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Advanced Modelling in Derivatives Using VBA and C++/CLI
Language
English
English
Book
Hardback
The ability to value financial derivatives through .NET functions and Excel has become a vital and p...
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Libristo code: 04085040
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The ability to value financial derivatives through .NET functions and Excel has become a vital and practical requirement for finance practitioners. Derivatives Pricing Models using VBA and VB.NET focuses on option valuation, providing comprehensive coverage of equity, bond and exotic options. Providing relevant amounts of key theory and formulas, it will provide practitioners with completed .NET functions and concentrate on emphasising the common links across the material, exploring the trade-off between model accuracy and speed of calculation.
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About the book
Full name
Advanced Modelling in Derivatives Using VBA and C++/CLI
Author
Mike Staunton
Language
English
English
Binding
Book - Hardback
Date of issue
2008
Number of pages
288
EAN
9780470868591
ISBN
0470868597
Libristo code
04085040
Publishers
Wiley-Blackwell
Dimensions
168 x 244
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