Professional financial computing using Excel and VBA

Professional financial computing using Excel and VBA

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

Bibliographic Details
Main Authors: Tung, Humphrey K. K. (Author), Lai, Donny C. F (Author), Wong, Michael C. S. [ (Michael Chak Sham)] (Author)
Format: Book
Language:English
Published: Singapore ; Hoboken, New Jersey : John Wiley & Sons , c2010
Series:Wiley Finance
Subjects:
Microsoft Excel (Computer file)
Microsoft Visual Basic for applications
Finance > Data processing
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

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