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Synopsis
Financial Applications using Excel Add-in Development in C/C++ is a must-buy book for any serious Excel developer.Excel is the industry standard for financial modelling, providing a number of ways for users to extend the functionality of their own add-ins, including VBA and C/C++. This is the only complete how-to guide and reference book for the creation of high performance add-ins for Excel in C and C++ for users in...
About the Author
About the author
STEVE DALTON is currently head of interest rate options at GFI in London. Steve has a degree in mathematics from Queen Mary College, University of London, and over 20 years experience in interest rate derivatives and IT. He pioneered the use of real-time spreadsheets in the mid 1980s for arbitrage and derivatives pricing. He founded Eigensys Ltd in the late 1980s, which specialises in...
From the Back Cover
Financial applications using Excel add-in development in C/C++
Steve Dalton
Financial Applications using Excel Add-in Development in C/C++ is the second edition of Excel Add-in Development in C/C++: Applications in Finance. This new edition has been expanded and updated, providing more focus on the finance function and is a must-buy book for any serious Excel developer working in this field. Excel is the industry standard for...
From the Inside Flap
Financial
applications using Excel add-in development in C/C++
"If you're looking to take advantage of the performance benefit from calling C/C++ code from Excel then this book should be the first and last one that you buy. For the second edition Steve has catalogued the changes needed to work with Excel 2007 and given new examples covering the SABR stochastic volatility model and CMS derivative pricing."
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- PublisherWiley
- Publication date2007
- ISBN 10 0470027975
- ISBN 13 9780470027974
- BindingHardcover
- LanguageEnglish
- Edition number2
- Number of pages584
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