Title Modeling financial markets : using Visual Basic.NET and databases to create pricing, trading, and risk management models / Benjamin Van Vliet, Robert Hendry

Published New York : McGraw-Hill, [2004] ©2004

Copies

Location	Call no.	Vol.	Availability
MELB	332.632 Van/Mfm		AVAILABLE

Description v, 392 pages : illustrations ; 24 cm + 1 computer laser optical disc (4 3/4 in.) Contents Sect. 1. Trading system development -- 1. Introduction -- 2. Development methodology -- Sect. 2. Introduction to VB.NET : algorithm development -- 3. Getting started with VB.NET -- 4. Value types and operators -- 5. Control structures -- 6. Procedures -- 7. Objects -- 8. Arrays -- 9. Problem solving -- 10. .NET type system -- Sect. 3. Database programming : back testing -- 11. Relational databases -- 12. ADO.NET -- 13. Structured query language -- 14. Introduction to data structures -- 15. Advanced data structures -- Sect. 4. Advanced VB.NET : implementation -- 16. Software connectivity and interoperability -- 17. Connecting to trading software -- 18. XML -- 19. XML protocols in financial markets -- Sect. 5. Object-oriented programming : risk management -- 20. Unified modeling language Bibliography Includes bibliographic references and index SUBJECT Wiley series in financial engineering. http://id.loc.gov/authorities/names/n96091145 Subject Visual Basic (Computer program language) Financial engineering. Investments -- Mathematical models. Author Hendry, Robert. LC no. 2003013015 ISBN 0071417729 cloth alkaline paper

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