回到首頁
|刊登類別：
|
加入追蹤清單
物品已無存貨。

第 1/1 張圖片

Francois Goossens How to Implement Market Models Using VBA (Hardback) - 第 1/1 張圖片
有類似物品要出售？
自己賣

Francois Goossens How to Implement Market Models Using VBA (Hardback)

Another great item from Rarewaves USA | Free delivery!
狀況：
全新
價格：
C $152.37
大約HK$ 872.54
運費：
不運送到：美國. 查看詳情— 運送
所在地：60502, 美國
送達日期：
視情況而定
退貨：
30 日退貨. 由買家支付退貨運費. 查看詳情- 更多退貨相關資訊
保障：
請參閱物品說明或聯絡賣家以取得詳細資料。閱覽全部詳情查看保障詳情
（不符合「eBay 買家保障方案」資格）

安心購物

高度評價賣家
值得信賴的賣家，發貨快，輕鬆退貨。 
進一步了解- 超高度評價 — 會在新視窗或分頁中開啟

賣家資料

註冊為商業賣家
檢舉物品 — 會在新視窗或分頁中開啟
賣家必須承擔此刊登物品的所有責任。
eBay 物品編號：315350374531
上次更新時間： 2024-05-21 06:32:41查看所有版本查看所有版本

物品細節

物品狀況
全新: 全新，未閱讀過和使用過的書籍，狀況完好，不存在缺頁或內頁受損。 查看所有物品狀況定義會在新視窗或分頁中開啟
Book Title
How to Implement Market Models Using Vba
Publication Name
How to Implement Market Models Using VBA
Title
How to Implement Market Models Using VBA
Author
Francois Goossens
Format
Hardcover
EAN
9781118962008
ISBN
9781118962008
Publisher
Wiley & Sons, Incorporated, John
Genre
Computers, Business & Economics
Topic
Programming Languages / General, Finance / General
Release Year
2015
Release Date
13/02/2015
Language
English
Country/Region of Manufacture
US
Item Height
0.9in
Item Length
9.9in
Item Width
7in
Item Weight
24.4 Oz
Series
Wiley Finance Series
Publication Year
2015
Number of Pages
320 Pages

關於產品

Product Information

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. 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.

Product Identifiers

Publisher
Wiley & Sons, Incorporated, John
ISBN-10
1118962001
ISBN-13
9781118962008
eBay Product ID (ePID)
201674476

Product Key Features

Book Title
How to Implement Market Models Using Vba
Author
Francois Goossens
Format
Hardcover
Language
English
Topic
Programming Languages / General, Finance / General
Publication Year
2015
Genre
Computers, Business & Economics
Number of Pages
320 Pages

Dimensions

Item Length
9.9in
Item Height
0.9in
Item Width
7in
Item Weight
24.4 Oz

Additional Product Features

Lc Classification Number
Hg106
Table of Content
Preface ix Acknowledgements xi Abbreviations xiii About the Author xv CHAPTER 1 The Basics of VBA Programming 1 1.1 Getting started 1 1.2 VBA objects and syntax 2 1.2.1 The object-oriented basic syntax 3 1.2.2 Using objects 3 1.3 Variables 5 1.3.1 Variable declaration 5 1.3.2 Some usual objects 7 1.3.3 Arrays 9 1.4 Arithmetic 10 1.5 Subroutines and functions 13 1.5.1 Subroutines 14 1.5.2 Functions 15 1.5.3 Operations on one-dimensional arrays 16 1.5.4 Operations on two-dimensional arrays (matrices) 16 1.5.5 Operations with dates 19 1.6 Custom objects 21 1.6.1 Types 21 1.6.2 Classes 22 1.7 Debugging 24 1.7.1 Error handling 24 1.7.2 Tracking the code execution 25 CHAPTER 2 Mathematical Algorithms 29 2.1 Introduction 29 2.2 Sorting lists 29 2.2.1 Shell sort 29 2.2.2 Quick sort 32 2.3 Implicit equations 34 2.4 Search for extrema 36 2.4.1 The Nelder-Mead algorithm 36 2.4.2 The simulated annealing 40 2.5 Linear algebra 43 2.5.1 Matrix inversion 44 2.5.2 Cholesky decomposition 46 2.5.3 Interpolation 48 2.5.4 Integration 57 2.5.5 Principal Component Analysis 60 CHAPTER 3 Vanilla Instruments 67 3.1 Definitions 67 3.2 Fixed income 67 3.2.1 Bond market 68 3.2.2 Interbank market 72 3.3 Vanilla derivatives 75 3.3.1 Forward contracts 75 3.3.2 Swaps 77 3.3.3 Bond futures 81 3.4 Options basics 84 3.4.1 Brownian motion 84 3.4.2 Ito integral 85 3.4.3 Ito formula 86 3.4.4 Black-Scholes basic model 89 3.4.5 Risk-neutral probability 90 3.4.6 Change of probability 90 3.4.7 Martingale and numeraires 92 3.4.8 European-style options pricing 94 3.5 First generation exotic options 95 3.5.1 Barrier options 95 3.5.2 Quanto options 102 CHAPTER 4 Numerical Solutions 105 4.1 Finite differences 105 4.1.1 Generic equation 105 4.1.2 Implementation 106 4.2 Trees 112 4.2.1 Binomial trees 112 4.2.2 Trinomial trees 116 4.3 Monte-Carlo scenarios 116 4.3.1 Uniform number generator 117 4.3.2 From uniform to Gaussian numbers 127 4.4 Simulation and regression 129 4.5 Double-barrier analytical approximation 134 CHAPTER 5 Monte-Carlo Pricing Issues 139 5.1 Multi-asset simulation 139 5.1.1 The correlations issue 139 5.1.2 The Gaussian case 139 5.1.3 Exotics 143 5.2 Discretization schemes 146 5.3 Variance reduction techniques 147 5.3.1 Antithetic variates 147 5.3.2 Importance sampling 148 5.3.3 Control variates 153 CHAPTER 6 Yield Curve Models 163 6.1 Short rate models 163 6.1.1 Introduction 163 6.1.2 Hull and White one-factor model 164 6.1.3 Gaussian two-factor model 180 6.1.4 Hull and White two-factor model 203 6.2 Forward rate models 204 6.2.1 Generic Heath-Jarrow-Morton 205 6.2.2 LMM (LIBOR market model) 216 CHAPTER 7 Stochastic Volatilities 233 7.1 The Heston model 234 7.1.1 Code 234 7.1.2 A faster algorithm 239 7.1.3 Calibration 248 7.2 Barrier options 254 7.2.1 Numerical results 257 7.2.2 Code 257 7.3 Asian-style options 260 7.4 SABR model 264 7.4.1 Caplets 264 7.4.2 Code 265 CHAPTER 8 Interest Rate Exotics 267 8.1 CMS swaps 267 8.1.1 Code 269 8.2 Cancelable swaps 272 8.2.1 Code 272 8.2.2 Tree approximation 276 8.3 Target redemption note 281 8.3.1 Code 282 Bibliography 287 Index 289
Copyright Date
2015
Lccn
2014-041091
Dewey Decimal
332.0285/5133
Intended Audience
Trade
Series
The Wiley Finance Ser.
Dewey Edition
23
Illustrated
Yes

賣家提供的物品說明

Rarewaves USA CA

Rarewaves USA CA

97.7% 正面信用評價
已賣出 17.45 萬 件物品
瀏覽商店聯絡

詳盡賣家評級

過去 12 個月的平均評級

說明準確
4.9
運費合理
5.0
運送速度
4.9
溝通
4.9

賣家信用評價 （63,040）

r***r (1695)- 買家留下的信用評價。
過去 1 個月
購買已獲認證
Great Book. Excellent Transaction. Thanks!
Pierre L�vesque Learn Canadian French (Paperback)（#315073809282）
t***a (1)- 買家留下的信用評價。
過去 1 個月
購買已獲認證
Perfect condition. Thank you very much.
Deadfall Adventures - Xbox 360 Xbox 360 Standard (Microsoft Xbox 360)（#235367446144）
d***k (76)- 買家留下的信用評價。
過去 1 個月
購買已獲認證
A+++
Sharp EL-W531 XG-YR Scientific Calculator WriteView Display Metallic Orange 335 （#335177041166）
查看所有信用評價