VBA for Modelers
Author : S. Christian Albright
Publisher :
Page : 681 pages
File Size : 38,32 MB
Release : 2007
Category : Decision support systems
ISBN : 9780495106852
Advanced Modelling in Finance using Excel and VBA
Author : Mary Jackson
Publisher : John Wiley & Sons
Page : 278 pages
File Size : 26,11 MB
Release : 2006-08-30
Category : Business & Economics
ISBN : 0470061669
Book Description
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.
Financial Analysis and Modeling Using Excel and VBA
Author : Chandan Sengupta
Publisher : John Wiley & Sons
Page : 822 pages
File Size : 26,46 MB
Release : 2009-11-09
Category : Business & Economics
ISBN : 047027560X
Book Description
An updated look at the theory and practice of financial analysis and modeling Financial Analysis and Modeling Using Excel and VBA, Second Edition presents a comprehensive approach to analyzing financial problems and developing simple to sophisticated financial models in all major areas of finance using Excel 2007 and VBA (as well as earlier versions of both). This expanded and fully updated guide reviews all the necessary financial theory and concepts, and walks you through a wide range of real-world financial problems and models that you can learn from, use for practice, and easily adapt for work and classroom use. A companion website includes several useful modeling tools and fully working versions of all the models discussed in the book. Teaches financial analysis and modeling and illustrates advanced features of Excel and VBA, using a learn-by-doing approach Contains detailed coverage of the powerful features of Excel 2007 essential for financial analysis and modeling, such as the Ribbon interface, PivotTables, data analysis, and statistical analysis Other titles by Sengupta: Financial Modeling Using C++ and The Only Proven Road to Investment Success Designed for self-study, classroom use, and reference This comprehensive guide is an essential read for anyone who has to perform financial analysis or understand and implement financial models.
Structured Finance Modeling with Object-Oriented VBA
Author : Evan Tick
Publisher : John Wiley & Sons
Page : 278 pages
File Size : 19,68 MB
Release : 2011-07-28
Category : Business & Economics
ISBN : 1118160665
Book Description
A detailed look at how object-oriented VBA should be used to model complex financial structures This guide helps readers overcome the difficult task of modeling complex financial structures and bridges the gap between professional C++/Java programmers writing production models and front-office analysts building Excel spreadsheet models. It reveals how to model financial structures using object-oriented VBA in an Excel environment, allowing desk-based analysts to quickly produce flexible and robust models. Filled with in-depth insight and expert advice, it skillfully illustrates the art of object-oriented programming for the explicit purpose of modeling structured products. Residential mortgage securitization is used as a unifying example throughout the text.
Credit Risk Modeling using Excel and VBA
Author : Gunter Löeffler
Publisher : Wiley
Page : 280 pages
File Size : 47,53 MB
Release : 2007-06-05
Category : Business & Economics
ISBN : 9780470031575
Book Description
In today's increasingly competitive financial world, successful risk management, portfolio management, and financial structuring demand more than up-to-date financial know-how. They also call for quantitative expertise, including the ability to effectively apply mathematical modeling tools and techniques, in this case credit. Credit Risk Modeling using Excel and VBA with DVD provides practitioners with a hands on introduction to credit risk modeling. Instead of just presenting analytical methods it shows how to implement them using Excel and VBA, in addition to a detailed description in the text a DVD guides readers step by step through the implementation. The authors begin by showing how to use option theoretic and statistical models to estimate a borrowers default risk. The second half of the book is devoted to credit portfolio risk. The authors guide readers through the implementation of a credit risk model, show how portfolio models can be validated or used to access structured credit products like CDO’s. The final chapters address modeling issues associated with the new Basel Accord.
VBA for Modelers: Developing Decision Support Systems with Microsoft Office Excel
Author : S. Christian Albright
Publisher : Cengage Learning
Page : 736 pages
File Size : 15,35 MB
Release : 2015-04-13
Category : Business & Economics
ISBN : 9781285869612
Book Description
Today’s learners master both basic and advanced skills in Visual Basic for Applications (VBA), the programming language for Microsoft Office, with this essential tool. Albright’s VBA FOR MODELERS: DEVELOPING DECISION SUPPORT SYSTEMS WITH MICROSOFT OFFICE EXCEL, 5E teaches how to automate common spreadsheet tasks as well as create the sophisticated management science applications needed in business today. The first half of the book introduces readers to the fundamentals of VBA for Excel. The second half of the book puts knowledge into action as it illustrates how to automate a number of management science models using VBA. Students learn to develop clean code and user-friendly interfaces for inputs and results. A new section familiarizes readers with PowerPivot and the new Excel Data Model. Novices as well as more experienced professionals will find the skills and background they need to maximize their VBA skills. Important Notice: Media content referenced within the product description or the product text may not be available in the ebook version.
VBA for Modelers: Developing Decision Support Systems with Microsoft Office Excel
Author : S. Albright
Publisher : Cengage Learning
Page : 0 pages
File Size : 12,61 MB
Release : 2009-08-04
Category : Business & Economics
ISBN : 9781439079843
Book Description
Chris Albright’s PKG VBA FOR MODELERS + PAC is an essential tool for helping students learn to use Visual Basic for Applications (VBA) as a means to automate common spreadsheet tasks, as well as to create sophisticated management science applications. VBA is the programming language for Microsoft Office. PKG VBA FOR MODELERS + PAC contains two parts. The first part teaches students the essentials of VBA for Excel. The second part illustrates how a number of management science models can be automated with VBA. From a user’s standpoint, these applications hide the details of the management science techniques and instead present a simple user interface for inputs and results. Important Notice: Media content referenced within the product description or the product text may not be available in the ebook version.
Financial Modeling Using Excel and VBA
Author : Chandan Sengupta
Publisher : John Wiley & Sons
Page : 670 pages
File Size : 27,65 MB
Release : 2004-04-01
Category : Business & Economics
ISBN : 0471651095
Book Description
Comprehensive instruction on developing real-world financial models This book, designed for self-study, classroom use, and reference, presents a com-prehensive approach to developing simple to sophisticated financial models in all major areas of finance. The approach is based on the author's 20 years of experience of developing such models in the business world and teaching a popular MBA class in financial modeling. The book assumes only basic knowledge of Excel and teaches all advanced features of Excel and VBA from scratch using a unique simple method. A companion CD includes all working versions of all the models presented in the book and additional useful reference material.
Credit Risk Modeling using Excel and VBA
Author : Gunter Löeffler
Publisher : John Wiley & Sons
Page : 372 pages
File Size : 45,47 MB
Release : 2011-01-31
Category : Business & Economics
ISBN : 0470660929
Book Description
It is common to blame the inadequacy of credit risk models for the fact that the financial crisis has caught many market participants by surprise. On closer inspection, though, it often appears that market participants failed to understand or to use the models correctly. The recent events therefore do not invalidate traditional credit risk modeling as described in the first edition of the book. A second edition is timely, however, because the first dealt relatively briefly with instruments featuring prominently in the crisis (CDSs and CDOs). In addition to expanding the coverage of these instruments, the book will focus on modeling aspects which were of particular relevance in the financial crisis (e.g. estimation error) and demonstrate the usefulness of credit risk modelling through case studies. This book provides practitioners and students with an intuitive, hands-on introduction to modern credit risk modelling. Every chapter starts with an explanation of the methodology and then the authors take the reader step by step through the implementation of the methods in Excel and VBA. They focus specifically on risk management issues and cover default probability estimation (scoring, structural models, and transition matrices), correlation and portfolio analysis, validation, as well as credit default swaps and structured finance. The book has an accompanying website, https://creditriskmodeling.wordpress.com/, which has been specially updated for this Second Edition and contains slides and exercises for lecturers.
Modeling Risk
Author : Johnathan Mun
Publisher : John Wiley & Sons
Page : 626 pages
File Size : 10,92 MB
Release : 2006-07-21
Category : Business & Economics
ISBN : 0470009772
Book Description
This completely revised and updated edition of Applied Risk Analysis includes new case studies in modeling risk and uncertainty as well as a new risk analysis CD-ROM prepared by Dr. Mun. On the CD-ROM you'll find his Risk Simulator and Real Options Super Lattice Solver software as well as many useful spreadsheet models. "Johnathan Mun's book is a sparkling jewel in my finance library. Mun demonstrates a deep understanding of the underlying mathematical theory in his ability to reduce complex concepts to lucid explanations and applications. For this reason, he's my favorite writer in this field." —Janet Tavakoli, President, Tavakoli Structured Finance, Inc. and author of Collateralized Debt Obligations and Structured Finance "A must-read for product portfolio managers . . . it captures the risk exposure of strategic investments, and provides management with estimates of potential outcomes and options for risk mitigation." —Rafael E. Gutierrez, Executive Director of Strategic Marketing and Planning, Seagate Technology, Inc. "Once again, Dr. Mun has created a 'must-have, must-read' book for anyone interested in the practical application of risk analysis. Other books speak in academic generalities, or focus on one area of risk application. [This book] gets to the heart of the matter with applications for every area of risk analysis. You have a real option to buy almost any book?you should exercise your option and get this one!" —Glenn Kautt, MBA, CFP, EA, President and Chairman, The Monitor Group, Inc. Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file.
