Modeling Financial Markets : Using Visual Basic.NET and Databases to Create Pricing, Trading, and Risk Management Models

Limitations in today's software packages for financial modeling system development can threaten the viability of any system--not to mention the firm using that system. Modeling Financial Markets is the first book to take financial professionals beyond those limitations to introduce safer, more sophisticated modeling methods. It contains dozens of techniques for financial modeling in code that minimize or avoid current software deficiencies, and addresses the crucial crossover stage in which prototypes are converted to fully coded models.

Benjamin Van Vliet is the associate director of the M.S. in Financial Markets program at the Stuart Graduate School of Business, Illinois Institute of Technology in Chicago, where he teaches courses in quantitative finance and modeling. He is also a principal at the Office for Market Technology, Inc., a consulting company that provides its clients with trading automation solutions, corporate training, and research in the financial markets.

Robert Hendry is an independent software development consultant specializing in client/server and Internet projects for Fortune 500 companies. An instructor at the Illinois Institute of Technology, Hendry is editor in chief of the PowerBuilder Developers' Journal, product reviewer for Wireless Business & Technology magazine, and a member of the USA Today Technology Panel.