E-Book, Englisch, 276 Seiten, E-Book
Reihe: Wiley Finance Series
ISBN: 978-0-470-06166-4
Verlag: John Wiley & Sons
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)
The book adopts a step-by-step approach to understanding themore sophisticated aspects of Excel macros and VBA programming,showing how these programming techniques can be used to model andmanipulate financial data, as applied to equities, bonds andoptions. The book is essential for financial practitioners who needto develop their financial modelling skill sets as there is anincrease in the need to analyse and develop ever more complex 'whatif' scenarios.
* Specifically applies Excel and VBA to the financialmarkets
* Packaged with a CD containing the software from the examplesthroughout the book
Note: CD-ROM/DVD and other supplementary materials arenot included as part of eBook file.
Autoren/Hrsg.
Weitere Infos & Material
Preface.
Acknowledgements.
Introduction.
ADVANCED MODELLING IN EXCEL.
Advanced Excel Functions and Procedures.
Introduction to VBA.
Writing VBA User-Defined Functions.
EQUITIES.
Introduction to Equities.
Portfolio Optimisation.
Asset Pricing.
Performance Measurement and Attribution.
OPTIONS ON EQUITIES.
Introduction to Options on Equities.
Binomial Trees.
The Black--Scholes Formula.
Other Numerical Methods for European Options.
Non-Normal Distributions and Implied Volatility.
OPTIONS ON BONDS.
Introduction to Valuing Options on Bonds.
Interest Rate Models.
Matching the Term Structure.
Appendix: Other VBA Functions.
Index.