How to Implement Market Models Using VBA
Language: English
Published by John Wiley & Sons Inc, 2015
- First Edition
- Hardcover
- New
Seller: Kennys Bookshop and Art Galleries Ltd., Galway, GY, IrelandKennys Bookshop and Art Galleries Ltd.
AbeBooks seller since February 27, 2001
Condition: New
£ 76.59
Quantity: Over 20 available
Add to basketItem description from seller
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. Series: The Wiley Finance Series. Num Pages: 312 pages. BIC Classification: KFF; UMN; UYM. Category: (P) Professional & Vocational. Dimension: 248 x 176 x 22. Weight in Grams: 692. . 2015. 1st Edition. Hardcover. . . . .
Seller Inventory # V9781118962008
- Title
- How to Implement Market Models Using VBA
- Author
- Francois Goossens
- Publisher
- John Wiley & Sons Inc
- Publication year
- 2015
- Condition
- New
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 1118962001
- ISBN 13
- 9781118962008
- Edition
- 1st Edition
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..
Financial engineers implement models from a mathematical representation of an asset's performance by building a program that performs a valuation of securities based on this asset. How to Implement Market Models Using VBA makes this technical process understandable, with well-explained algorithms, VBA code, and accessible theoretical explanations.
- Decide which numerical method to use in which scenario
- Identify the necessary building blocks of an algorithm
- Write clear, functional VBA code for a variety of problems
- Apply algorithms to different instruments and models
Designed for finance professionals, this book brings more accurate modelling within reach for anyone with interest in the market. For clearer code, patient explanation, and practical instruction, How to Implement Market Models Using VBA is an essential introductory guide.
"Synopsis" may belong to another edition of this title.
About the Author
FRANÇOIS GOOSSENS has 12 years’ experience of programming pricing algorithms in Java and VBA. As a consultant, he currently trains students and young practitioners in computational finance through VBA coding.
Prior to that, over a 15 year periodv he ran interest-rates and equity related trading desks with Credit Lyonnais and Ixis whilst strongly involved in exotic derivatives’ management. François graduated from Ecole Centrale in Paris.
"About the title" may belong to another edition of this title.
Kennys Bookshop and Art Galleries Ltd.
Galway, GY, Ireland
AbeBooks seller since February 27, 2001
Shipping rates from Ireland to U.S.A.
| Item | 12 to 22 business days | 10 to 20 business days |
|---|---|---|
| First item | £ 8.14 | £ 9.85 |
Payment methods
Store description
Kennys.ie is the largest exporter of books from Ireland currently exporting to approximately 100 countries around the world. Kennys Bookshop houses hundreds of thousands of books and specialises in collection development and library services, supplying booksellers and state and university libraries on a global scale including the U.S.A.,Japan and Europe. Kennys.ie is Ireland's Largest Online Bookshop.
Specialty
Asia, All Aspects of the Irish Experience, Irish Literature, Irish History, Human Rights, International Espionage, History of Ideas and Human Thought, Labour History, Jewish Studies and the Holocaust. Gureilla Movements., Russian and Soviet History and Literature. Womens Studies and Feminism.Seller's business information
Kennys Bookshop and Art Galleries (Holdings) Limited
Liosbán Retail Park, Tuam Road
Galway, Ireland H91 N5P8
Terms of sale
Terms of Sale - Credit Cards: Visa, Master Card, American Express, Diner.
Payment can also be made by bank draft in Euros, drawn on an Irish Bank.
We regret that PO Boxes are not acceptable to the U.S. as our courier will not deliver to them.
In case of returns or queries please contact us by email books@kennys.ie or by phone +353 91 709350
VAT Registration - IE2238521A
Conor Kenny
Right of withdrawal
If you are a consumer you can withdraw from the contract in accordance with the following. Consumer means any natural person who is acting for purposes which are outside his trade, business, craft or profession.
Information regarding the right of withdrawal
Statutory right to withdraw
You have the right to withdraw from this contract within 14 days without giving any reason.
The withdrawal period will expire after 14 days from the day on which you acquire, or a third party other than the carrier and indicated by you acquires, physical possession of the last good or the last lot or piece.
To exercise the right of withdrawal, electronically fill in and submit a clear statement on our website, under "My Purchases" in "My Account". We will communicate to you an acknowledgement of receipt of such a withdrawal on a durable medium (e.g. by e-mail) without delay.
To meet the withdrawal deadline, it is sufficient for you to send your communication concerning your exercise of the right of withdrawal before the withdrawal period has expired.
Effects of withdrawal
If you withdraw from this contract, we will reimburse to you all payments received from you, including the costs of delivery (except for the supplementary costs arising if you chose a type of delivery other than the least expensive type of standard delivery offered by us).
We may make a deduction from the reimbursement for loss in value of any goods supplied, if the loss is the result of unnecessary handling by you.
We will make the reimbursement without undue delay, and not later than 14 days after the day on which we are informed about your decision to withdraw from this contract.
We will make the reimbursement using the same means of payment as you used for the initial transaction, unless you have expressly agreed otherwise; in any event, you will not incur any fees as a result of such reimbursement.
We may withhold reimbursement until we have received the goods back, or you have supplied evidence of having sent back the goods, whichever is the earliest.
You shall send back the goods or hand them over to Kennys Bookshop and Art Galleries Ltd., Galway, GY, Ireland, without undue delay and in any event not later than 14 days from the day on which you communicate your withdrawal from this contract to us. The deadline is met if you send back the goods before the period of 14 days has expired. You will have to bear the direct cost of returning the goods. You are only liable for any diminished value of the goods resulting from the handling other than what is necessary to establish the nature, characteristics and functioning of the goods.
Exceptions to the right of withdrawal
The right of withdrawal does not apply to:
- The delivery of newspapers, journals or magazines with the exception of subscription contracts; and
- The supply of digital content which is not supplied on a tangible medium (e.g. on a CD or DVD) if you accepted when you placed your order that we could start to deliver it, and that you could not withdraw once delivery had started.
Shipping terms
Free Shipping