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

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"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...

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Détails bibliographiques
Cote:Libro Electrónico
Auteur principal: Allman, Keith A., 1977-
Autres auteurs: Laurito, Josh, 1981-, Loh, Michael, 1977-
Format: Électronique eBook
Langue:Inglés
Publié: Hoboken, N.J. : John Wiley & Sons, ©2011.
Collection:Wiley finance series ; 18.
Sujets:
Microsoft Excel (Computer file)
Finance > Mathematical models > Computer programs.
Finances > Modèles mathématiques > Logiciels.
BUSINESS & ECONOMICS > Finance.
Accès en ligne:Texto completo (Requiere registro previo con correo institucional)
Table des matières:
  • 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.

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