011.  a674 p. :bill.  aHKBU library  aYT2025 M09  a"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"--  a"This book teaches students and non-quant practitioners numerics and the design of a powerful pricing tool in VBA"-- 0aDerivative securitiesxMathematical models.9187643  a= C.1 SDU  cGBE2lcc  c107650d107650  00102lcc406HG6024 W371 I2011708CGB9282849aSDUbSDUcGEN3d2025-09-23e2l0oHG6024 W371 I 2011p1000384802r2025-09-23 00:00:00tC.1w2025-09-23yGBE