Advanced Modelling in Finance using Excel and VBA
Specificaties
Inhoudsopgave
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.