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, chief
Structured Finance Modeling with Object-Oriented VBA (Wiley Finance)
โ Scribed by Evan Tick
- Publisher
- Wiley
- Year
- 2007
- Tongue
- English
- Leaves
- 352
- Series
- Wiley Finance
- Category
- Library
No coin nor oath required. For personal study only.
โฆ Synopsis
This textbook is interesting. it describe the modeling in programming style and math. It make me easy to catch the relation of math formula and programming pesudo code. It does not only the math concept but pesudo code which is used to describe the concept. It is helpful to me while I met the problems in other finance engineering textbook. I can not link the complexity of math fomula to real world. But this textbook gave me another study viewpoints and help me link to to real world.
๐ SIMILAR VOLUMES
I must agree with the other reviewers of Sengupta's very weak effort. This book is overly simplistic and of very little use to any true financial professional. For an excellent overview of financial modeling in general, look at Ragsdale 5e or The Art of Modeling with Spreadsheets by Powell of the
The text is aimed at the overlap between financial research and computer programming. A distinctive and rare blend of the two fields. The authors are essentially teaching one field to a reader already perhaps versed in the other. If so, then considerable portions of the book will already be familiar
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, chief
This book introduces the reader to the C++ programming language and how to use it to write applications in quantitative finance (QF) and related areas. No previous knowledge of C or C++ is required. - experience with VBA, Matlab or other programming language is sufficient. The book adopts an increme