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Advanced Modelling in Finance using Excel and VBA Mary Jackson

Advanced Modelling in Finance using Excel and VBA par Mary Jackson

Advanced Modelling in Finance using Excel and VBA Mary Jackson


€9.70
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Résumé

Advanced Modelling in Finance Using Excel and VBA outlines a step-by-step approach to using the more sophisticated aspects of Excel macros and VBA programming to model and manipulate financial data, illustrating with practical examples how these can be applied to a variety of financial problems and situations.

Advanced Modelling in Finance using Excel and VBA Résumé

Advanced Modelling in Finance using Excel and VBA Mary Jackson

This new and unique book demonstrates that Excel and VBA can play an important role in the explanation and implementation of numerical methods across finance. Advanced Modelling in Finance provides a comprehensive look at equities, options on equities and options on bonds from the early 1950s to the late 1990s. The book adopts a step-by-step approach to understanding the more sophisticated aspects of Excel macros and VBA programming, showing how these programming techniques can be used to model and manipulate financial data, as applied to equities, bonds and options. The book is essential for financial practitioners who need to develop their financial modelling skill sets as there is an increase in the need to analyse and develop ever more complex 'what if' scenarios.* Specifically applies Excel and VBA to the financial markets* Packaged with a CD containing the software from the examples throughout the book Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file.

Advanced Modelling in Finance using Excel and VBA Avis

No. 4 bestseller in 'General Finance' (erivativesreview.com, December 2001)

À propos de Mary Jackson

MARY JACKSON and MIKE STAUNTON have worked together teaching spreadsheet modelling to both graduate students and practitioners since 1985. MARY JACKSON was Assistant Professor of Decision Sciences at London Business School. She is author of three previous books for John Wiley Sons: Understanding Expert Systems (1992), Advanced Spreadsheet Modelling (1988) and Creative Modelling (1985). MIKE STAUNTON is Visiting Lecturer in Numerical Methods at City University Business School and Director of the London Share Price Datbase at London Business School. He is co-author, with Elroy Dimson and Paul Marsh, of Millennium Book II: 101 Years of Investment Returns (2001) and Millennium Book: A Century of Investment Returns (2000).

Sommaire

Preface. Acknowledgements. Introduction. ADVANCED MODELLING IN EXCEL. Advanced Excel Functions and Procedures. Introduction to VBA. Writing VBA User-Defined Functions. EQUITIES. Introduction to Equities. Portfolio Optimisation. Asset Pricing. Performance Measurement and Attribution. OPTIONS ON EQUITIES. Introduction to Options on Equities. Binomial Trees. The Black--Scholes Formula. Other Numerical Methods for European Options. Non-Normal Distributions and Implied Volatility. OPTIONS ON BONDS. Introduction to Valuing Options on Bonds. Interest Rate Models. Matching the Term Structure. Appendix: Other VBA Functions. Index.

Informations supplémentaires

GOR001905915
9780471499220
0471499226
Advanced Modelling in Finance using Excel and VBA Mary Jackson
Occasion - Très bon état
Relié
John Wiley & Sons Inc
2001-04-20
276
N/A
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