Professional Financial Computing Using Excel and VBA / (Record no. 471942)
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| 001 - CONTROL NUMBER | |
| control field | ocn769928284 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OCoLC |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20161030160559.0 |
| 006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION | |
| fixed length control field | m o d |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr cnu---unuuu |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 120102s2010 si a ob 001 0 eng d |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | EBLCP |
| Language of cataloging | eng |
| Description conventions | pn |
| Transcribing agency | EBLCP |
| Modifying agency | OCLCQ |
| -- | YDXCP |
| -- | N$T |
| -- | DG1 |
| -- | CDX |
| -- | E7B |
| -- | OCLCQ |
| -- | OCLCO |
| -- | OCLCQ |
| -- | DEBSZ |
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| -- | OCLCA |
| -- | OCLCE |
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| -- | UKDOC |
| -- | IDEBK |
| -- | OCLCQ |
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| -- | OCLCQ |
| -- | COO |
| -- | NLGGC |
| -- | OCLCQ |
| 019 ## - | |
| -- | 752384920 |
| -- | 773669830 |
| -- | 778620581 |
| -- | 784124273 |
| -- | 816882095 |
| -- | 839335280 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781118179062 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1118179064 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781118390405 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1118390407 |
| Qualifying information | (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780470824399 |
| Qualifying information | (cloth) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 0470824395 |
| Qualifying information | (cloth) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1283401509 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781283401500 |
| 024 8# - OTHER STANDARD IDENTIFIER | |
| Standard number or code | 9786613401502 |
| 029 1# - (OCLC) | |
| OCLC library identifier | AU@ |
| System control number | 000053284912 |
| 029 1# - (OCLC) | |
| OCLC library identifier | CHNEW |
| System control number | 000602553 |
| 029 1# - (OCLC) | |
| OCLC library identifier | DEBBG |
| System control number | BV041167605 |
| 029 1# - (OCLC) | |
| OCLC library identifier | DEBBG |
| System control number | BV041907724 |
| 029 1# - (OCLC) | |
| OCLC library identifier | DEBSZ |
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| 029 1# - (OCLC) | |
| OCLC library identifier | DEBSZ |
| System control number | 431081875 |
| 029 1# - (OCLC) | |
| OCLC library identifier | DEBSZ |
| System control number | 449279677 |
| 029 1# - (OCLC) | |
| OCLC library identifier | DKDLA |
| System control number | 820120-katalog:000588212 |
| 029 1# - (OCLC) | |
| OCLC library identifier | GBVCP |
| System control number | 790035324 |
| 029 1# - (OCLC) | |
| OCLC library identifier | NLGGC |
| System control number | 341637793 |
| 029 1# - (OCLC) | |
| OCLC library identifier | NZ1 |
| System control number | 14675348 |
| 029 1# - (OCLC) | |
| OCLC library identifier | NZ1 |
| System control number | 14792935 |
| 029 1# - (OCLC) | |
| OCLC library identifier | NZ1 |
| System control number | 15952594 |
| 035 ## - SYSTEM CONTROL NUMBER | |
| System control number | (OCoLC)769928284 |
| 037 ## - SOURCE OF ACQUISITION | |
| Stock number | 10.1002/9781118390405 |
| Source of stock number/acquisition | Wiley InterScience |
| Note | http://www3.interscience.wiley.com |
| 042 ## - AUTHENTICATION CODE | |
| Authentication code | dlr |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG173 |
| 049 ## - LOCAL HOLDINGS (OCLC) | |
| Holding library | Alfaisal Main Library |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Tung, Humphrey K. K. |
| Fuller form of name | (Humphrey Kwong Kwai) |
| 245 10 - TITLE STATEMENT | |
| Title | Professional Financial Computing Using Excel and VBA / |
| Statement of responsibility, etc | Humphrey K.K. Tung, Donny C.F. Lai, and Michael C.S. Wong ; with Stephen Ng. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc | Singapore : |
| Name of publisher, distributor, etc | John Wiley & Sons (Asia), |
| Date of publication, distribution, etc | 2010. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource : |
| Other physical details | illustrations. |
| 336 ## - CONTENT TYPE | |
| Content Type Term | text |
| Content Type Code | txt |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media Type Term | computer |
| Media Type Code | c |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier Type Term | online resource |
| Carrier Type Code | cr |
| Source | rdacarrier |
| 490 1# - SERIES STATEMENT | |
| Series statement | [Wiley finance] |
| 500 ## - GENERAL NOTE | |
| General note | Includes index. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 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. |
| 505 8# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 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 7: Binomial Option Pricing Model; 7.1. Risk-Neutral Option Pricing and the Binomial Tree; 7.2. VBA Implementation; CHAPTER 8: The Black-Derman-Toy Model. |
| 505 8# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 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. |
| 505 8# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 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. |
| 505 8# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 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 B: The Excel Object Model. |
| 500 ## - GENERAL NOTE | |
| General note | APPENDIX C: VBA Debugging Tools. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | 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. |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes bibliographical references and index. |
| 506 ## - RESTRICTIONS ON ACCESS NOTE | |
| Materials specified | Use copy |
| Standardized terminology for access restriction | Restrictions unspecified |
| Source of term | star |
| Institution to which field applies | MiAaHDL |
| 533 ## - REPRODUCTION NOTE | |
| Type of reproduction | Electronic reproduction. |
| Place of reproduction | [S.l.] : |
| Agency responsible for reproduction | HathiTrust Digital Library, |
| Date of reproduction | 2011. |
| -- | MiAaHDL |
| 538 ## - SYSTEM DETAILS NOTE | |
| System details note | 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. |
| Uniform Resource Identifier | <a href="http://purl.oclc.org/DLF/benchrepro0212">http://purl.oclc.org/DLF/benchrepro0212</a> |
| -- | MiAaHDL |
| 583 1# - ACTION NOTE | |
| Action | digitized |
| Time/date of action | 2011 |
| Jurisdiction | HathiTrust Digital Library |
| Status | committed to preserve |
| Source of term | pda |
| Institution to which field applies | MiAaHDL |
| 590 ## - LOCAL NOTE (RLIN) | |
| Local note | John Wiley and Sons |
| Provenance (VM) [OBSOLETE] | Wiley eBooks |
| 630 00 - SUBJECT ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Microsoft Excel (Computer file) |
| 630 00 - SUBJECT ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Microsoft Visual Basic for applications. |
| 630 07 - SUBJECT ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Microsoft Excel (Computer file) |
| Source of heading or term | fast |
| -- | (OCoLC)fst01366659 |
| 630 07 - SUBJECT ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Microsoft Visual Basic for applications. |
| Source of heading or term | fast |
| -- | (OCoLC)fst01382545 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Finance, Personal |
| General subdivision | Computer programs. |
| 650 #4 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Finance |
| General subdivision | Data processing. |
| 650 #4 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Microsoft Excel (Computer file) |
| 650 #4 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Microsoft Visual Basic for applications. |
| 650 #4 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Business. |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | BUSINESS & ECONOMICS |
| General subdivision | Investments & Securities |
| -- | General. |
| Source of heading or term | bisacsh |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Finance, Personal |
| General subdivision | Computer programs. |
| Source of heading or term | fast |
| -- | (OCoLC)fst00924454 |
| 655 #7 - INDEX TERM--GENRE/FORM | |
| Genre/form data or focus term | Electronic books. |
| Source of term | local |
| 710 2# - ADDED ENTRY--CORPORATE NAME | |
| Corporate name or jurisdiction name as entry element | Wiley eBooks. |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Display text | Print version: |
| Main entry heading | Tung, Humphrey K.K. (Humphrey Kwong Kwai). |
| Title | Professional financial computing using Excel and VBA. |
| Place, publisher, and date of publication | Singapore : Wiley, 2010 |
| International Standard Book Number | 9780470824399 |
| Record control number | (OCoLC)773669830 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Wiley finance series. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="http://ezproxy.alfaisal.edu/login?url=http://dx.doi.org/10.1002/9781118390405">http://ezproxy.alfaisal.edu/login?url=http://dx.doi.org/10.1002/9781118390405</a> |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Library of Congress Classification |
| Koha item type | eBooks |
| 994 ## - | |
| -- | 92 |
| -- | SAAFU |
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