Advanced Modelling in Finance Using Excel and VBA
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Title: Advanced Modelling in Finance Using Excel and VBA <>Binding: Paperback <>Author: Jackson, Mary <>Publisher: Wiley
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Top Customer Reviews
It's probably best to compare it to Beninga's „Financial Modelling". It differs in many ways though. It's more compact (250 pages instead of 600), with less detailed explanations, leaves Corporate Finance completely out, and covers fewer topics but to a more advanced step.
The book deserves definitely „advanced", since the equity section was developed for an MBA elective at London Business School. The parts on options and bonds compromise a course for the MSc in Mathematical Trading & Finance at City University Business School.
Standard material covered: porfolio theory and efficient frontiers / the CAPM, beta and covariance matrices / performance measurement / the Black & Scholes formula / binomial trees for equity and bond options / Monte Carlo simulation / bond yield-to-maturity, duration and convexity / term structure models from Vasicek and Cox, Ingersoll and Ross.
Advanced topics: value at risk / style analysis / an improved binomial tree (Leisen&Refmer) / quasi Monte Carlo simulation / volatility smiles / Black, Derman & Toy trees / normal interest rate trees.
Most Recent Customer Reviews
Although its title is "advanced" modelling in finance using Excel and VBA, I think a more appropriate name for this book would be "beginner to intermediate" , as many advanced... Read morePublished on 30 April 2012 by Junior