Advanced Modelling in Finance using Excel and VBA (eBook)

MARY JACKSON and MIKE STAUNTON have worked together teaching spreadsheet modelling to both graduate students and practitioners since 1985. MARY JACKSON was Assistant Professor of Decision Sciences at London Business School. She is author of three previous books for John Wiley & Sons: Understanding Expert Systems (1992), Advanced Spreadsheet Modelling (1988) and Creative Modelling (1985). MIKE STAUNTON is Visiting Lecturer in Numerical Methods at City University Business School and Director of the London Share Price Datbase at London Business School. He is coauthor, with Elroy Dimson and Paul Marsh, of Millennium Book II: 101 Years of Investment Returns (2001) and The Millennium Book: A Century of Investment Returns (2000).

Preface.

Acknowledgements.

Introduction.

ADVANCED MODELLING IN EXCEL.

Advanced Excel Functions and Procedures.

Introduction to VBA.

Writing VBA User-Defined Functions.

EQUITIES.

Introduction to Equities.

Portfolio Optimisation.

Asset Pricing.

Performance Measurement and Attribution.

OPTIONS ON EQUITIES.

Introduction to Options on Equities.

Binomial Trees.

The Black--Scholes Formula.

Other Numerical Methods for European Options.

Non-Normal Distributions and Implied Volatility.

OPTIONS ON BONDS.

Introduction to Valuing Options on Bonds.

Interest Rate Models.

Matching the Term Structure.

Appendix: Other VBA Functions.

Index.

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