Title:
Advanced modelling in finance using Excel and VBA
Author:
Jackson, Mary, 1936-
ISBN:
9780471499220
Personal Author:
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.
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Electronic Access:
Table of contents http://catdir.loc.gov/catdir/toc/onix07/00069327.htmlContributor biographical information http://catdir.loc.gov/catdir/bios/wiley043/00069327.html
Publisher description http://catdir.loc.gov/catdir/description/wiley035/00069327.html