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Advanced Modelling in Finance Using Excel and VBA [With CDROM] Hardcover - 2001
by Mary Jackson; Mike Staunton
First line
The purpose of this chapter is to review certain Excel functions and procedures used in text.
From the rear cover
Advanced modelling in finance using Excel and VBA
Mary Jackson and Mike Staunton
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 rovered 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 & Reimer)
- quasi Monte Carlo simulation
- volatility smiles
- Black, Derman & Toy trees
- normal interest rate trees
Details
- Title Advanced Modelling in Finance Using Excel and VBA [With CDROM]
- Author Mary Jackson; Mike Staunton
- Binding Hardcover
- Edition Har/Cdr
- Pages 288
- Volumes 1
- Language ENG
- Publisher Wiley, USA
- Date 2001-06-08
- Features Dust Cover, Index, Table of Contents
- ISBN 9780471499220 / 0471499226
- Weight 1.51 lbs (0.68 kg)
- Dimensions 10.27 x 6.65 x 0.94 in (26.09 x 16.89 x 2.39 cm)
- Library of Congress subjects Finance - Mathematical models
- Library of Congress Catalog Number 00069327
- Dewey Decimal Code 332.015
Media reviews
Citations
- Reference and Research Bk News, 11/01/2001, Page 113
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by Mary Jackson
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Advanced Modelling in Finance Using Excel and VBA [With CDROM]
by Jackson, Mary; Staunton, Mike
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Advanced Modelling in Finance Using Excel and VBA [With CDROM]
by Jackson, Mary; Staunton, Mike
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Wiley, 2001. Hardcover. Good. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less.Dust jacket quality is not guaranteed.
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Advanced Modelling in Finance Using Excel and VBA [With CDROM]
by Jackson, Mary; Staunton, Mike
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Advanced Modelling in Finance Using Excel and VBA [With CDROM]
by Jackson, Mary; Staunton, Mike
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Advanced Modelling in Finance Using Excel and VBA
by Staunton, Mike, Jackson, Mary
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Advanced Modelling in Finance Using Excel and VBA
by Staunton, Mike, Jackson, Mary
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