Top Marketplace offers for ISBN

9780471499220

Advanced modelling in finance using Excel and VBA

Mary Jackson; Mike Staunton

Not the book you're looking for? Search for all books with this author and title
9780471499220: Advanced modelling in finance using Excel and VBA

This new and unique book demonstrates that Excel and VBA can play an important role in the explanation and implementation of numerical methods across finance. Advanced Modelling in Finance provides a comprehensive look at equities, options on equities and options on bonds from the early 1950s to the late 1990s.

The book adopts a step-by-step approach to understanding the more sophisticated aspects of Excel macros and VBA programming, showing how these programming techniques can be used to model and manipulate financial data, as applied to equities, bonds and options. The book is essential for financial practitioners who need to develop their financial modelling skill sets as there is an increase in the need to analyse and develop ever more complex 'what if' scenarios.

  • Specifically applies Excel and VBA to the financial markets
  • Packaged with a CD containing the software from the examples throughout the book

Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file.

"synopsis" may belong to another edition of this title.

From the Back Cover:

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 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.

From the Inside Flap:

This unique book demonstrates that Excel and VBA can play an important role in the explanation and implementation of numerical methods across finance. It takes a comprehensive look at equities, options on equities and options on bonds from the early 1950s to the late 1990s. Each area contains both standard material and more advanced topics.
All models are developed fully in both spreadsheets, bringing clarity to teaching in finance, and user-defined functions in VBA, giving a ready-made library of portable functions that can be used in Excel. The spreadsheets and VBA functions are provided on a CD-ROM.

"About this title" may belong to another edition of this title.

Buy New View Book
List Price: US$
US$ 49.90

Convert Currency

Add to Basket

Shipping: US$ 4.00
Within U.S.A.

Destination, Rates & Speeds

Top Search Results from the AbeBooks Marketplace

1.

Mary Jackson; Mike Staunton Author
Published by Wiley (2001)
ISBN 10: 0471499226 ISBN 13: 9780471499220
New Hardcover Quantity Available: 1
Seller
Griffin Books
(Stamford, CT, U.S.A.)
Rating
[?]

Book Description Wiley, 2001. Hardcover. Book Condition: New. Brand new gift quality hardcover Please email for photos. Larger books or sets may require additional shipping charges. Books sent via US Postal. Bookseller Inventory # 67232

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 49.90
Convert Currency

Add to Basket

Shipping: US$ 4.00
Within U.S.A.
Destination, Rates & Speeds

2.

Mary Jackson; Mike Staunton Author
ISBN 10: 0471499226 ISBN 13: 9780471499220
New Quantity Available: 1
Seller
LVeritas
(Newton, MA, U.S.A.)
Rating
[?]

Book Description Book Condition: New. Gift Quality Book in Excellent Condition. Bookseller Inventory # 36S98W000PP7

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 53.22
Convert Currency

Add to Basket

Shipping: US$ 1.00
Within U.S.A.
Destination, Rates & Speeds

3.

Mary Jackson; Mike Staunton Author
Published by Wiley (2001)
ISBN 10: 0471499226 ISBN 13: 9780471499220
New Hardcover Quantity Available: 1
Seller
Book Deals
(Lewiston, NY, U.S.A.)
Rating
[?]

Book Description Wiley, 2001. Book Condition: New. Brand New, Unread Copy in Perfect Condition. A+ Customer Service! Summary: 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. Bookseller Inventory # ABE_book_new_0471499226

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 64.96
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

4.

Mary Jackson; Mike Staunton Author
Published by Wiley
ISBN 10: 0471499226 ISBN 13: 9780471499220
New Hardcover Quantity Available: 1
Seller
Cloud 9 Books
(West Palm Beach, FL, U.S.A.)
Rating
[?]

Book Description Wiley. Hardcover. Book Condition: New. 0471499226 New Condition. Bookseller Inventory # SKU1.012099

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 59.99
Convert Currency

Add to Basket

Shipping: US$ 4.99
Within U.S.A.
Destination, Rates & Speeds

5.

Mary Jackson; Mike Staunton Author
Published by Somerset, New Jersey, U.S.A.: John Wiley & Sons Inc (2001)
ISBN 10: 0471499226 ISBN 13: 9780471499220
New Hardcover Quantity Available: 11
Seller
LINDABOOK
(Taipei, TP, Taiwan)
Rating
[?]

Book Description Somerset, New Jersey, U.S.A.: John Wiley & Sons Inc, 2001. Hardcover. Book Condition: New. Ship out 1-2 business day,Brand new,US edition, Free tracking number usually 2-4 biz days delivery to worldwide Same shipping fee with US, Canada,Europe country, Australia, item will ship out from either LA or Asia,y. Bookseller Inventory # ABE-5404405666

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 62.99
Convert Currency

Add to Basket

Shipping: US$ 9.90
From Taiwan to U.S.A.
Destination, Rates & Speeds

6.

Mary Jackson; Mike Staunton Author
ISBN 10: 0471499226 ISBN 13: 9780471499220
New Hardcover Quantity Available: 1
Seller
AMAZINGBOOKDEALS
(IRVING, TX, U.S.A.)
Rating
[?]

Book Description Hardcover. Book Condition: BRAND NEW. BRAND NEW. Fast Shipping. Prompt Customer Service. Satisfaction guaranteed. Bookseller Inventory # 0471499226BNA

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 79.19
Convert Currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, Rates & Speeds

7.

Mary Jackson; Mike Staunton Author
Published by John Wiley and Sons Inc (2001)
ISBN 10: 0471499226 ISBN 13: 9780471499220
New Quantity Available: > 20
Seller
Paperbackshop-US
(Secaucus, NJ, U.S.A.)
Rating
[?]

Book Description John Wiley and Sons Inc, 2001. HRD. Book Condition: New. New Book. Shipped from US within 10 to 14 business days. Established seller since 2000. Bookseller Inventory # VW-9780471499220

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 80.06
Convert Currency

Add to Basket

Shipping: US$ 3.99
Within U.S.A.
Destination, Rates & Speeds

8.

Mary Jackson; Mike Staunton Author
Published by John Wiley and Sons
ISBN 10: 0471499226 ISBN 13: 9780471499220
New Quantity Available: > 20
Seller
INDOO
(Avenel, NJ, U.S.A.)
Rating
[?]

Book Description John Wiley and Sons. Book Condition: New. Brand New. Bookseller Inventory # 0471499226

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 81.52
Convert Currency

Add to Basket

Shipping: US$ 3.50
Within U.S.A.
Destination, Rates & Speeds

9.

Mary Jackson; Mike Staunton Author
ISBN 10: 0471499226 ISBN 13: 9780471499220
New Quantity Available: 2
Seller
EBOOKSTORE2010
(New Delhi, ND, India)
Rating
[?]

Book Description Book Condition: Brand New. New. US edition. Customer Satisfaction guaranteed!!. Bookseller Inventory # SHUB72893

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 103.67
Convert Currency

Add to Basket

Shipping: FREE
From India to U.S.A.
Destination, Rates & Speeds

10.

Mary Jackson; Mike Staunton Author
ISBN 10: 0471499226 ISBN 13: 9780471499220
New Quantity Available: 2
Seller
Bookshub
(Karol Bagh, India)
Rating
[?]

Book Description Book Condition: New. New. US edition. Perfect condition. Ship by express service to USA, Canada, Australia, France, Italy, UK, Germany and Netherland. Customer satisfaction our priority. Bookseller Inventory # ABE-010412-72893

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 103.92
Convert Currency

Add to Basket

Shipping: FREE
From India to U.S.A.
Destination, Rates & Speeds

There are more copies of this book

View all search results for this book