DMCA. Copyrighted Work that you can Claim.
Base have 223 081 books.
Search: 


📙 Professional Financial Computing Using Excel and VBA by Humphrey K. K. Tung, Donny C. F. Lai, Michael C. S. Wong, Stephen NG(auth.) — free download


"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 engineering based on industry-standard stochastic models by utilizing Excel and VBA functionality to create a robust and practical modeling tool-kit. Financial engineering professionals who purchase this book will have a jumpstart 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 is a 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 the 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 MBAsContent:
Chapter 1 Financial Engineering and Computing (pages 1–7):
Chapter 2 The GARCH(1,1) Model (pages 9–20):
Chapter 3 Finite Difference Methods (pages 21–36):
Chapter 4 Portfolio Mean?Variance Optimization (pages 37–57):
Chapter 5 Newton–Raphson Method (pages 59–66):
Chapter 6 Yield Curve Construction Using Cubic Spline (pages 67–84):
Chapter 7 Binomial Option Pricing Model (pages 85–93):
Chapter 8 The Black–Derman–Toy Model (pages 95–108):
Chapter 9 Monte Carlo Option Pricing (pages 109–142):
Chapter 10 Portfolio Value?at?Risk (pages 143–187):
Chapter 11 The Hull–White Model (pages 189–220):
Chapter 12 CreditMetrics Model (pages 221–241):
Chapter 13 KMV–Merton Model (pages 243–254):

About book:

About file:

  • File size: 6 409 874
  • Format: pdf


Security code:
Download button

Similar books results


Microsoft Excel VBA Professional Projects
Microsoft Excel VBA Professional Projects free download by Duane Birnbaum

Microsoft Excel VBA Professional Projects illustrates and teaches intermediate to advanced techniques in VBA programming using Microsoft's Excel spreadsheet application. It provides an introduction to VBA and Excel VBA before proceeding through four to fi...

Credit Risk Modeling using Excel and VBA
Credit Risk Modeling using Excel and VBA free pdf by Loeffler, Gunther; Posch, Peter N

In today's increasingly competitive financial world, successful risk management, portfolio management, and financial structuring demand more than up-to-date financial know-how. They also call for quantitative expertise, including the ability to effectivel...

Microsoft Excel VBA Programming for the Absolute Beginner
Microsoft Excel VBA Programming for the Absolute Beginner free epub by Birnbaum D.

If you are new to programming with Microsoft Excel VBA and are looking for a solid introduction, this is the book for you. Developed by computer science professors, books in the "for the absolute beginner" series teach the principles of programming throug...

How to Use Excel in Analytical Chemistry and in General Scientific Data Analysis
How to Use Excel in Analytical Chemistry and in General Scientific Data Analysis pdf free by Robert de Levie

Spreadsheets provide one of the most easily learned routes to scientific computing. This book uses Excel®, the most powerful spreadsheet available, to explore and solve problems in general and chemical data analysis. It follows the usual sequence of colle...

Charts and Graphs for Microsoft(R) Office Excel 2007 (Business Solutions)
Charts and Graphs for Microsoft(R) Office Excel 2007 (Business Solutions) free epub by Bill Jelen

It is easy to create a bad looking chart in Excel. This book teaches you how to unlock the beautiful formatting options available to make incredible looking charts. The first section will talk about how to decide which chart type to use. Subsequent cha...

Intermediate Structured Finance Modeling, with Website: Leveraging Excel, VBA, Access, and Powerpoint
Intermediate Structured Finance Modeling, with Website: Leveraging Excel, VBA, Access, and Powerpoint epub download by William Preinitz, Matthew Niedermaier

This book is written for financial analysts who have a working knowledge of Excel and VBA and who wish to enhance their marketability by improving their modeling expertise.  The goal of the book is to broaden the reader’s VBA skills and at the same time t...

Excel VBA 24-Hour Trainer, 2nd Edition
Excel VBA 24-Hour Trainer, 2nd Edition free epub by Tom Urtis

Excel VBA 24-Hour Trainer, 2nd Edition is the quick-start guide to getting more out of Excel, using Visual Basic for Applications. This unique book/video package has been updated with fifteen new advanced video lessons, providing a total of eleven hours o...

Parallel Computing Using Optical Interconnections
Parallel Computing Using Optical Interconnections epub download by Keqin Li, Yi Pan, Si-Qing Zheng

Advances in optical technologies have made it possible to implement optical interconnections in future massively parallel processing systems. Photons are non-charged particles, and do not naturally interact. Consequently, there are many desirable characte...

Excel VBA Macro Programming
Excel VBA Macro Programming free download by Richard Shepherd

Make Excel work harder and faster for you. This unique book presents sample code for more than twenty practical, high-powered Excel VBA macro applications. You'll get all the essentials of VBA, and then explore ways to power Excel with VBA. Automate tasks...

  Deploying Visual FoxPro Solutions
Deploying Visual FoxPro Solutions pdf free by Rick Schummer, Rick Borup, Jacci Adams

Ship it! Music to your ears or words that cause a cold sweat as you realize you now need to deploy the solution you have worked on for so long? Have you planned the deployment? Do you have the proper language in your contract with your customer? Do you ha...

Der Weg zum GlĂĽck. Sinn im Leben finden.

Der glĂĽckliche Tod. (Cahiers Albert Camus 1).

Derivations: Exploring the Dynamics of Syntax (Routledge Leadinglinguists)
Derivations: Exploring the Dynamics of Syntax (Routledge Leadinglinguists) free epub by Juan Uriagereka

Derivations draws together some of the most influential work of one of the world's leading syntactitians, Juan Uriagekera. These essays provide several empirical analyses and technical solutions within the Minimalist Program. The book persues a naturalist...

Der Frauengesundheitscode: Typische Beschwerden und die beste Art, sie zu verhindern

Depression and Suicide. Aspects Medicaux, Psychologiques et Socio-Culturels

Depth Perception Through Motion
Depth Perception Through Motion free epub by Myron L. Braunstein, Edward C. Carterette and Morton P. Friedman (Auth.)

Depoliticising Migration: Global Governance and International Migration Narratives

Deploying with JRuby: Deliver Scalable Web Apps using the JVM
Deploying with JRuby: Deliver Scalable Web Apps using the JVM free pdf by Joe Kutner

JRuby deployments have fewer moving parts and consume less memory than traditional Ruby deployments, but to deploy your apps on the JVM, you need to learn some new approaches. This book introduces you to three JRuby deployment strategies that will give yo...

Deploying Rails: Automate, Deploy, Scale, Maintain, and Sleep at Night
Deploying Rails: Automate, Deploy, Scale, Maintain, and Sleep at Night free epub by Tom Copeland, Anthony Burns

Deploying Rails takes you on a expertly guided tour of the current best practices in Rails deployment and management. You'll find in-depth explanations on effectively running a Rails app by leveraging popular open source tools such as Puppet, Capistrano, ...