How to Implement Market Models Using VBA

Acknowledgements

My thanks go first to the staff of Wiley for their patience and assistance in the unenviable task of correcting the manuscript.

I would also like to thank the practitioners and principal lecturers at the Paris Dauphine and Paris-Sorbonne universities who provided time from their busy schedules to review or comment on this book. Advice and encouragement given by Sofiane Aboura especially have been of great help in completing the work.

Last but not least, I would like to express my gratitude to the authors, some are mentioned in the bibliography, who succeeded in making quantitative finance an appealing matter: I owe them an incurable taste for financial algorithms.