Advanced modelling in finance using Excel and VBA

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9780471499220: Advanced modelling in finance using Excel and VBA

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.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

From the Back Cover:

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 mathematical statistics and probability. Practitioners will value the VBA functions as a source of up-to-date and efficient programs that can be easily used from Excel.

Standard material covered includes:
* portfolio theory and efficient frontiers
* the Capital Asset Pricing Model, beta and variance-covariance matrices
* performance measurement
* the Black-Scholes option pricing formula
* binomial trees for options on equities and bonds
* Monte Carlo simulation
* bond yield-to-maturity, duration and convexity
* term structure models from Vasicek and Cox, Ingersoll and Ross
Advanced topics covered include:
* Value-at-Risk
* style analysis
* an improved binomial tree (Leisen and Reimer)
* Quasi Monte Carlo simulation
* volatility smiles
* Black, Derman and Toy trees
* normal interest rate trees

The book is accompanied by a CD-ROM containing the spreadsheets, VBA functions and macros used throughout the work.

From the Inside Flap:

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 to the late 1990s. Each area contains both standard material and more advanced topics.
All models are developed fully in both spreadsheets, bringing clarity to teaching in finance, and user-defined functions in VBA, giving a ready-made library of portable functions that can be used in Excel. The spreadsheets and VBA functions are provided on a CD-ROM.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

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1.

Jackson, Mary;Staunton, Mike
Editore: Somerset, New Jersey, U.S.A.: John Wiley & Sons Inc (2001)
ISBN 10: 0471499226 ISBN 13: 9780471499220
Nuovi Rilegato Quantità: 11
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LINDABOOK
(Taipei, TP, Taiwan)
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Descrizione libro Somerset, New Jersey, U.S.A.: John Wiley & Sons Inc, 2001. Hardcover. Condizione libro: New. Ship out 1-2 business day,Brand new,US edition, Free tracking number usually 2-4 biz days delivery to worldwide Same shipping fee with US, Canada,Europe country, Australia, item will ship out from either LA or Asia,y. Codice libro della libreria ABE-5404405666

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Mary Jackson, Mike Staunton
Editore: Wiley (2001)
ISBN 10: 0471499226 ISBN 13: 9780471499220
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Murray Media
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Descrizione libro Wiley, 2001. Hardcover. Condizione libro: New. Never used!. Codice libro della libreria P110471499226

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3.

Mary Jackson, Mike Staunton
Editore: John Wiley and Sons Ltd, United Kingdom (2001)
ISBN 10: 0471499226 ISBN 13: 9780471499220
Nuovi Prima edizione Quantità: 10
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The Book Depository US
(London, Regno Unito)
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Descrizione libro John Wiley and Sons Ltd, United Kingdom, 2001. Mixed media product. Condizione libro: New. 1. Auflage. Language: English . Brand New Book. 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. Codice libro della libreria AAH9780471499220

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Jackson, Mary
Editore: John Wiley and#38; Sons (2001)
ISBN 10: 0471499226 ISBN 13: 9780471499220
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Books2Anywhere
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Descrizione libro John Wiley and#38; Sons, 2001. HRD. Condizione libro: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Codice libro della libreria FW-9780471499220

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5.

Mary Jackson, Mike Staunton
Editore: John Wiley and Sons Ltd, United Kingdom (2001)
ISBN 10: 0471499226 ISBN 13: 9780471499220
Nuovi Prima edizione Quantità: 10
Da
The Book Depository
(London, Regno Unito)
Valutazione libreria
[?]

Descrizione libro John Wiley and Sons Ltd, United Kingdom, 2001. Mixed media product. Condizione libro: New. 1. Auflage. Language: English . Brand New Book. 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. Codice libro della libreria AAH9780471499220

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Mary Jackson, Mike Staunton
Editore: Wiley 2001-04-20, Chichester (2001)
ISBN 10: 0471499226 ISBN 13: 9780471499220
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(Oxford, OX, Regno Unito)
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Descrizione libro Wiley 2001-04-20, Chichester, 2001. hardback. Condizione libro: New. Codice libro della libreria 9780471499220

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Mary Jackson; Mike Staunton
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Descrizione libro John Wiley and Sons. Condizione libro: New. Brand New. Codice libro della libreria 0471499226

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Descrizione libro John Wiley and Sons Ltd. Hardback. Condizione libro: new. BRAND NEW, Advanced Modelling in Finance Using Excel and VBA, Mary Jackson, Mike Staunton, 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. Codice libro della libreria B9780471499220

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Mary Jackson; Mike Staunton
ISBN 10: 0471499226 ISBN 13: 9780471499220
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Descrizione libro Hardcover. Condizione libro: BRAND NEW. BRAND NEW. Fast Shipping. Prompt Customer Service. Satisfaction guaranteed. Codice libro della libreria 0471499226BNA

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10.

Jackson, Mary; Staunton, Mike
Editore: John Wiley and Sons Ltd (2001)
ISBN 10: 0471499226 ISBN 13: 9780471499220
Nuovi Rilegato Quantità: 1
Valutazione libreria
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Descrizione libro John Wiley and Sons Ltd, 2001. Condizione libro: New. 2001. Hardcover. 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. Series: Wiley Finance Series. Num Pages: 276 pages, illustrations. BIC Classification: KFFM; UFCE. Category: (P) Professional & Vocational. Dimension: 250 x 175 x 26. Weight in Grams: 776. . . . . . . Codice libro della libreria V9780471499220

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