Buch, Englisch, 216 Seiten, Format (B × H): 191 mm x 235 mm, Gewicht: 402 g
Reihe: Wiley Finance Editions
A Step-By-Step Guide
Buch, Englisch, 216 Seiten, Format (B × H): 191 mm x 235 mm, Gewicht: 402 g
Reihe: Wiley Finance Editions
ISBN: 978-0-470-93122-6
Verlag: WILEY
A practical guide to understanding and implementing financial simulation modeling
As simulation techniques become more popular among the financial community and a variety of sub-industries, a thorough understanding of theory and implementation is critical for practitioners involved in portfolio management, risk management, pricing, and capital budgeting. Financial Simulation Modeling in Excel contains the information you need to make the most informed decisions possible in your professional endeavors.
Financial Simulation Modeling in Excel contains a practical, hands-on approach to learning complex financial simulation methodologies using Excel and VBA as a medium. Crafted in an easy to understand format, this book is suitable for anyone with a basic understanding of finance and Excel. Filled with in-depth insights and expert advice, each chapter takes you through the theory behind a simulation topic and the implementation of that same topic in Excel/VBA in a step-by-step manner.
* Organized in an easy-to-follow fashion, this guide effectively walks you through the process of creating and implementing risk models in Excel
* A companion website contains all the Excel models risk experts and quantitative analysts need to practice and confirm their results as they progress
* Keith Allman is the author of other successful modeling books, including Corporate Valuation Modeling and Modeling Structured Finance Cash Flows with Microsoft Excel
Created for those with some background in finance and experience in Excel, this reliable resource shows you how to effectively perform sound financial simulation modeling, even if you've yet to do extensive modeling up to this point in your professional or academic career.
Autoren/Hrsg.
Fachgebiete
- Wirtschaftswissenschaften Betriebswirtschaft Unternehmensfinanzen Finanzierung, Investition, Leasing
- Wirtschaftswissenschaften Finanzsektor & Finanzdienstleistungen Finanzsektor & Finanzdienstleistungen: Allgemeines
- Mathematik | Informatik EDV | Informatik Business Application Tabellenkalkulation Microsoft Excel
- Mathematik | Informatik EDV | Informatik Business Application Unternehmenssoftware
Weitere Infos & Material
Preface vii
Acknowledgments xi
About the Authors xiii
CHAPTER 1 Introduction 1
CHAPTER 2 Random Numbers, Distributions, and Basic Simulation Setup 13
CHAPTER 3 Correlation 47
CHAPTER 4 Option Pricing 65
CHAPTER 5 Corporate Default Simulation 95
CHAPTER 6 Simulating Pools of Assets 127
CHAPTER 7 Dealing with Data Deficiencies and Other Issues 153
CHAPTER 8 Advanced Topics and Further Reading 169
APPENDIX A Partial Differential Equations 175
APPENDIX B Newton-Raphson Method 183
References 187
Index 189