Advanced Modelling in Derivatives Using VBA and C++/CLI

The ability to value financial derivatives through. NET functions and Excel has become a vital and practical requirement for finance practitioners. This work focuses on option valuation, providing comprehensive coverage of equity, bond and exotic options.

The ability to value financial derivatives through .NET functions and Excel has become a vital and practical requirement for finance practitioners. Derivatives Pricing Models using VBA and VB.NET focuses on option valuation, providing comprehensive coverage of equity, bond and exotic options. Providing relevant amounts of key theory and formulas, it will provide practitioners with completed .NET functions and concentrate on emphasising the common links across the material, exploring the trade--off between model accuracy and speed of calculation