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020			_a9780471499220
040			_cTBS
041			_aeng
245		0	_aAdvanced modelling in finance using Excel and VBA
260			_bWiley, _c2001
300			_a263 p. ; 25 cm
490			_aFinance
505			_aADVANCED 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.
520			_aThis book will appeal to both graduate students and practitioners. Students will value the Excel spreadsheets allowing them to develop their knowledge of modelling in finance, using a step-by-step approach accompanied by explanations using elementary mathematical statistics and probability. Practitioners will value the VBA functions as a source of up-to-date and efficient programs that can be easily used from Excel. Standard material covered includes: portfolio theory and efficient frontiers the Capital Asset Pricing Model, beta and variance-covariance matrices performance measurement the Black-Scholes option pricing formula binomial trees for options on equities and bonds Monte Carlo simulation bond yield-to-maturity, duration and convexity term structure models from Vasicek and Cox, Ingersoll and Ross Advanced topics covered include: Value-at-Risk style analysis an improved binomial tree (Leisen and Reimer) Quasi Monte Carlo simulation volatility smiles Black, Derman and Toy trees normal interest rate trees The book is accompanied by a CD-ROM containing the spreadsheets, VBA functions and macros used throughout the work.
650			_aMicrosoft Excel (Computer file) _9898
650			_aMicrosoft Visual Basic for applications _9899
650		0	_aFinance _xMathematical models _9900
650		0	_aFinance _93911
653			_aBibliography M1 - CO Audit and Controlling: Advanced Corporate Finance
653			_aBibliography MSc - Sustainable Financial Management & Control with Data Analytics: Financial Modelling
700			_aStaunton, Mike _eAuthor _9901
700			_aJackson, Mary _eAuthor _9902
902			_a652
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