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Advanced Modelling in Derivatives Using VBA and C++/CLI

Language EnglishEnglish
Book Hardback
Book Advanced Modelling in Derivatives Using VBA and C++/CLI Mike Staunton
Libristo code: 04085040
Publishers Wiley-Blackwell, October 2008
The ability to value financial derivatives through .NET functions and Excel has become a vital and p... Full description
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The ability to value financial derivatives through .NET functions and Excel has become a vital and practical requirement for finance practitioners. Derivatives Pricing Models using VBA and VB.NET focuses on option valuation, providing comprehensive coverage of equity, bond and exotic options. Providing relevant amounts of key theory and formulas, it will provide practitioners with completed .NET functions and concentrate on emphasising the common links across the material, exploring the trade-off between model accuracy and speed of calculation.

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About the book

Full name Advanced Modelling in Derivatives Using VBA and C++/CLI
Author Mike Staunton
Language English
Binding Book - Hardback
Date of issue 2008
Number of pages 288
EAN 9780470868591
ISBN 0470868597
Libristo code 04085040
Publishers Wiley-Blackwell
Dimensions 168 x 244

Categories

Economics, Finance, Business & Management > Finance & accounting
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