Financial Analysis and Modeling Using Excel and VBA

DOWNLOAD NOW »

Author: Chandan Sengupta

Publisher: John Wiley & Sons

ISBN: 047027560X

Category: Business & Economics

Page: 793

View: 6482

Provides a comprehensive guide for anyone who has to undertake financial analysis, or understand and implement financial models. Discusses a wide range of real-world financial problems and models using Excel 2007 and Visual Basic for Applications (VBA). Provides reference to earlier versions of Excel and VBA, and includes a CD-Rom with modelling tools and working versions of models discussed.

Hedge Fund Modelling and Analysis Using Excel and VBA

DOWNLOAD NOW »

Author: Paul Darbyshire,David Hampton

Publisher: John Wiley & Sons

ISBN: 0470747196

Category: Business & Economics

Page: 278

View: 7241

Co-authored by two respected authorities on hedge funds and asset management, this implementation-oriented guide shows you how to employ a range of the most commonly used analysis tools and techniques both in industry and academia, for understanding, identifying and managing risk as well as for quantifying return factors across several key investment strategies. The book is also suitable for use as a core textbook for specialised graduate level courses in hedge funds and alternative investments. The book provides hands-on coverage of the visual and theoretical methods for measuring and modelling hedge fund performance with an emphasis on risk-adjusted performance metrics and techniques. A range of sophisticated risk analysis models and risk management strategies are also described in detail. Throughout, coverage is supplemented with helpful skill building exercises and worked examples in Excel and VBA. The book's dedicated website, www.darbyshirehampton.com provides Excel spreadsheets and VBA source code which can be freely downloaded and also features links to other relevant and useful resources. A comprehensive course in hedge fund modelling and analysis, this book arms you with the knowledge and tools required to effectively manage your risks and to optimise the return profile of your investment style.

Advanced Modelling in Finance using Excel and VBA

DOWNLOAD NOW »

Author: Mary Jackson,Mike Staunton

Publisher: John Wiley & Sons

ISBN: 0470061669

Category: Business & Economics

Page: 276

View: 7911

This new and unique book demonstrates that Excel and VBA can play an important role in the explanation and implementation of numerical methods across finance. Advanced Modelling in Finance provides a comprehensive look at equities, options on equities and options on bonds from the early 1950s to the late 1990s. The book adopts a step-by-step approach to understanding the more sophisticated aspects of Excel macros and VBA programming, showing how these programming techniques can be used to model and manipulate financial data, as applied to equities, bonds and options. The book is essential for financial practitioners who need to develop their financial modelling skill sets as there is an increase in the need to analyse and develop ever more complex 'what if' scenarios. Specifically applies Excel and VBA to the financial markets Packaged with a CD containing the software from the examples throughout the book Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file.

Professional Financial Computing Using Excel and VBA

DOWNLOAD NOW »

Author: Donny C. F. Lai,Humphrey K. K. Tung,Michael C. S. Wong

Publisher: John Wiley & Sons

ISBN: 1118179080

Category: Business & Economics

Page: 350

View: 4901

"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 engineering and modeling needs." Dr. Cameron Wicentowich Vice President, Treasury Analytics Canadian Imperial Bank of Commerce (CIBC) "Spreadsheet modeling for finance has become a standard course in the curriculum of many Quantitative Finance programs since the Excel-based Visual Basic programming is now widely used in constructing optimal portfolios, pricing structured products and managing risks. Professional Financial Computing Using Excel and VBA is written by a unique team of finance, physics and computer academics and practitioners. It is a good reference for those who are studying for a Masters degree in Financial Engineering and Risk Management. It can also be useful for financial engineers to jump-start a project on designing structured products, modeling interest term structure or credit risks." Dr. Jin Zhang Director of Master of Finance Program and Associate Professor The University of Hong Kong "Excel has been one of the most powerful tools for financial planning and computing over the last few years. Most users utilize a fraction of its capabilities. One of the reasons is the limited availability of books that cover the advanced features of Excel for Finance. Professional Financial Computing Using Excel and VBA goes the extra mile and deals with the Excel tools many professionals call for. This book is a must for professionals or students dealing with financial engineering, financial risk management, computational finance or mathematical finance. I loved the way the authors covered the material using real life, hands-on examples." Dr. Isaac Gottlieb Temple University Author, Next Generation Excel: Modeling in Excel for Analysts and MBAs

Principles of Financial Modelling

Model Design and Best Practices Using Excel and VBA

DOWNLOAD NOW »

Author: Michael Rees

Publisher: John Wiley & Sons

ISBN: 1118904001

Category: Business & Economics

Page: 544

View: 3615

The comprehensive, broadly-applicable, real-world guide to financial modelling Principles of Financial Modelling – Model Design and Best Practices Using Excel and VBAcovers the full spectrum of financial modelling tools and techniques in order to provide practical skills that are grounded in real-world applications. Based on rigorously-tested materials created for consulting projects and for training courses, this book demonstrates how to plan, design and build financial models that are flexible, robust, transparent, and highly applicable to a wide range of planning, forecasting and decision-support contexts. This book integrates theory and practice to provide a high-value resource for anyone wanting to gain a practical understanding of this complex and nuanced topic. Highlights of its content include extensive coverage of: Model design and best practices, including the optimisation of data structures and layout, maximising transparency, balancing complexity with flexibility, dealing with circularity, model audit and error-checking Sensitivity and scenario analysis, simulation, and optimisation Data manipulation and analysis The use and choice of Excel functions and functionality, including advanced functions and those from all categories, as well as of VBA and its key areas of application within financial modelling The companion website provides approximately 235 Excel files (screen-clips of most of which are shown in the text), which demonstrate key principles in modelling, as well as providing many examples of the use of Excel functions and VBA macros. These facilitate learning and have a strong emphasis on practical solutions and direct real-world application. For practical instruction, robust technique and clear presentation, Principles of Financial Modelling is the premier guide to real-world financial modelling from the ground up. It provides clear instruction applicable across sectors, settings and countries, and is presented in a well-structured and highly-developed format that is accessible to people with different backgrounds.

Credit Risk Modeling Using Excel and VBA

DOWNLOAD NOW »

Author: Gunter Löeffler,Mr Peter N Posch

Publisher: John Wiley & Sons

ISBN: 0470660929

Category: Business & Economics

Page: 342

View: 1078

This book provides practitioners and students with an intuitive, hands-on introduction to modern credit risk modelling. Every chapter starts with an explanation of the methodology and then the authors take the reader step by step through the implementation of the methods in Excel and VBA.

Financial Modeling Using Excel and VBA

DOWNLOAD NOW »

Author: Chandan Sengupta

Publisher: John Wiley & Sons

ISBN: 9780471267683

Category: Business & Economics

Page: 857

View: 5446

"Reviews all the necessary financial theory and concepts, and walks you through a wide range of real-world financial models" - cover.

Financial Simulation Modeling in Excel

A Step-by-Step Guide

DOWNLOAD NOW »

Author: Keith A. Allman,Josh Laurito,Michael Loh

Publisher: John Wiley & Sons

ISBN: 1118137221

Category: Business & Economics

Page: 216

View: 4429

"I've worked with simulation in business for over 20 years, andAllman really nails it with this book. I admit that I own hisprevious book on structured finance cash flows, but I was surprisedby what I found in here. He addresses the fundamental questions ofhow decision makers react to simulations and his read was very muchin accordance with what I've experienced myself. When it came tothe nuts and bolts of describing the different types of simulationanalysis the book becomes incredibly detailed. There is workingcode and models for a fantastic array of the most common simulationproblems. If you're so inclined, the book very carefully stepsthrough the tricky math needed to really understand the theorybehind stochastic modeling in finance. If you're preparing modelsthat include any kind of randomization or stochastic modelingcomponent, this book is a must-read, a tremendous value andtime-saver." — David Brode of The Brode Group A practical guide to understanding and implementing financialsimulation modeling As simulation techniques become more popular among the financialcommunity and a variety of sub-industries, a thorough understandingof theory and implementation is critical for practitioners involvedin portfolio management, risk management, pricing, and capitalbudgeting. Financial Simulation Modeling in Excel containsthe information you need to make the most informed decisionspossible in your professional endeavors. Financial Simulation Modeling in Excel contains apractical, hands-on approach to learning complex financialsimulation methodologies using Excel and VBA as a medium. Craftedin an easy to understand format, this book is suitable for anyonewith a basic understanding of finance and Excel. Filled within-depth insights and expert advice, each chapter takes you throughthe theory behind a simulation topic and the implementation of thatsame topic in Excel/VBA in a step-by-step manner. Organized in an easy-to-follow fashion, this guide effectivelywalks you through the process of creating and implementing riskmodels in Excel A companion website contains all the Excel models risk expertsand quantitative analysts need to practice and confirm theirresults as they progress Keith Allman is the author of other successful modeling books,including Corporate Valuation Modeling and ModelingStructured Finance Cash Flows with Microsoft Excel Created for those with some background in finance and experiencein Excel, this reliable resource shows you how to effectivelyperform sound financial simulation modeling, even if you've yet todo extensive modeling up to this point in your professional oracademic career.

Intermediate Structured Finance Modeling

Leveraging Excel, VBA, Access, and Powerpoint

DOWNLOAD NOW »

Author: William Preinitz,Matthew Niedermaier

Publisher: John Wiley & Sons

ISBN: 0470928786

Category: Business & Economics

Page: 1032

View: 1935

This book provides a pragmatic, hands-on approach to reaching an intermediate level of sophistication as a financial modeler. Expanding on the first book, A Fast Tract to Structured Finance Modeling, Monitoring, and Valuation, the book will guide you step-by-step through using learned principals in new and more powerful applications. These applications will build on the knowledge of Excel and VBA gained, expand the use of Access for data management tasks, as well as PowerPoint and Outlook for reporting and presentation tasks.

Financial Modelling in Practice

A Concise Guide for Intermediate and Advanced Level

DOWNLOAD NOW »

Author: Michael Rees

Publisher: John Wiley & Sons

ISBN: 9781119995203

Category: Business & Economics

Page: 288

View: 7152

Financial Modelling in Practice: A Concise Guide for Intermediate and Advanced Level is a practical, comprehensive and in-depth guide to financial modelling designed to cover the modelling issues that are relevant to facilitate the construction of robust and readily understandable models. Based on the authors extensive experience of building models in business and finance, and of training others how to do so this book starts with a review of Excel functions that are generally most relevant for building intermediate and advanced level models (such as Lookup functions, database and statistical functions and so on). It then discusses the principles involved in designing, structuring and building relevant, accurate and readily understandable models (including the use of sensitivity analysis techniques) before covering key application areas, such as the modelling of financial statements, of cash flow valuation, risk analysis, options and real options. Finally, the topic of financial modelling using VBA is treated. Practical examples are used throughout and model examples are included in the attached CD-ROM. Aimed at intermediate and advanced level modellers in Excel who wish to extend and consolidate their knowledge, this book is focused, practical, and application-driven, facilitating knowledge to build or audit a much wider range of financial models. Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file.