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Financial Statements.xls
 

Advanced modelling in finance using Excel and VBA

List Price: $65.00
Amazon.com Price: $45.50

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Product Details
  • Media: Hardcover
  • Publisher: John Wiley & Sons (30 May, 2001)
  • ISBN: 0471499226
  • Average Customer Review: 5 out of 5 stars Based on 7 reviews.
  • Amazon.com Sales Rank: 1,302

Customer Reviews

5 out of 5 stars Highly Recommended

VBA is one of those tools I long knew I should be proficient in but never got around to learning. That is, not until I found this book. It makes it easy for a financial professional to quickly come up to speed and start coding VBA within spreadsheets. The fact that the focus is on financial applications means that you learn coding techniques that will be useful on the job. I highly recommend the book!


5 out of 5 stars Financial Engineers reference book

This book serves as a good source for anyone who is interested in making a career in Financial Engineering. There are many worked examples that facilitate understanding of the theory. This also provides the basics for a person who wants to build benchmarks in Excel for financial modeling.
The numerical methods applied with the help of Excel are useful to understand the various facets of Financial Engineering.
The salient aspects are
- provides the VBA introduction along with the features of Excel
- Equities Risk management and portfolio optimization
- Option pricing using Binomial trees and Black Scholes formula applied in Excel
- Bond option Valuation Formula using the Vasicek, Cox Ingersoll and Ross using the assumptions of Risk neutral process are easily worked out and the examples elucidate the readers understanding
- Interest rate models, valuation of Bond options using the different approaches are done well.


5 out of 5 stars Great Practical Tips

This book was a godsend. My stochastic calculus background is very strong, and I'm a good modeller/programmer, too. Nonetheless, there are a lot of practical and well-presented tips in this book that have made my life a lot more pleasant. I stopped spinning my wheels, and I'm having fun again. I highly recommend this book!

I also highly recommend Tavakoli's "Credit Derivatives" (Second Edition) for product descriptions and performance characteristics.



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