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Advanced Modelling in Finance using Excel and VBA

Specificaties
Gebonden, 263 blz. | Engels
John Wiley & Sons | 1e druk, 2001
ISBN13: 9780471499220
Rubricering
Juridisch : Management
John Wiley & Sons 1e druk, 2001 9780471499220
Gratis verzonden | Verwachte levertijd ongeveer 8 werkdagen

Specificaties

ISBN13:9780471499220
Taal:Engels
Bindwijze:gebonden
Aantal pagina's:263
Druk:1
Hoofdrubriek: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.

Net verschenen

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        Advanced Modelling in Finance using Excel and VBA