| Description |
x, 263 pages : illustrations ; 25 cm + 1 computer optical disc (4 3/4 in.) |
| Series |
Wiley finance series |
|
Wiley finance series.
|
| 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 |
| Notes |
Disc contains spreadsheets, VBA functions, and macros used throughout the text |
| Bibliography |
Includes bibliographical references and index |
| Notes |
System requirements for disc: Microsoft Excel |
| SUBJECT |
Microsoft Excel (Computer file) http://id.loc.gov/authorities/names/n86025775
|
| Subject |
Visual Basic for Applications (Computer program language)
|
|
Finance -- Mathematical models.
|
| Author |
Staunton, Mike.
|
| LC no. |
00069327 |
| ISBN |
0471499226 alkaline paper |
|
