|
| Título : |
How to implement market models using VBA |
| Tipo de documento: |
texto impreso |
| Autores: |
François Goossens, Autor |
| Mención de edición: |
1st ed |
| Editorial: |
New York ; Chichester ; Hoboken : John Wiley & Sons |
| Fecha de publicación: |
2015 |
| Colección: |
Wiley finance series |
| Número de páginas: |
XV, 293 p. |
| Il.: |
gráf., tablas |
| Dimensiones: |
24 cm |
| ISBN/ISSN/DL: |
978-1-118-96200-8 |
| Idioma : |
Inglés (eng) |
| Materias: |
Lenguajes de programación
Mercados financieros
Modelos matemáticos
|
| Clasificación: |
004.43 Lenguajes de ordenador. Lenguajes de programación |
| Resumen: |
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. |
| Nota de contenido: |
Bibliografía e índice. |
| Link: |
https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=23248 |
How to implement market models using VBA [texto impreso] / François Goossens, Autor . - 1st ed . - New York ; Chichester ; Hoboken : John Wiley & Sons, 2015 . - XV, 293 p. : gráf., tablas ; 24 cm. - ( Wiley finance series) . ISBN : 978-1-118-96200-8 Idioma : Inglés ( eng)
| Materias: |
Lenguajes de programación
Mercados financieros
Modelos matemáticos
|
| Clasificación: |
004.43 Lenguajes de ordenador. Lenguajes de programación |
| Resumen: |
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. |
| Nota de contenido: |
Bibliografía e índice. |
| Link: |
https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=23248 |
|  |
004 Ciencia y tecnología de los ordenadores. Informática. Procesamiento de datos
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