How to implement market models using VBA / (Record no. 180645)

MARC details
000 -LEADER
fixed length control field 03643nam a2200421 i 4500
001 - CONTROL NUMBER
control field 0000191512
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20171002065734.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS
fixed length control field m o d
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr cn|||||||||
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 141106s2015 enka ob 001 0 eng|d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Canceled/invalid ISBN 9781118962008 (hardback)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781118961988 (e-book)
035 ## - SYSTEM CONTROL NUMBER
System control number (CaPaEBR)ebr11012467
035 ## - SYSTEM CONTROL NUMBER
System control number (OCoLC)898756996
040 ## - CATALOGING SOURCE
Original cataloging agency CaPaEBR
Language of cataloging eng
Description conventions rda
-- pn
Transcribing agency CaPaEBR
050 14 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HG106
Item number .G66 2015eb
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.0285/5133
Edition number 23
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Goossens, Francois,
Dates associated with a name 1960-
Relator term author.
245 10 - TITLE STATEMENT
Title How to implement market models using VBA /
Statement of responsibility, etc. Francois Goossens.
264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE
Place of production, publication, distribution, manufacture West Sussex :
Name of producer, publisher, distributor, manufacturer John Wiley & Sons, Inc.,
Date of production, publication, distribution, manufacture, or copyright notice 2015.
300 ## - PHYSICAL DESCRIPTION
Extent 1 online resource (312 pages) :
Other physical details illustrations (some color).
336 ## - CONTENT TYPE
Content type term text
Source rdacontent
337 ## - MEDIA TYPE
Media type term computer
Source rdamedia
338 ## - CARRIER TYPE
Carrier type term online resource
Source rdacarrier
490 1# - SERIES STATEMENT
Series statement Wiley finance series
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc. note Includes bibliographical references and index.
520 ## - SUMMARY, ETC.
Summary, etc. "Accessible VBA coding for complex financial modellingImplementing 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 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, Implementing Market Models Using VBA is an essential introductory guide"--
Assigning source Provided by publisher.
588 ## - SOURCE OF DESCRIPTION NOTE
Source of description note Description based on print version record.
590 ## - LOCAL NOTE (RLIN)
Local note Electronic reproduction. Palo Alto, Calif. : ebrary, 2015. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Finance
General subdivision Mathematical models
-- Computer programs.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name entry element Visual Basic for Applications (Computer program language)
655 #0 - INDEX TERM--GENRE/FORM
Genre/form data or focus term Electronic books.
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Relationship information Print version:
Main entry heading Goossens, Francois.
Title How to implement market models using VBA.
Place, publisher, and date of publication West Sussex : John Wiley & Sons, Inc., 2015
Physical description 293 pages
Series data for related item Wiley finance series
International Standard Book Number 9781118962008
Record control number (DLC) 2014041091
797 2# - LOCAL ADDED ENTRY--CORPORATE NAME (RLIN)
Corporate name or jurisdiction name as entry element ebrary.
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/daystar/Doc?id=11012467">http://site.ebrary.com/lib/daystar/Doc?id=11012467</a>
Public note An electronic book accessible through the World Wide Web; click to view
908 ## - PUT COMMAND PARAMETER (RLIN)
Put command parameter 170314
942 00 - ADDED ENTRY ELEMENTS (KOHA)
Koha item type Electronic Book

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