Advanced Modelling in Finance Using Excel and VBA - (Wiley Finance) by Mary Jackson & Mike Staunton (Mixed Media Product)
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<p/><br></br><p><b> Book Synopsis </b></p></br></br>Dieses neue und einzigartige Buch macht deutlich, daß Excel und VBA (Visual Basic für Applikationen) eine wichtige Rolle in der Finanzwelt spielen bei der Erläuterung und Implementierung numerischer Methoden. Advanced Modelling in Finance behandelt detailliert Aktien, Aktienoptionen und Rentenoptionen der frühen 50er bis in die späten 90er Jahre. Dabei führen die Autoren schrittweise ein die komplexeren Aspekte der Excel- und VBA-Programmierung und erläutern, wie diese Programmierungsverfahren bei Aktien, Renten und Optionen zur Modellierung oder Manipulierung von Finanzdaten eingesetzt werden können. In der modernen Finanzwelt gewinnen Analysen und die Entwicklung von immer komplexeren was wäre wenn-Szenarios immer mehr an Bedeutung. Deshalb ist dieses Buch die ideale Lektüre für Finanzexperten, die ihre Fertigkeiten im Bereich finanzwirtschaftliche Modellbildung verbessern müssen. Es liefert das nötige Know-How und Praxiswissen. Die beigefügte CD-ROM, enthält die komplette Software für die besprochenen Beispiele.<p/><br></br><p><b> From the Back Cover </b></p></br></br><p><b>Advanced modelling in finance using Excel and VBA</b> <p>Mary Jackson and Mike Staunton <p>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. <p>Standard material rovered includes: <ul> <li>portfolio theory and efficient frontiers</li> <li>the Capital Asset Pricing Model, beta and variance-covariance matrices</li> <li>performance measurement</li> <li>the Black-Scholes option pricing formula</li> <li>binomial trees for options on equities and bonds</li> <li>Monte Carlo simulation</li> <li>bond yield-to-maturity, duration and convexity</li> <li>term structure models from Vasicek and Cox, Ingersoll and Ross</li> </ul> <p>Advanced topics covered include: <ul> <li>Value-at-Risk</li> <li>style analysis</li> <li>an improved binomial tree (Leisen & Reimer)</li> <li>quasi Monte Carlo simulation</li> <li>volatility smiles</li> <li>Black, Derman & Toy trees</li> <li>normal interest rate trees</li> </ul><p/><br></br><p><b> Review Quotes </b></p></br></br><br>No. 4 bestseller in 'General Finance' (erivativesreview.com, December 2001)<br><p/><br></br><p><b> About the Author </b></p></br></br><p><b>MARY JACKSON</b> and <b>MIKE STAUNTON</b> have worked together teaching spreadsheet modelling to both graduate students and practitioners since 1985. <p><b>MARY JACKSON</b> was Assistant Professor of Decision Sciences at London Business School. She is author of three previous books for John Wiley & Sons: <i>Understanding Expert Systems</i> (1992), <i>Advanced Spreadsheet Modelling</i> (1988) and <i>Creative Modelling</i> (1985). <p><b>MIKE STAUNTON</b> is Visiting Lecturer in Numerical Methods at City University Business School and Director of the London Share Price Datbase at London Business School. He is coauthor, with Elroy Dimson and Paul Marsh, of <i>Millennium Book II: 101 Years of Investment Returns</i> (2001) and <i>The Millennium Book: A Century of Investment Returns</i> (2000).
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