Learn Financial Modeling Markets Using Visual Basic NET 1 potx

... 24.84 2423600 5-Jan-90 24. 81 25.25 24.72 24.78 18 93900 8-Jan-90 24.66 25.06 24.66 24.94 11 59800 2-Jan-90 23.54 24.38 23.48 24.35 17 60600 T A B L E 11 .2 Symbols AXP GE GM IBM 19 4 Database Programming Team-LRN ANSI ... reference a specific cell this way: Label1.Text = myDataSet.Tables("IBMdata").Rows(0).Item("ClosePrice") See Figure 12 .1. F I G U R E 12 .1 AD...

Ngày tải lên: 20/06/2014, 20:20

... our VB .NET application. .NET Framework components do not need to be registered since .NET components maintain all of their type identification information internally. In Visual Basic .NET, adding ... Advanced VB .NET Team-LRN PROJECT 17 .1 Create a single VB .NET application that connects to both the S&P 500 eMini market on the CME and the S&P 500 cash options market on the...

Ngày tải lên: 20/06/2014, 20:20

... statement, 14 1 Err object, 16 6 Errors, 15 2, 15 3, 16 1 Events, 37 –38, 42, 11 8– 11 9 Excel (see Microsoft Excel) Exception handlers, 15 3, 16 0 16 7 Exceptions, errors vs., 16 1 Exchange "back end," ... operator, 53 Out-of-sample testing, 19 Overloading, 12 0 Overloads keyword, 12 0 Overridable keyword, 11 6 Overrides keyword, 11 6 Overriding definitions, 11 5–...

Ngày tải lên: 20/06/2014, 20:20

... (Norman, 20 01, p. 17 5). Introduction 7 Team-LRN SECTION FOUR Advanced VB .NET: Implementation 269 16 Software Connectivity and Interoperability 2 71 17 Connecting to Trading Software 2 81 18 XML 3 01 19 XML ... calculations, error handling, and reports. 24 Trading System Development MODELING FINANCIAL MARKETS Using Visual Basic. NET and Databases to Create Pricing, Trading...

Ngày tải lên: 20/06/2014, 20:20

... and learning a few simple tech- niques that are big time-savers. DIFFERENT VERSIONS OF VISUAL BASIC There are different versions of Visual Basic. This book presents the latest version, Visual Basic. NET. ... is r i ¼ ln S i S i 1  Of course, the equations for mean and standard deviation are m r;t,T ¼ 1 n X n i 1 r i and s r;t,T ¼ ffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi 1 n À 1...

Ngày tải lên: 20/06/2014, 20:20

... Double a = 0.43 618 36 b = -0 .12 016 76 c = 0.937298 d = 1 / (1 + 0.33267 * Math.Abs(X)) prob =1- 1/Math.Sqrt(2 * 3 .14 15926) * Math.Exp(-0.5 * X*_X)*(a*d+b*d*d1 c*d*d*d) If X < 0 Then prob = 1 - prob Return ... till expiration using trading days Calculate the implied volatility Need a procedure to calculate the implied volatility Objects 11 1 Team-LRN PROJECT 6 .1 Create a Vis...

Ngày tải lên: 20/06/2014, 20:20

... Development 31 3 Getting Started with VB .NET 33 4 Value Types and Operators 47 5 Control Structures 65 6 Procedures 81 7 Objects 10 9 8 Arrays 13 3 9 Problem Solving 15 1 10 .NET Type System 17 1 SECTION ... THREE Database Programming: Back Testing 18 5 11 Relational Databases 18 7 12 ADO .NET 2 01 13 Structured Query Language 219 14 Introduction to Data Structures 243 15 Ad...

Ngày tải lên: 23/04/2014, 16:19

... How-To 10 .1. Then name your report document rdHowTo10_4. 4. Place the controls shown in Figure 10 .18 and 10 .19 onto the tab page with the properties set forth in Table 10 .3. Table 10 .3. Controls ... ReportSource rdHowTo10_4 5. Type Excel and Word Document into the Items collection of lstExportType. 6. Add the code in Listing 10 .1 to the Click event of btnPrint. Listing 10...

Ngày tải lên: 20/10/2013, 13:15

... with Visual Basic. Net and coauthor of several books. i P1: KsF 05 215 47652c 01 CB820-McMillan-v1 April 21, 2005 16 :38 22 COLLECTIONS 24 B 6 810 12 11 3 AA intersection B A union B 2 15 7 246 810 12 12 3 5 711 16 3 5 7 2 11 4 8 10 12 FIGURE 1. 7. ... index=0TonumItems P1: KSF/ICD 05 215 47652pre CB820-McMillan-v1 April 21, 2005 16 :14 DATA STRUCTURES AND ALGORITHMS US...

Ngày tải lên: 17/04/2014, 09:15

... Cov(r A , r B ) ¼ 1 n X [r A,i À E(r A )][r B,i À E(r B )] So that, for example, a covariance matrix for a three-asset portfolio is V ¼ 0:0025 À0:0 011 À0:0 01 À0:0 011 0:0058 0:0003 À0:0 01 0:0003 0:0048 2 4 3 5 and v ¼ 0:3 0:5 0:2 2 4 3 5 To ... MyBase.Load Dim dblCovar As Double(,) = New Double(2, 2) { _ {0.0025, -0.0 011 , -0.0 01} , _ {2 0.0 011 , 0.0058, 0.0003}, _ 14 4 Introductio...

Ngày tải lên: 20/06/2014, 23:20