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Professional Financial Comp...

Professional Financial Computing Using Excel and VBA

Tung, Humphrey K. K. (Humphrey Kwong Kwai)

John Wiley & Sons (Asia) 2010

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 engineerin

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monografia Rebiun24130456 https://catalogo.rebiun.org/rebiun/record/Rebiun24130456 m o d cr cnu---unuuu 120102s2010 si a ob 001 0 eng d 2010281187 752384920 773669830 778620581 784124273 816882095 839335280 852506326 961684665 962615512 965973893 988474519 992031951 992857977 1037753158 1038578790 1055400446 1066449548 1081240417 9781118179062 electronic bk.) 1118179064 electronic bk.) 9781118390405 electronic bk.) 1118390407 electronic bk.) 9780470824399 cloth) 0470824395 cloth) 1283401509 9781283401500 9786613401502 10.1002/9781118390405 Wiley InterScience http://www3.interscience.wiley.com EBLCP eng pn EBLCP OCLCQ YDXCP N$T DG1 CDX E7B OCLCQ OCLCO OCLCQ DEBSZ OCLCF OCLCA OCLCE OCLCQ UKDOC IDEBK OCLCQ DEBBG OCLCQ COO NLGGC OCLCQ AZK DG1 LOA DG1 MOR LIP PIFAG ZCU OCLCQ MERUC OCLCQ OCLCO NJR OCLCQ OCLCO STF WRM ICG VT2 OCLCQ OCLCO WYU DKC OCLCQ dlr BUS 036000 bisacsh KFF bicssc Tung, Humphrey K. K. Humphrey Kwong Kwai) Professional Financial Computing Using Excel and VBA Humphrey K.K. Tung, Donny C.F. Lai, and Michael C.S. Wong ; with Stephen Ng Singapore John Wiley & Sons (Asia) 2010 Singapore Singapore John Wiley & Sons (Asia) 1 online resource illustrations 1 online resource Text txt rdacontent computer c rdamedia online resource cr rdacarrier [Wiley finance] Includes index APPENDIX C: VBA Debugging Tools Includes bibliographical references and index Professional Financial Computing Using Excel & VBA; Contents; Preface; CHAPTER 1: Financial Engineering and Computing; 1.1 Financial Engineering and Spreadsheet Modeling; 1.2 Lehman Brothers' Products for Retail Investors; 1.3 Risk Management and Basel II; 1.4 About the Book; 1.5. Chapter Highlights; 1.6 Other Remarks; CHAPTER 2: The GARCH(1,1) Model; 2.1. The Model; 2.2. Excel Implementation; 2.3. Excel Plus VBA Implementation; CHAPTER 3: Finite Difference Methods; 3.1. Difference Equations; 3.2. Excel Implementation; 3.3. VBA Implementation; 3.4. Crank-Nicholson Scheme CHAPTER 4: Portfolio Mean-Variance Optimization4.1. Portfolio Selection; 4.2. Excel Implementation; 4.3. Excel Plus VBA Implementation; CHAPTER 5: Newton-Raphson Method; 5.1. Newton-Raphson Method for Systems of Equations; 5.2. VBA Routine; CHAPTER 6: Yield Curve Construction Using Cubic Spline; 6.1. Cubic Spline Interpolation; 6.2. Yield Curve Construction; 6.3. Excel Plus VBA Implementation; CHAPTER 8.1. The Term Structure Model and the Black-Derman-Toy Tree8.2. Excel Plus VBA Implementation; CHAPTER 9: Monte Carlo Option Pricing; 9.1. TheMonte Carlo Method; 9.2. Risk-Neutral Valuation; 9.3. VBA Implementation; 9.4. Exotic Options; 9.5. American Options; CHAPTER 10: Portfolio Value-at-Risk; 10.1. Portfolio Risk Simulation; 10.2. Monte Carlo Simulation for Multiple-Asset Portfolios; 10.3. Historical Simulation for Multiple-Asset Portfolios; 10.4. VBA Implementation of Portfolio Risk Simulation; 10.5. Drill Down of Portfolio Risk; CHAPTER 11: The Hull-White Model 11.1. Hull-White Trinomial Tree11.2. Excel Plus VBA Implementation; 11.3. The General Hull-White Model; 11.4. Implementation of the General Hull-White Model; CHAPTER 12: CreditMetrics Model; 12.1. The CreditMetrics Model; 12.2. Individual (Segregate) Asset Valuation Framework; 12.3 Monte Carlo Simulation in Detail; 12.4. Excel and VBA Implementation; CHAPTER 13: KMV-Merton Model; 13.1. KMV-Merton Model of Credit Risk; 13.2. Excel and VBA Implementation; APPENDIX A: VBA Programming; A.1 Introduction; A.2 A Brief History of VBA; A.3 Essential Excel Elements for VBA; A.3.1 Excel Cell Reference A.3.2 Excel Defined NamesA. 3.3 Excel Worksheet Functions; A.4 The VBA Development Environment (VBE); A.4.1 The Developer Tab in the Ribbon; A.4.2 The Windows of VBE; A.4.3 The Project Explorer; A.4.4 The VBA Project Structure; A.4.5 The Procedure to Create a VBA Subroutine; A.4.6 The Procedure to Create a VBA Function; A.5 Basic VBA Programming Concepts; A.5.1 Variables and Data Types; A.5.2 Declaration and Assignment Statements; A.5.3 Flow Control Statements; A.6 VBA Arrays; A.7 Using Worksheet Matrix Functions in VBA; A.8 Summary; APPENDIX Use copy. Restrictions unspecified star. MiAaHDL 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 engineerin Electronic reproduction. [S.l.] HathiTrust Digital Library 2011. MiAaHDL Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. http://purl.oclc.org/DLF/benchrepro0212 MiAaHDL digitized 2011 HathiTrust Digital Library committed to preserve pda MiAaHDL Microsoft Excel (Computer file) Microsoft Visual Basic for applications Microsoft Excel (Computer file) Microsoft Visual Basic for applications. Finance, Personal- Computer programs BUSINESS & ECONOMICS- Investments & Securities- General Finance, Personal- Computer programs Electronic books Electronic book Print version Tung, Humphrey K.K. (Humphrey Kwong Kwai). Professional financial computing using Excel and VBA. Singapore : Wiley, 2010 9780470824399 (OCoLC)773669830 Wiley finance series

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monografia Rebiun24130456 https://catalogo.rebiun.org/rebiun/record/Rebiun24130456 m o d cr cnu---unuuu 120102s2010 si a ob 001 0 eng d 2010281187 752384920 773669830 778620581 784124273 816882095 839335280 852506326 961684665 962615512 965973893 988474519 992031951 992857977 1037753158 1038578790 1055400446 1066449548 1081240417 9781118179062 electronic bk.) 1118179064 electronic bk.) 9781118390405 electronic bk.) 1118390407 electronic bk.) 9780470824399 cloth) 0470824395 cloth) 1283401509 9781283401500 9786613401502 10.1002/9781118390405 Wiley InterScience http://www3.interscience.wiley.com EBLCP eng pn EBLCP OCLCQ YDXCP N$T DG1 CDX E7B OCLCQ OCLCO OCLCQ DEBSZ OCLCF OCLCA OCLCE OCLCQ UKDOC IDEBK OCLCQ DEBBG OCLCQ COO NLGGC OCLCQ AZK DG1 LOA DG1 MOR LIP PIFAG ZCU OCLCQ MERUC OCLCQ OCLCO NJR OCLCQ OCLCO STF WRM ICG VT2 OCLCQ OCLCO WYU DKC OCLCQ dlr BUS 036000 bisacsh KFF bicssc Tung, Humphrey K. K. Humphrey Kwong Kwai) Professional Financial Computing Using Excel and VBA Humphrey K.K. Tung, Donny C.F. Lai, and Michael C.S. Wong ; with Stephen Ng Singapore John Wiley & Sons (Asia) 2010 Singapore Singapore John Wiley & Sons (Asia) 1 online resource illustrations 1 online resource Text txt rdacontent computer c rdamedia online resource cr rdacarrier [Wiley finance] Includes index APPENDIX C: VBA Debugging Tools Includes bibliographical references and index Professional Financial Computing Using Excel & VBA; Contents; Preface; CHAPTER 1: Financial Engineering and Computing; 1.1 Financial Engineering and Spreadsheet Modeling; 1.2 Lehman Brothers' Products for Retail Investors; 1.3 Risk Management and Basel II; 1.4 About the Book; 1.5. Chapter Highlights; 1.6 Other Remarks; CHAPTER 2: The GARCH(1,1) Model; 2.1. The Model; 2.2. Excel Implementation; 2.3. Excel Plus VBA Implementation; CHAPTER 3: Finite Difference Methods; 3.1. Difference Equations; 3.2. Excel Implementation; 3.3. VBA Implementation; 3.4. Crank-Nicholson Scheme CHAPTER 4: Portfolio Mean-Variance Optimization4.1. Portfolio Selection; 4.2. Excel Implementation; 4.3. Excel Plus VBA Implementation; CHAPTER 5: Newton-Raphson Method; 5.1. Newton-Raphson Method for Systems of Equations; 5.2. VBA Routine; CHAPTER 6: Yield Curve Construction Using Cubic Spline; 6.1. Cubic Spline Interpolation; 6.2. Yield Curve Construction; 6.3. Excel Plus VBA Implementation; CHAPTER 8.1. The Term Structure Model and the Black-Derman-Toy Tree8.2. Excel Plus VBA Implementation; CHAPTER 9: Monte Carlo Option Pricing; 9.1. TheMonte Carlo Method; 9.2. Risk-Neutral Valuation; 9.3. VBA Implementation; 9.4. Exotic Options; 9.5. American Options; CHAPTER 10: Portfolio Value-at-Risk; 10.1. Portfolio Risk Simulation; 10.2. Monte Carlo Simulation for Multiple-Asset Portfolios; 10.3. Historical Simulation for Multiple-Asset Portfolios; 10.4. VBA Implementation of Portfolio Risk Simulation; 10.5. Drill Down of Portfolio Risk; CHAPTER 11: The Hull-White Model 11.1. Hull-White Trinomial Tree11.2. Excel Plus VBA Implementation; 11.3. The General Hull-White Model; 11.4. Implementation of the General Hull-White Model; CHAPTER 12: CreditMetrics Model; 12.1. The CreditMetrics Model; 12.2. Individual (Segregate) Asset Valuation Framework; 12.3 Monte Carlo Simulation in Detail; 12.4. Excel and VBA Implementation; CHAPTER 13: KMV-Merton Model; 13.1. KMV-Merton Model of Credit Risk; 13.2. Excel and VBA Implementation; APPENDIX A: VBA Programming; A.1 Introduction; A.2 A Brief History of VBA; A.3 Essential Excel Elements for VBA; A.3.1 Excel Cell Reference A.3.2 Excel Defined NamesA. 3.3 Excel Worksheet Functions; A.4 The VBA Development Environment (VBE); A.4.1 The Developer Tab in the Ribbon; A.4.2 The Windows of VBE; A.4.3 The Project Explorer; A.4.4 The VBA Project Structure; A.4.5 The Procedure to Create a VBA Subroutine; A.4.6 The Procedure to Create a VBA Function; A.5 Basic VBA Programming Concepts; A.5.1 Variables and Data Types; A.5.2 Declaration and Assignment Statements; A.5.3 Flow Control Statements; A.6 VBA Arrays; A.7 Using Worksheet Matrix Functions in VBA; A.8 Summary; APPENDIX Use copy. Restrictions unspecified star. MiAaHDL 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 engineerin Electronic reproduction. [S.l.] HathiTrust Digital Library 2011. MiAaHDL Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. http://purl.oclc.org/DLF/benchrepro0212 MiAaHDL digitized 2011 HathiTrust Digital Library committed to preserve pda MiAaHDL Microsoft Excel (Computer file) Microsoft Visual Basic for applications Microsoft Excel (Computer file) Microsoft Visual Basic for applications. Finance, Personal- Computer programs BUSINESS & ECONOMICS- Investments & Securities- General Finance, Personal- Computer programs Electronic books Electronic book Print version Tung, Humphrey K.K. (Humphrey Kwong Kwai). Professional financial computing using Excel and VBA. Singapore : Wiley, 2010 9780470824399 (OCoLC)773669830 Wiley finance series