Read online book Francois Goossens - The Wiley Finance: How to Implement Market Models Using VBA PDF
9781118962008 1118962001 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 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 scenarioIdentify the necessary building blocks of an algorithmWrite clear, functional VBA code for a variety of problemsApply algorithms to different instruments and modelsDesigned 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., Accessible VBA coding for complex financial modelling"Implementing 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 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. "Implementing 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 scenarioIdentify the necessary building blocks of an algorithmWrite clear, functional VBA code for a variety of problemsApply algorithms to different instruments and modelsDesigned 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, "Implementing Market Models Using VBA" is an essential introductory guide., Implementing Market Models Using VBA guides the reader through pricing in the capital markets' area, namely; -the choice of numerical methods, -the identification of necessary procedures to complete an algorithm and -coding in VBA. Featuring chapters on VBA fundamentals and essential mathematical recipes, more importance is placed on the mastery of the numerical methods than on the completeness of the treated instruments, since the same kind of algorithm can be used in a wide range of pricing problems. This technical, yet accessible book starts by walking the reader through the basics of VBA, defining objects, variables, procedures, and functions. General-purpose algorithms are then discussed followed by chapters on Vanilla instruments, Numerical solutions and Multi-asset instruments. The text closes with chapters on Yield curve models and finally Interest rate exotics.
9781118962008 1118962001 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 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 scenarioIdentify the necessary building blocks of an algorithmWrite clear, functional VBA code for a variety of problemsApply algorithms to different instruments and modelsDesigned 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., Accessible VBA coding for complex financial modelling"Implementing 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 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. "Implementing 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 scenarioIdentify the necessary building blocks of an algorithmWrite clear, functional VBA code for a variety of problemsApply algorithms to different instruments and modelsDesigned 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, "Implementing Market Models Using VBA" is an essential introductory guide., Implementing Market Models Using VBA guides the reader through pricing in the capital markets' area, namely; -the choice of numerical methods, -the identification of necessary procedures to complete an algorithm and -coding in VBA. Featuring chapters on VBA fundamentals and essential mathematical recipes, more importance is placed on the mastery of the numerical methods than on the completeness of the treated instruments, since the same kind of algorithm can be used in a wide range of pricing problems. This technical, yet accessible book starts by walking the reader through the basics of VBA, defining objects, variables, procedures, and functions. General-purpose algorithms are then discussed followed by chapters on Vanilla instruments, Numerical solutions and Multi-asset instruments. The text closes with chapters on Yield curve models and finally Interest rate exotics.