Financial simulation modeling in Excel, a step-by-step guide, Keith Allman, Josh Laurito, Michael Loh
Type
Label
Financial simulation modeling in Excel, a step-by-step guide, Keith Allman, Josh Laurito, Michael Loh
Language
eng
Bibliography note
Includes bibliographical references and index
Illustrations
illustrations
Index
index present
Literary Form
non fiction
Main title
Financial simulation modeling in Excel
Nature of contents
dictionariesbibliography
Oclc number
1760002369
Responsibility statement
Keith Allman, Josh Laurito, Michael Loh
Series statement
Wiley finance series, 18
Sub title
a step-by-step guide
Summary
"A practical guide to understanding and implementing financial simulation modeling. As simulation techniques become more popular among the financial community and a variety of sub-industries, a thorough understanding of theory and implementation is critical for practitioners involved in portfolio management, risk management, pricing, and capital budgeting. Financial Simulation Modeling in Excel contains the information you need to make the most informed decisions possible in your professional endeavors. Financial Simulation Modeling in Excel contains a practical, hands-on approach to learning complex financial simulation methodologies using Excel and VBA as a medium. Crafted in an easy to understand format, this book is suitable for anyone with a basic understanding of finance and Excel. Filled with in-depth insights and expert advice, each chapter takes you through the theory behind a simulation topic and the implementation of that same topic in Excel/VBA in a step-by-step manner. Organized in an easy-to-follow fashion, this guide effectively walks you through the process of creating and implementing risk models in Excel. A companion website contains all the Excel models risk experts and quantitative analysts need to practice and confirm their results as they progress. Keith Allman is the author of other successful modeling books, including Corporate Valuation Modeling and Modeling Structured Finance Cash Flows with Microsoft Excel. Created for those with some background in finance and experience in Excel, this reliable resource shows you how to effectively perform sound financial simulation modeling, even if you've yet to do extensive modeling up to this point in your professional or academic career"--Provided by publisher
Table Of Contents
Financial Simulation Modeling in Excel -- Contents -- Preface -- Acknowledgments -- About the Authors -- CHAPTER 1 Introduction -- CHAPTER 2 Random Numbers, Distributions, and Basic Simulation Setup -- CHAPTER 3 Correlation -- CHAPTER 4 Option Pricing -- CHAPTER 5 Corporate Default Simulation -- CHAPTER 6 Simulating Pools of Assets -- CHAPTER 7 Dealing with Data Deficiencies and Other Issues -- CHAPTER 8 Advanced Topics and Further Reading -- APPENDIX A Partial Differential Equations -- APPENDIX B Newton-Raphson Method -- References -- Index