Mary Jackson,
Mike Staunton
John Wiley & Sons
1e druk, 2001
9780471499220
Advanced Modelling in Finance using Excel and VBA
Specificaties
Gebonden, 263 blz.
|
Engels
John Wiley & Sons |
1e druk, 2001
ISBN13: 9780471499220
Rubricering
Levertijd ongeveer 7 werkdagen
Specificaties
ISBN13:9780471499220
Trefwoorden:risk management, Excel, Spreadsheets
Taal:Engels
Bindwijze:gebonden
Aantal pagina's:263
Uitgever:John Wiley & Sons
Druk:1
Hoofdrubriek:Financieel management
Inhoudsopgave
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.
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.

