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Advanced Modelling in Finance using Excel and VBA Book

Advanced Modelling in Finance using Excel and VBA
Advanced Modelling in Finance using Excel and VBA, This book will appeal to both graduate students and practitioners. Students will value the Excel spreadsheets allowing them to develop their knowledge of modelling in finance, using a step-by-step approach accompanied by explanations using elementary math, Advanced Modelling in Finance using Excel and VBA has a rating of 4 stars
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Advanced Modelling in Finance using Excel and VBA, This book will appeal to both graduate students and practitioners. Students will value the Excel spreadsheets allowing them to develop their knowledge of modelling in finance, using a step-by-step approach accompanied by explanations using elementary math, Advanced Modelling in Finance using Excel and VBA
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  • Advanced Modelling in Finance using Excel and VBA
  • Written by author Mary Jackson
  • Published by Wiley, John & Sons, Incorporated, June 2001
  • This book will appeal to both graduate students and practitioners. Students will value the Excel spreadsheets allowing them to develop their knowledge of modelling in finance, using a step-by-step approach accompanied by explanations using elementary math
  • This unique book demonstrates that Excel and VBA can play an important role in the explanation and implementation of numerical methods across finance. It takes a comprehensive look at equities, options on equities and options on bonds from the early 1950s
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Book Categories

Authors

Preface
Acknowledgements
1Introduction1
Pt. 1Advanced Modelling in Excel7
2Advanced Excel functions and procedures9
3Introduction to VBA39
4Writing VBA user-defined functions73
Pt. 2Equities99
5Introduction to equities101
6Portfolio optimisation103
7Asset pricing125
8Performance measurement and attribution139
Pt. 3Options on Equities155
9Introduction to options on equities157
10Binomial trees167
11The Black-Scholes formula185
12Other numerical methods for European options197
13Non-normal distributions and implied volatility209
Pt. 4Options on Bonds221
14Introduction to valuing options on bonds223
15Interest rate models231
16Matching the term structure243
AppOther VBA functions253
Index259


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Advanced Modelling in Finance using Excel and VBA, This book will appeal to both graduate students and practitioners. Students will value the Excel spreadsheets allowing them to develop their knowledge of modelling in finance, using a step-by-step approach accompanied by explanations using elementary math, Advanced Modelling in Finance using Excel and VBA

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Advanced Modelling in Finance using Excel and VBA, This book will appeal to both graduate students and practitioners. Students will value the Excel spreadsheets allowing them to develop their knowledge of modelling in finance, using a step-by-step approach accompanied by explanations using elementary math, Advanced Modelling in Finance using Excel and VBA

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Advanced Modelling in Finance using Excel and VBA, This book will appeal to both graduate students and practitioners. Students will value the Excel spreadsheets allowing them to develop their knowledge of modelling in finance, using a step-by-step approach accompanied by explanations using elementary math, Advanced Modelling in Finance using Excel and VBA

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