Implementing models of financial derivatives (Record no. 83764)

MARC details
000 -LEADER
fixed length control field 02676nam a2200397 a 4500
001 - CONTROL NUMBER
control field ebr10494509
003 - CONTROL NUMBER IDENTIFIER
control field CaPaEBR
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS
fixed length control field m u
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr cn|||||||||
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 100526s2011 enka sb 001 0 eng d
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER
Canceled/invalid LC control number 2010022097
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Canceled/invalid ISBN 9780470661734
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Canceled/invalid ISBN 9780470661840
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Canceled/invalid ISBN 9780470712207
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Canceled/invalid ISBN 9780470662519 (e-book)
040 ## - CATALOGING SOURCE
Original cataloging agency CaPaEBR
Transcribing agency CaPaEBR
035 ## - SYSTEM CONTROL NUMBER
System control number (OCoLC)759159246
050 14 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HG6024.A3
Item number W43 2011eb
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.64/570285543
Edition number 22
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Webber, Nick.
245 10 - TITLE STATEMENT
Title Implementing models of financial derivatives
Medium [electronic resource] :
Remainder of title object oriented applications with VBA /
Statement of responsibility, etc. Nick Webber.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc. Chichester, U.K. :
Name of publisher, distributor, etc. Wiley,
Date of publication, distribution, etc. 2011.
300 ## - PHYSICAL DESCRIPTION
Extent xvii, 674 p. :
Other physical details ill.
490 1# - SERIES STATEMENT
Series statement Wiley finance
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Includes bibliographical references and indexes.
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note pt. 1. A procedural Monte Carlo method in VBA -- pt. 2. Objects and polymorphism -- pt. 3. Using files with VBA -- pt. 4. Polymorphic factories in VBA -- pt. 5. Performance issues in VBA -- pt. 6. Variance reduction in the Monte Carlo method -- pt. 7. The Monte Carlo method : convergence and bias -- pt. 8. Valuing American options by simulation.
520 ## - SUMMARY, ETC.
Summary, etc. "A practical, step-by-step introduction to the design of pricing engines with VBA This book teaches students and practitioners the numerics and design of a powerful pricing tool in VBA. It leads the reader through the basics of VBA, from simple procedural code to the advanced design of systems and object-style applications. It also covers Monte Carlo and lattice methods and their implementation in VBA. Full implementation methods and code are provided for all methods discussed, making this an invaluable guide for portfolio managers, risk managers, and fund managers. Nick Webber (Warwick, UK) is a lecturer in finance at Warwick Business School. He specializes in interest rate modeling and computational finance"--
Assigning source Provided by publisher.
520 ## - SUMMARY, ETC.
Summary, etc. "This book teaches students and non-quant practitioners numerics and the design of a powerful pricing tool in VBA"--
Assigning source Provided by publisher.
533 ## - REPRODUCTION NOTE
Type of reproduction Electronic reproduction.
Place of reproduction Palo Alto, Calif. :
Agency responsible for reproduction ebrary,
Date of reproduction 2011.
Note about reproduction Available via World Wide Web.
-- Access may be limited to ebrary affiliated libraries.
630 00 - SUBJECT ADDED ENTRY--UNIFORM TITLE
Uniform title Microsoft Visual Basic for applications.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Derivative securities
General subdivision Mathematical models.
655 #7 - INDEX TERM--GENRE/FORM
Genre/form data or focus term Electronic books.
Source of term local
710 2# - ADDED ENTRY--CORPORATE NAME
Corporate name or jurisdiction name as entry element ebrary, Inc.
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Wiley finance series.
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://site.ebrary.com/lib/welingkar/Doc?id=10494509">http://site.ebrary.com/lib/welingkar/Doc?id=10494509</a>
Public note An electronic book accessible through the World Wide Web; click to view
Holdings
Withdrawn status Lost status Damaged status Not for loan Home library Current library Date acquired Total Checkouts Full call number Date last seen Price effective from Koha item type
        Main Library Main Library 10/08/2015   332.64/570285543 10/08/2015 10/08/2015 E-Books

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