Home > New Books > Implementing Models of Financial Derivatives – Wiley Finance Series*.

Implementing Models of Financial Derivatives – Wiley Finance Series*.

Implementing Models of Financial Derivatives [2011/674 pages] is a new title which has been added to the MBS Eddie Davies Library book stock.

Implementing Models of Financial Derivatives : Object Oriented Applications with VBA , with CD-ROM (0470712201) cover image

This book is comprehensive with a summary and exercises to test comprehension at the end of each of the 31 chapters. These are in turn organised into 8 Parts with appendices at the rear [Part 1: A Procedural Monte Carlo Method in VBA. Part 2: Objects and Polymorphism. Part 3: Using Files with VBA. Part 4: Polymorphic Factories in VBA. Part 5: Performance Issues in VBA. Part 6: Variance Reduction in the Monte Carlo Method. Part 7: The Monte Carlo Method: Convergence and Bias. Part 8: Valuing American Options by Simulation].

The content is highly technical, with many formulas and references to computer programs for the models being examined.

Diagrams are primarily flow charts and screen shots of computer program listings, reflecting the complex technical nature of the subject area.

Wiley Finance Series*  – other titles ordered include:

CAIA level II.

New trading systems and methods.

Expected returns.

Simulation and optimization in finance.

Market risk analysis.

Counterparty credit risk.

Excel dashboards & reports.

The handbook of convertible bonds.

Modern investment management.

Probable outcomes.

An introduction to algorithmic trading.

High-frequency trading models.

Uprising .

Technical Analysis of Stock Trends.

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