Advanced Modelling in Finance using Excel and VBA

Name: Advanced Modelling in Finance using Excel and VBA
Author: Mary Jackson

Specificaties

Gebonden, 263 blz. | Engels

John Wiley & Sons | 1e druk, 2001

ISBN13: 9780471499220

Rubricering

John Wiley & Sons 1e druk, 2001 9780471499220

109,88

In winkelwagen

Verwachte levertijd ongeveer 8 werkdagen

Specificaties

ISBN13:9780471499220

Trefwoorden:risk management, Excel, Spreadsheets

Taal:Engels

Bindwijze:gebonden

Aantal pagina's:263

Uitgever:John Wiley & Sons

Druk:1

Hoofdrubriek:Financieel management

Inhoudsopgave

Preface.
Acknowledgements.

Introduction.

ADVANCED MODELLING IN EXCEL.

Advanced Excel Functions and procedures

Introduction to VBA.

Writing VBA User-Defined Functions.

EQUITIES.

Introduction to Equities.

Portfolio Optimisation.

Asset Pricing.

Performance Measurement and Attribution.

OPTIONS ON EQUITIES.

Introduction to Options on Equities.

Binomial Trees.

The Black—Scholes Formula.

Other Numerical Methods for European Options.

Non-Normal Distributions and Implied Volatility.

OPTIONS ON BONDS.

Introduction to Valuing Options on Bonds.

Interest Rate Models.

Matching the Term Structure.

Appendix: Other VBA Functions.

Index.