Advanced Modelling in Finance using Excel and VBA
eBook - PDF

Advanced Modelling in Finance using Excel and VBA

Mary Jackson, Mike Staunton

  1. English
  2. PDF
  3. Available on iOS & Android
eBook - PDF

Advanced Modelling in Finance using Excel and VBA

Mary Jackson, Mike Staunton

Book details
Table of contents
Citations

About This 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.

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Information

Publisher
Wiley
Year
2006
ISBN
9780470061664
Edition
1
Topic
Commerce
Subtopic
Finance

Table of contents

  1. Cover
  2. Title Page
  3. Copyright
  4. Contents
  5. Preface
  6. Acknowledgements
  7. 1 Introduction
  8. Part One Advanced Modelling in Excel
  9. 2 Advanced Excel functions and procedures
  10. 3 Introduction to VBA
  11. 4 Writing VBA user-defined functions
  12. Part Two Equities
  13. 5 Introduction to equities
  14. 6 Portfolio optimisation
  15. 7 Asset pricing
  16. 8 Performance measurement and attribution
  17. Part Three Options on Equities
  18. 9 Introduction to options on equities
  19. 10 Binomial trees
  20. 11 The Black–Scholes formula
  21. 12 Other numerical methods for European options
  22. 13 Non-normal distributions and implied volatility
  23. Part Four Options on Bonds
  24. 14 Introduction to valuing options on bonds
  25. 15 Interest rate models
  26. 16 Matching the term structure
  27. Appendix Other VBA functions
  28. Index
  29. EULA