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…mehr
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.
Mary G. Jackson, MEd, MS, is a Licensed Clinical Professional Counselor (LCPC) in private practice and a graduate of Loyola College of Maryland's School of Pastoral Counseling. She holds two master's degrees, the first studying educational psychology and the second in counseling, followed by advanced study in pastoral counseling. Mary has led an eclectic life spurred by her adventurous curiosity. She is just as much at home in the city of her birth, Washington, D.C., the Maryland farm raising alpacas, or the coastal beach of Delaware. Mary delights in her close and loving family, world travel, and a search for meaning. A life-long seeker, Mary invites you to ponder your spiritual journey and to recognize the Divine in your everyday life.
Inhaltsangabe
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.
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.
Rezensionen
No. 4 bestseller in 'General Finance' (erivativesreview.com, December 2001)
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