Advanced Modelling in Finance using Excel and VBA (The Wiley Finance Series) (英語) ハードカバー – 2001/5/30
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This new and unique book demonstrates that Excel and VBA can playan important role in the explanation and implementation ofnumerical methods across finance. Advanced Modelling in Financeprovides a comprehensive look at equities, options on equities andoptions on bonds from the early 1950s to the late 1990s.
The book adopts a step-by-step approach to understanding themore sophisticated aspects of Excel macros and VBA programming,showing how these programming techniques can be used to model andmanipulate financial data, as applied to equities, bonds andoptions. The book is essential for financial practitioners who needto develop their financial modelling skill sets as there is anincrease in the need to analyse and develop ever more complex 'whatif' scenarios.
- Specifically applies Excel and VBA to the financialmarkets
- Packaged with a CD containing the software from the examplesthroughout the book
Note: CD-ROM/DVD and other supplementary materials arenot included as part of eBook file.
We only use macros where VBA functions cannot be used (such as for charts and Solver). For everything else, the spreadsheets are complemented with scores of VBA user-defined functions that do everything up to and including solving for eigenvalues and option valuation using binomial trees with thousands of steps. In particular, chapter 12 uses simulation to value options and the asociated VBA user-defined functions include both antithetic-variate and quasi-random numbers (with not a macro in sight)商品の説明をすべて表示する