leosan:
FRANCOIS GOOSSENS
How to Implement Market Models
Using VBA
(Wiley Finance Series)



Knowledge prerequisites
No VBA knowledge is required. The essentials presented in this book should suffice. You
must have basic notions of analysis (continuity, derivability, integration) and linear algebra
basics (matrix calculus). In the capital markets domain, you must be familiar with vanilla
derivatives (forward contracts, European-style options) and, preferably, have some knowledge
of the common risk management issues, such as delta or gamma positions. As regards the
stochastic calculus theory, this book helps you to apply theory with a practical approach.

Wiley | 2014 | ISBN: 978-1-118-96200-8 | 311 pages | PDF (rar) | 5.3 Mb

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