TY  - BOOK
AU  - Jackson, Mary; Staunton, Mike
TI  - Advanced modelling in finance using Excel and VBA
SN  - 0471499226
PY  - 2001///
CY  - Chichester
PB  - John Wiley & Sons
KW  - Finance--Mathematical models
KW  - Microsoft Visual Basic for applications
KW  - Microsoft Excel (Computer file)
N1  - 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
N2  - 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
ER  -