How to Implement Market Models Using VBA PDF ePub eBook

Books Info:

How to Implement Market Models Using VBA free pdf 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.

About Francois Goossens

FRANCOIS GOOSSENS has 12 years' experience of programming pricing algorithms in Java and VBA. As a consultant, he currently trains students and young practitioners in computational finance through VBA coding.

Prior to that, over a 15 year period he ran interest-rates and equity related trading desks with Credit Lyonnais and Ixis whilst strongly involved in exotic derivatives' management. Francois graduated from Ecole Centrale in Paris.


Details Book

Author : Francois Goossens
Publisher : John Wiley
Data Published : 13 February 2015
ISBN : 1118962001
EAN : 9781118962008
Format Book : PDF, Epub, DOCx, TXT
Number of Pages : 312 pages
Age + : 15 years
Language : English
Rating :

Reviews How to Implement Market Models Using VBA



17 Comments Add a comment




Related eBooks Download


  • Discrete Models of Financial Markets free pdfDiscrete Models of Financial Markets

    This book explains in simple settings the fundamental ideas of financial market modelling and derivative pricing. using the no-arbitrage principle. Relatively elementary mathematics leads to powerful notions and techniques - such as viability..


  • Models.Behaving.Badly. free pdfModels.Behaving.Badly.

    Describing the collapse of the subprime mortgage CDO market in 2007. Derman urges readers to stop relying on these financial models where possible. and offers suggestions for mending these models where they might still do some good..


  • Financial Modelling in Practice free pdfFinancial Modelling in Practice

    Financial Modelling in Practice: A Concise Guide for Intermediate and Advanced Level is a practical. comprehensive and in-depth guide to financial modelling designed to cover the modelling issues that are relevant to facilitate the construction of robust and readily understandable models..


  • Rethinking Valuation and Pricing Models free pdfRethinking Valuation and Pricing Models

    It is widely acknowledged that many financial modelling techniques failed during the financial crisis. and in our post-crisis environment many techniques are being reconsidered..


  • Strategic Asset Allocation in Fixed Income Markets  :  A MATLAB-Based User' ... free pdfStrategic Asset Allocation in Fixed Income Markets : A MATLAB-Based User' ...

    Matlab is used within nearly all investment banks and is a requirement in most quant job ads. There is no other book written for finance practitioners that covers this Enables readers to implement financial and econometric models in Matlab All central concepts and theories are illustrated by Matlab implementations which are accompanied by detailed descriptions of the programming steps needed All concepts and techniques are introduced from a basic level Chapter 1 introduces Matlab and matrix algebra..


  • How to Implement Market Models Using VBA free pdfHow to Implement Market Models Using VBA

    . 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 mathem