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Advanced Modelling in Finance Using Excel and VBA [With CDROM] Hardcover - 2001
by Jackson, Mary; Staunton, Mike
- Used
- Good
- Hardcover
From the publisher
First line
The purpose of this chapter is to review certain Excel functions and procedures used in text.
From the rear cover
Advanced modelling in finance using Excel and VBA
Mary Jackson and Mike Staunton
This 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 rovered 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 & Reimer)
- quasi Monte Carlo simulation
- volatility smiles
- Black, Derman & Toy trees
- normal interest rate trees
Details
- Title Advanced Modelling in Finance Using Excel and VBA [With CDROM]
- Author Jackson, Mary; Staunton, Mike
- Binding Hardcover
- Edition Har/Cdr
- Condition Used - Good
- Pages 288
- Volumes 1
- Language ENG
- Publisher Wiley, USA
- Date 2001
- Features Dust Cover, Index, Table of Contents
- Bookseller's Inventory # G0471499226I3N01
- ISBN 9780471499220 / 0471499226
- Weight 1.51 lbs (0.68 kg)
- Dimensions 10.27 x 6.65 x 0.94 in (26.09 x 16.89 x 2.39 cm)
- Library of Congress subjects Finance - Mathematical models
- Library of Congress Catalog Number 00069327
- Dewey Decimal Code 332.015
Categories
Media reviews
Citations
- Reference and Research Bk News, 11/01/2001, Page 113
About the author
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Advanced modelling in finance using Excel and VBA
by Mary Jackson, Mike Staunton
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by Mary Jackson, Mike Staunton
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Advanced modelling in finance using Excel and VBA
by Mary Jackson; Mike Staunton
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Advanced Modelling in Finance Using Excel and VBA
by Staunton, Mike, Jackson, Mary
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- 9780471499220 / 0471499226
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Advanced Modelling in Finance Using Excel and VBA [With CDROM]
by Jackson, Mary; Staunton, Mike
- Used
- Good
- Hardcover
- Condition
- Used - Good
- Binding
- Hardcover
- ISBN 10 / ISBN 13
- 9780471499220 / 0471499226
- Quantity Available
- 1
- Seller
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Seattle, Washington, United States
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NZ$11.62FREE shipping to USA
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Wiley, 2001. Hardcover. Good. Former library book; Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less.Dust jacket quality is not guaranteed.
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![Advanced Modelling in Finance Using Excel and VBA [With CDROM]](https://d3525k1ryd2155.cloudfront.net/h/129/884/1183884129.0.m.jpg)
Advanced Modelling in Finance Using Excel and VBA [With CDROM]
by Jackson, Mary; Staunton, Mike
- Used
- Good
- Hardcover
- Condition
- Used - Good
- Binding
- Hardcover
- ISBN 10 / ISBN 13
- 9780471499220 / 0471499226
- Quantity Available
- 1
- Seller
-
Seattle, Washington, United States
- Item Price
-
NZ$11.62FREE shipping to USA
Show Details
Description:
Wiley, 2001. Hardcover. Good. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less.Dust jacket quality is not guaranteed.
Item Price
NZ$11.62
FREE shipping to USA
![Advanced Modelling in Finance Using Excel and VBA [With CDROM]](https://d3525k1ryd2155.cloudfront.net/h/303/760/1186760303.0.m.jpg)
Advanced Modelling in Finance Using Excel and VBA [With CDROM]
by Jackson, Mary; Staunton, Mike
- Used
- Very Good
- Hardcover
- Condition
- Used - Very Good
- Binding
- Hardcover
- ISBN 10 / ISBN 13
- 9780471499220 / 0471499226
- Quantity Available
- 1
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Seattle, Washington, United States
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NZ$11.62FREE shipping to USA
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Wiley, 2001. Hardcover. Very Good. May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less.Dust jacket quality is not guaranteed.
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Stock Photo: Cover May Be Different
Advanced Modelling in Finance Using Excel and VBA
by Staunton, Mike, Jackson, Mary
- Used
- Condition
- Used - Good
- ISBN 10 / ISBN 13
- 9780471499220 / 0471499226
- Quantity Available
- 1
- Seller
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Mishawaka, Indiana, United States
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NZ$11.70FREE shipping to USA
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Wiley & Sons, Incorporated, John. Used - Good. Used book that is in clean, average condition without any missing pages.
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Stock Photo: Cover May Be Different
Advanced Modelling in Finance Using Excel and VBA
by Staunton, Mike, Jackson, Mary
- Used
- Condition
- Used - Very Good
- ISBN 10 / ISBN 13
- 9780471499220 / 0471499226
- Quantity Available
- 1
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Mishawaka, Indiana, United States
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