Advanced modelling in finance using Excel and VBA

Jackson, Mary; Staunton, Mike

Advanced modelling in finance using Excel and VBA - Chichester John Wiley & Sons 2001 - xii, 263p.,cd 25 cm ; Hard Bound

63.95 $

Introduction
Advanced Excel Functions and Procedures
Introduction to VBA
Writing VBA User-Defined Functions
Introduction to Equities
Portfolio Optimisation
Asset Pricing
Performance Measurement and Attribution
Introduction to Options on Equities
Binomial Trees
The Black
Scholes Formula
Other Numerical Methods for European Options
Non-Normal Distributions and Implied Volatility
Introduction to Valuing Options on Bonds
Interest Rate Models
Matching the Term Structure
Appendix: Other VBA Functions

Advanced Modelling in Finance Using Excel and VBA outlines a step-by-step approach to using the more sophisticated aspects of Excel macros and VBA programming to model and manipulate financial data, illustrating with practical examples how these can be applied to a variety of financial problems and situations.

0471499226


Finance--Mathematical models
Microsoft Visual Basic for applications
Microsoft Excel (Computer file)

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