Webber, Nick.

Implementing models of financial derivatives : object oriented applications with VBA / Nick Webber. - Chichester, West Sussex, UK : Wiley, 2011. - xvii, 674 p. : ill. ; 26 cm. + 1 CD-ROM (4 3/4 in.)

Includes bibliographical references (p. [641]-643) and indexes

9780470712207


Derivative securities--Mathematical models.