Advanced modelling in finance using Excel and VBA
by
 
Jackson, Mary, 1936-

Title
Advanced modelling in finance using Excel and VBA

Author
Jackson, Mary, 1936-

ISBN
9780471499220

Personal Author
Jackson, Mary, 1936-

Publication Information
New York : Wiley, ©2001.

Physical Description
x, 263 pages : illustrations ; 25 cm + 1 computer optical disc (4 3/4 in.).

Series
Wiley finance series
 
Wiley finance series.

General Note
Disc contains spreadsheets, VBA functions, and macros used throughout the text.

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.

Title Subject
Microsoft Excel (Computer file)
 
Microsoft Visual Basic for applications.

Subject Term
Finance -- Mathematical models.

Added Author
Staunton, Mike.

Electronic Access
Table of contents http://catdir.loc.gov/catdir/toc/onix07/00069327.html
 
Contributor biographical information http://catdir.loc.gov/catdir/bios/wiley043/00069327.html
 
Publisher description http://catdir.loc.gov/catdir/description/wiley035/00069327.html


LibraryMaterial TypeItem BarcodeShelf NumberCopy
IIEMSAGeneral Books33168015674597332.015118 J13A 20011