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...

Full description

Bibliographic Details
Call Number:Libro Electrónico
Main Author: Jackson, Mary, 1936-
Other Authors: Staunton, Mike
Format: Electronic eBook
Language:Inglés
Published: New York : Wiley, ©2001.
Series:Wiley finance series.
Subjects:
Microsoft Excel (Computer file)
Microsoft Visual Basic for applications.
Finance > Mathematical models.
Finances > Modèles mathématiques.
BUSINESS & ECONOMICS > Finance.
Financieel management.
Optiehandel.
Microsoft Excel.
Numerieke methoden.
Visual Basic.
Finanças (modelos matemáticos)
Excel.
Visual basic.
Online Access:Texto completo (Requiere registro previo con correo institucional)
Table of Contents:
  • 1. Introduction
  • pt. 1. Advanced Modelling in Excel
  • 2. Advanced Excel functions and procedures
  • 3. Introduction to VBA
  • 4. Writing VBA user-defined functions
  • pt. 2. Equities
  • 5. Introduction to equities
  • 6. Portfolio optimisation
  • 7. Asset pricing
  • 8. Performance measurement and attribution
  • pt. 3. Options on Equities
  • 9. Introduction to options on equities
  • 10. Binomial trees
  • 11. The Black-Scholes formula
  • 12. Other numerical methods for European options
  • 13. Non-normal distributions and implied volatility
  • pt. 4. Options on Bonds
  • 14. Introduction to valuing options on bonds
  • 15. Interest rate models
  • 16. Matching the term structure
  • App. Other VBA functions.

Similar Items