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Books > Business & Economics > Finance & accounting > Finance > Investment & securities

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Advanced Modelling in Finance Using Excel and VBA (Hardcover) Loot Price: R2,304

Discovery Miles 23 040

Repayment Terms: R216 pm x 12*

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Advanced Modelling in Finance Using Excel and VBA (Hardcover)

M. Jackson

Series: Wiley Finance S.

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Loot Price R2,304 Discovery Miles 23 040 | Repayment Terms: R216 pm x 12*

Expected to ship within 12 - 17 working days

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This book will appeal to both graduate students and practitioners. Students will value the Excel spreadsheets allowing them to develop their knowledge of modelling in finance, using a step-by-step approach accompanied by explanations using elementary mathematical statistics and probability. Practitioners will value the VBA functions as a source of up-to-date and efficient programs that can be easily used from Excel.

Standard material covered includes:

portfolio theory and efficient frontiers
the Capital Asset Pricing Model, beta and variance-covariance matrices
performance measurement
the Black-Scholes option pricing formula
binomial trees for options on equities and bonds
Monte Carlo simulation
bond yield-to-maturity, duration and convexity
term structure models from Vasicek and Cox, Ingersoll and Ross

Advanced topics covered include:

Value-at-Risk

style analysis

an improved binomial tree (Leisen and Reimer)

Quasi Monte Carlo simulation

volatility smiles

Black, Derman and Toy trees

normal interest rate trees

The book is accompanied by a CD-ROM containing the spreadsheets, VBA functions and macros used throughout the work.

General

Imprint:	John Wiley & Sons
Country of origin:	United States
Series:	Wiley Finance S.
Release date:	April 2001
First published:	June 2001
Authors:	M. Jackson
Dimensions:	254 x 165 x 25mm (L x W x T)
Format:	Hardcover • CD-ROM
Pages:	263
ISBN-13:	978-0-471-49922-0
Categories:	Books > Computing & IT > Computer software packages > Spreadsheet software > Excel Books > Business & Economics > Finance & accounting > Finance > Investment & securities > General Books > Money & Finance > Investment & securities > General Promotions
LSN:	0-471-49922-6
Barcode:	9780471499220