عنوان

Professional financial computing using Excel and VBA /

0470824395 (hbk.)

9780470824399 (hbk.)

dltt

Professional financial computing using Excel and VBA /

[Book]

Humphrey K.K. Tung, Donny C.F. Lai, and Michael C.S. Wong ; with Stephen Ng

Hoboken, NJ :

Wiley,

2010

ix, 353 p. :

ill. ;

24 cm. +

1 CD-ROM (4 3/4 in.)

[Wiley finance]

Series statement from jacket

Includes bibliographical references and index

Professional Financial Computing Using Excel and VBA is an admirable exposition that bridges the theoretical underpinnings of financial engineering and its application which usually appears as a "black-box" software application. The book opens the black-box and reveals the architecture of risk-modeling and financial engineer based on industry-standard stochastic models by utilizing Excel and VBA functionality to create a robust practical modeling tool-kit. Financial engineering professionals who purchase this book will have a jump start advantage for their customized financial engineering and modeling needs.-Dr. Cameron Wicentowich, Vice President, Treasury Analytics, Canadian Imperial Bank of Commerce (CIBC) Spreadsheet modeling for finance has become a standard course in the curriculum of many Quantitative Finance programs since the Excel-based Visual Basic programming is now widely used in constructing optimal portfolios, pricing structured products and managing risks. Professional Financial Computing Using Excel and VBA is written by a unique team of finance, physics and computer academics and practitioners. It good reference for those who are studying for a Masters degree in Financial Engineering and Risk Management It can also be useful for financial engineers to jump-start a project on designing structured products, modeling interest term structure or credit risks.-Dr. Jin Zhang, Director of Master of Finance Program and Associate Professor The University of Hong Kong Excel has been one of the most powerful tools for financial planning and computing over the last few years. Most users utilize a fraction of its capabilities. One of the reasons is the limited availability of books that cover the advanced features of Excel for Finance. Professional Financial Computing Using Excel and VBA goes extra mile and deals with the Excel tools many professionals call for. This book is a must for professionals or students dealing with financial engineering, financial risk management, computational finance or mathematical finance. I loved the way the authors covered the material using real life, hands-on examples.-Dr. Isaac Gottlieb, Temple University, Author, Next Generation Excel: Modeling in Excel for Analysts and MBAs Too often books on financial computing provide only quick and Dry implementations of financial models that have very little use in real world applications. Professional Financial Computing Using excel and VBA aims to provide real world implementations of financial models that are robust, reusabel, and flexible. The book covers a wide range of financial models in the areas of derivatives pricings, market and credit risk modeling as well as advanced interest rate modeling. Each of the chapters on model implementations starts with a review on all the necessary financial theory and concepts from a practitioner's perspective Step by step instructions on the implementation are then provided In the programming techniques involved for models with different complexities. Alternative approaches are also discussed to offer readers a comprehensive standing of different techniques the appendices provide an in-depth look at how to implement financial models using both Excel 2007 and VBA, and to discuss the essential programming practices and skills in structuring complex financial models through advanced VBA Features This book is designed for self-study, reference, and classroom use for graduate programs in financial engineering and computing. All Excel and VBA codes illustrated in the book are included in the enclosed CD.

Professional financial computing using Excel & VBA

Microsoft Excel (Computer file)

Microsoft Visual Basic for applications

Finance-- Data processing

Tung, Humphrey K. K., (Humphrey Kwong Kwai)

Lai, Donny C. F

Wong, Michael C. S., (Michael Chak Sham)

20110406081230.0

[Book]

Y