Professional financial computing using Excel & VBA

Too often, books on financial computing provide only quick-and-dirty implementations of financial models that have very little use in real-world applications. Professional Financial Computing Using Excel and VBA aims at providing real-world implementations of financial models that are robust, reusable, and flexible. The book covers a wide range of financial models in the areas of derivatives pricings, market and credit risk modeling, and advanced interest rate modeling. It first takes an in-depth look at how to implement financial models using both Excel 2007 and VBA, and discusses the essential programming practices and skills in structuring complex financial models through advanced VBA features. In each of the later chapters on model implementations, it starts with areview on all the necessary financial theories and concepts from a practitioner's perspective. Step-by-step instructions on the implementation are then provided to explain the programming techniques involved for models with differentcomplexities. Alternative approaches are also discussed to enable readers a comprehensive understanding of different techniques. This book is designed for self-study, reference, and classroom use for graduate programs in financial engineering and computing.

• ISBN: 978-0-470-82439-9
• Editorial: John Wiley & Sons
• Encuadernacion: Cartoné
• Páginas: 352
• Fecha Publicación: 22/02/2010
• Nº Volúmenes: 1
• Idioma: Inglés