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 (http: //implementmodinvba.com/) 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 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, How to
Implement Market Models Using VBA is an essential introductory guide.
