Advanced modelling in finance using Excel and VBA

Jackson, Mary; Staunton, Mike

ISBN 10: 0471499226 / ISBN 13: 9780471499220

Published by Wiley, 2001

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Bibliographic Details

• Title: Advanced modelling in finance using Excel and VBA
• Publisher: Wiley
• Publication Date: 2001
• Language: English
• ISBN 10: 0471499226
• ISBN 13: 9780471499220
• Binding: Hardcover
• Condition: New

About this title

Synopsis

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.

About the Author

MARY JACKSON and MIKE STAUNTON have worked together teaching spreadsheet modelling to both graduate students and practitioners since 1985.

MARY JACKSON was Assistant Professor of Decision Sciences at London Business School. She is author of three previous books for John Wiley & Sons: Understanding Expert Systems (1992), Advanced Spreadsheet Modelling (1988) and Creative Modelling (1985).

MIKE STAUNTON 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 Millennium Book II: 101 Years of Investment Returns (2001) and The Millennium Book: A Century of Investment Returns (2000).