Advanced Modelling in Finance using Excel and VBA

Advanced Modelling in Finance using Excel and VBA book cover

Advanced Modelling in Finance using Excel and VBA

Author(s): Mary Jackson (Author), Mike Staunton (Author)

  • Publisher: Wiley
  • Publication Date: June 15, 2001
  • Edition: 1st
  • Language: English
  • Print length: 288 pages
  • ISBN-10: 0471499226
  • ISBN-13: 9780471499220

Book Description

This new and unique book demonstrates that Excel and VBA can play an important role in the explanation and implementation of numerical methods across finance. Advanced Modelling in Finance provides a comprehensive look at equities, options on equities and options on bonds from the early 1950s to the late 1990s.

The book adopts a step-by-step approach to understanding the more sophisticated aspects of Excel macros and VBA programming, showing how these programming techniques can be used to model and manipulate financial data, as applied to equities, bonds and options. The book is essential for financial practitioners who need to develop their financial modelling skill sets as there is an increase in the need to analyse and develop ever more complex ‘what if’ scenarios.

  • Specifically applies Excel and VBA to the financial markets
  • Packaged with a CD containing the software from the examples throughout the book

Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file.

Editorial Reviews

Review

No. 4 bestseller in ‘General Finance’ (erivativesreview.com, December 2001)

From the Inside Flap

Advanced modelling in finance using Excel and VBA

This unique book demonstrates that Excel and VBA can play an important role in the explanation and implementation of numerical methods across finance. It takes a comprehensive look at equities, options on equities and options on bonds from the early 1950s to the late 1990s. Each area contains both standard material and more advanced topics.

All models are developed fully in both spreadsheets, bringing clarity to teaching in finance, and user-defined functions in VBA, giving a ready-made library of portable functions that can be used in Excel.

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