000 07360cam a2200937Ia 4500
001 ocn769928284
003 OCoLC
005 20161030160559.0
006 m o d
007 cr cnu---unuuu
008 120102s2010 si a ob 001 0 eng d
040 _aEBLCP
_beng
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019 _a752384920
_a773669830
_a778620581
_a784124273
_a816882095
_a839335280
020 _a9781118179062
_q(electronic bk.)
020 _a1118179064
_q(electronic bk.)
020 _a9781118390405
_q(electronic bk.)
020 _a1118390407
_q(electronic bk.)
020 _a9780470824399
_q(cloth)
020 _a0470824395
_q(cloth)
020 _a1283401509
020 _a9781283401500
024 8 _a9786613401502
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035 _a(OCoLC)769928284
037 _a10.1002/9781118390405
_bWiley InterScience
_nhttp://www3.interscience.wiley.com
042 _adlr
050 4 _aHG173
049 _aAlfaisal Main Library
100 1 _aTung, Humphrey K. K.
_q(Humphrey Kwong Kwai)
245 1 0 _aProfessional Financial Computing Using Excel and VBA /
_cHumphrey K.K. Tung, Donny C.F. Lai, and Michael C.S. Wong ; with Stephen Ng.
260 _aSingapore :
_bJohn Wiley & Sons (Asia),
_c2010.
300 _a1 online resource :
_billustrations.
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
490 1 _a[Wiley finance]
500 _aIncludes index.
505 0 _aProfessional 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 _aCHAPTER 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 _a8.1. 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 _a11.1. 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 _aA.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 _aAPPENDIX C: VBA Debugging Tools.
520 _aProfessional 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 _aIncludes bibliographical references and index.
506 _3Use copy
_fRestrictions unspecified
_2star
_5MiAaHDL
533 _aElectronic reproduction.
_b[S.l.] :
_cHathiTrust Digital Library,
_d2011.
_5MiAaHDL
538 _aMaster and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.
_uhttp://purl.oclc.org/DLF/benchrepro0212
_5MiAaHDL
583 1 _adigitized
_c2011
_hHathiTrust Digital Library
_lcommitted to preserve
_2pda
_5MiAaHDL
590 _aJohn Wiley and Sons
_bWiley eBooks
630 0 0 _aMicrosoft Excel (Computer file)
630 0 0 _aMicrosoft Visual Basic for applications.
630 0 7 _aMicrosoft Excel (Computer file)
_2fast
_0(OCoLC)fst01366659
630 0 7 _aMicrosoft Visual Basic for applications.
_2fast
_0(OCoLC)fst01382545
650 0 _aFinance, Personal
_xComputer programs.
650 4 _aFinance
_xData processing.
650 4 _aMicrosoft Excel (Computer file)
650 4 _aMicrosoft Visual Basic for applications.
650 4 _aBusiness.
650 7 _aBUSINESS & ECONOMICS
_xInvestments & Securities
_xGeneral.
_2bisacsh
650 7 _aFinance, Personal
_xComputer programs.
_2fast
_0(OCoLC)fst00924454
655 7 _aElectronic books.
_2local
710 2 _aWiley eBooks.
776 0 8 _iPrint version:
_aTung, Humphrey K.K. (Humphrey Kwong Kwai).
_tProfessional financial computing using Excel and VBA.
_dSingapore : Wiley, 2010
_z9780470824399
_w(OCoLC)773669830
830 0 _aWiley finance series.
856 4 0 _uhttp://ezproxy.alfaisal.edu/login?url=http://dx.doi.org/10.1002/9781118390405
942 _2lcc
_cEBOOKS
994 _a92
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999 _c471942
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