Financial simulation modeling in Excel : a step-by-step guide /

Mostrar otras versiones (1)

"A practical guide to understanding and implementing financial simulation modeling. As simulation techniques become more popular among the financial community and a variety of sub-industries, a thorough understanding of theory and implementation is critical for practitioners involved in portfol...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Allman, Keith A., 1977-
Otros Autores: Laurito, Josh, 1981-, Loh, Michael, 1977-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Hoboken, N.J. : John Wiley & Sons, ©2011.
Colección:Wiley finance series ; 18.
Temas:
Microsoft Excel (Computer file)
Finance > Mathematical models > Computer programs.
Finances > Modèles mathématiques > Logiciels.
BUSINESS & ECONOMICS > Finance.
Acceso en línea:Texto completo (Requiere registro previo con correo institucional)
Tabla de Contenidos:
  • Financial Simulation Modeling in Excel
  • Contents
  • Preface
  • Acknowledgments
  • About the Authors
  • CHAPTER 1 Introduction
  • CHAPTER 2 Random Numbers, Distributions, and Basic Simulation Setup
  • CHAPTER 3 Correlation
  • CHAPTER 4 Option Pricing
  • CHAPTER 5 Corporate Default Simulation
  • CHAPTER 6 Simulating Pools of Assets
  • CHAPTER 7 Dealing with Data Deficiencies and Other Issues
  • CHAPTER 8 Advanced Topics and Further Reading
  • APPENDIX A Partial Differential Equations
  • APPENDIX B Newton-Raphson Method
  • References
  • Index.

Ejemplares similares