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Implementing models of financial derivatives : object oriented applications with VBA

Webber, Nick - 2011 - 1st publ.

Persistent link: https://www.econbiz.de/10009007341

Correcting for simulation bias in Monte Carlo methods to value exotic options in models driven by Lévy processes

Ribeiro, Claudia; Webber, Nick - In: Applied mathematical finance 13 (2006) 4, pp. 333-352

Persistent link: https://www.econbiz.de/10003396211

Comment on "Correcting for simulation bias in Monte Carlo methods to value exotic options in models driven by Lévy processes" by C. Ribeiro and N. Webber

Becker, Martin - In: Applied mathematical finance 17 (2010) 1/2, pp. 133-146

Persistent link: https://www.econbiz.de/10003975363

Implementing Models of Financial Derivatives : Object Oriented Applications with VBA

Webber, Nick - 2011 - 1st ed.

Implementing Models of Financial Derivatives is a comprehensive treatment of advanced implementation techniques in VBA for models of financial derivatives. Aimed at readers who are already familiar with the basics of VBA it emphasizes a fully object oriented approach to valuation applications,...

Persistent link: https://www.econbiz.de/10012688572