Implementing Models of Financial Derivatives
Object Oriented Applications with VBA
|Price||$69.85 - $165.48
|Format||Paper book / ebook (PDF)|
Implementing Models of Financial Derivatives is a comprehensive treatment of advanced implementation techniques in VBA for models of financial derivatives. Aimed at readers who are already familiar with the basics of VBA it emphasizes a fully object oriented approach to valuation applications, chiefly in the context of Monte Carlo simulation but also more broadly for lattice and PDE methods. Its unique approach to valuation, emphasizing effective implementation from both the numerical and the computational perspectives makes it an invaluable resource. The book comes with a library of almost a hundred Excel spreadsheets containing implementations of all the methods and models it investigates, including a large number of useful utility procedures. Exercises structured around four application streams supplement the exposition in each chapter, taking the reader from basic procedural level programming up to high level object oriented implementations.
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by Alonso Pena, Ph.D.
This book will introduce you to the key mathematical models used to price financial derivatives, as well as the implementation of main numerical models used to solve them. In particular, equity, currency, interest rates, and credit derivatives are discussed. In the first part of the book, the main mathematical models used in the world of ...
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by Maciej Koutny Wil, Aalst Alex Yakovlev
The 8th volume of ToPNoC contains revised and extended versions of a selection of the best workshop papers presented at the 33rd International Conference on Application and Theory of Petri Nets and Other Models of Concurrency (Petri Nets 2012). The 10 papers cover a diverse range of topics including model checking and system verification,...
Price: $67.41 | Publisher: Springer | Release: 2013
by Rupak Chatterjee
Risk control, capital allocation, and realistic derivative pricing and hedging are critical concerns for major financial institutions and individual traders alike. Events from the collapse of Lehman Brothers to the Greek sovereign debt crisis demonstrate the urgent and abiding need for statistical tools adequate to measure and anticipate ...
Price: $50.77 | Publisher: Apress | Release: 2014
by Cristina Nicolas Lorente, Laura Nicolas Lorente
Microsoft Dynamics NAV is an Enterprise Resource Planning (ERP) application used in all kinds of organizations around the world. An ERP helps to integrate internal and external management information across an entire organization. It provides a great variety of functionalities in different areas such as accounting, sales and purchases pro...
Price: $23.99 | Publisher: Packt Publishing | Release: 2013
by Serge Kruk
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by Leonid Grinshpan
Poorly performing enterprise applications are the weakest links in a corporation's management chain, causing delays and disruptions of critical business functions. This groundbreaking book frames enterprise application performance engineering not as an art but as applied science built on model-based methodological foundation. The book int...
Price: $52.89 | Publisher: Wiley | Release: 2012
by Kevin Sullivan
Anti-Money Laundering in a Nutshellis a concise, accessible, and practical guide to compliance with anti-money laundering law for financial professionals, corporate investigators, business managers, and all personnel of financial institutions who are required, under penalty of hefty fines, to get anti-money laundering training.Money laund...
Price: $34.99 | Publisher: Apress | Release: 2015
by Carlos Oliveira
Practical C++ Financial Programming is a hands-on book for programmers wanting to apply C++ to programming problems in the financial industry. The book explains those aspects of the language that are more frequently used in writing financial software, including the STL, templates, and various numerical libraries. The book also describes m...
Price: $79.99 | Publisher: Apress | Release: 2015