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
:
| Library | Material Type | Item Barcode | Shelf Number | Copy |
|---|
| IIEMSA | General Books | 33168015674597 | 332.015118 J13A 2001 | 1 |