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20111102.0 |
| 008 |
110621s2010 si eng |
| 020 |
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|a 0470824395 (hardback: alk. paper)
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| 020 |
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|a 9780470824399 (hardback: alk. paper)
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| 050 |
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|a HG173
|b .T86 2010
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| 090 |
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|a HG173
|b .T86 2010
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| 100 |
1 |
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|a Tung, Humphrey K. K. ,
|e author
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| 245 |
1 |
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|a Professional financial computing using Excel and VBA
|c Humphrey K.K. Tung, Donny C.F. Lai, and Michael C.S. Wong ; with Stephen Ng
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| 246 |
3 |
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|a Professional financial computing using Excel & VBA
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| 260 |
|
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|a Singapore ;
|a Hoboken, New Jersey :
|b John Wiley & Sons ,
|c c2010
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| 300 |
|
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|a ix, 353 p. :
|b ill. ;
|c 24 cm.
|e 1 CD-ROM (4 3/4 in.)
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| 490 |
1 |
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|a Wiley Finance
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| 500 |
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|a Series statement from jacket
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| 504 |
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|a Includes bibliographical references and index
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| 505 |
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|a 1. Financial engineering and computing -- 2. The GARCH(1,1) model -- 3. Finite difference methods -- 4. Portfolio mean-variance optimization -- 5. Newton-Raphson method -- 6. Yield curve construction using cubic spline -- 7. Binomial option pricing model -- 8. The black-derman-toy model -- 9. Monte Carlo option pricing -- 10. Portfolio value-at-risk -- 11. The hull-white model -- 12. Credit Metrics model -- 13. KMV-Merton model
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| 520 |
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|a Often financial computing guidebooks provide only quick-and-dirty implementations of financial models, rarely related to real-world applications. Professional Financial Computing Using Excel and VBA provides reusable, flexible, real-world implementations of financial models
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| 630 |
0 |
0 |
|a Microsoft Excel (Computer file)
|
| 630 |
0 |
0 |
|a Microsoft Visual Basic for applications
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| 650 |
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0 |
|a Finance
|x Data processing
|
| 700 |
1 |
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|a Lai, Donny C. F ,
|e author
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| 700 |
1 |
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|a Wong, Michael C. S. [
|q (Michael Chak Sham)] ,
|e author
|
| 999 |
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|a 1000140816
|b Book
|c OPEN SHELF (30 DAYS)
|e Gong Badak Campus
|
| 999 |
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|a 1000142036
|b CD-ROM
|c Close Access
|e Gong Badak Campus
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