Advanced modelling in finance using Excel and VBA

By:

Jackson, Mary; Staunton, Mike

Material type: Text

TextPublication details: 2001 John Wiley & Sons ChichesterDescription: xii, 263p.,cd 25 cm ; Hard BoundISBN:

0471499226

Subject(s):

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

Contents:

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

Summary: 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.

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Item type	Current library	Collection	Call number	Status	Date due	Barcode
Books	H.T. Parekh Library	GSB Collection	332.645 JAC (Browse shelf(Opens below))	Available		25773

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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.

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