| Description |
1 online resource (x, 263 pages) : illustrations |
| 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 |
| Summary |
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 late 1990s. The book adopts a step-by-step approach to understanding the more sophisticated aspects of Excel macros and VBA programming, showing how these programming techniques can be used to model and manipulate financial data, as applied to equities, bonds and options. The book is essential fo |
| Bibliography |
Includes bibliographical references and index |
| Notes |
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. http://purl.oclc.org/DLF/benchrepro0212 MiAaHDL |
|
digitized 2010 HathiTrust Digital Library committed to preserve pda MiAaHDL |
|
Print version record |
| SUBJECT |
Microsoft Excel (Computer file) http://id.loc.gov/authorities/names/n86025775
|
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Microsoft Visual Basic for applications
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Microsoft Excel (Computer file) blmlsh |
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Microsoft Visual Basic for applications. blmlsh |
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Microsoft Excel (Computer file) fast |
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Microsoft Visual Basic for applications fast |
| Subject |
Finance -- Mathematical models.
|
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BUSINESS & ECONOMICS -- Finance.
|
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Finance -- Mathematical models
|
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Financieel management.
|
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Optiehandel.
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Microsoft Excel.
|
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Numerieke methoden.
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Visual Basic.
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Finanças (modelos matemáticos)
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Excel.
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Visual basic.
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| Form |
Electronic book
|
| Author |
Staunton, Mike.
|
| LC no. |
00069327 |
| ISBN |
0470061669 |
|
9780470061664 |
|
9780471499220 |
|
0471499226 |
|
