rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Professional financial computing using Excel and VBA
  title info:
    title: Professional financial computing using Excel & VBA
  name:
    name part: Tung, Humphrey K. K.
    role:
      role term: creator
    role:
      role term: author
  name:
    name part: Lai, Donny C. F
    role:
      role term: author
  name:
    name part: Wong, Michael C. S. [ (Michael Chak Sham)]
    role:
      role term: author
  type of resource: text
  origin info:
    place:
      place term: si
    place:
      place term: Singapore
    place:
      place term: Hoboken, New Jersey
    publisher: John Wiley & Sons
    date issued: c2010
    date issued: 2010
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: print
    extent: ix, 353 p. : ill. ; 24 cm. 1 CD-ROM (4 3/4 in.)
  abstract: 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
  table of contents: 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
  note: Humphrey K.K. Tung, Donny C.F. Lai, and Michael C.S. Wong ; with Stephen Ng
  note: Series statement from jacket
  note: Includes bibliographical references and index
  subject:
    title info:
      title: Microsoft Excel (Computer file)
  subject:
    title info:
      title: Microsoft Visual Basic for applications
  subject:
    topic: Finance
    topic: Data processing
  classification: HG173 .T86 2010
  identifier: 0470824395 (hardback: alk. paper)
  identifier: 9780470824399 (hardback: alk. paper)
  record info:
    record creation date: 110621
    record change date: 20111102093000.0
    record identifier: 0000074557