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Product Description
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.
The purpose of this chapter is to review certain Excel functions and procedures used in text. Read the first page
Concordance
Front Cover | Copyright | Table of Contents | Excerpt | Index | Back Cover
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Most helpful customer reviews
5 of 6 people found the following review helpful
3.0 out of 5 stars
Not really satisfying,
By A Customer
This review is from: Advanced Modelling in Finance using Excel and VBA (Hardcover)
One of the main points of programming books is to help the reader understand the models being programmed. On this count, "Advanced modelling in finance using Excel and VBA" fails miserably. There is very little explanation of the financial concepts and models. Anyone hoping to learn finance from this book will be very disappointed.The result is a series of programming black boxes and ugly spreadsheets having only limited usefulness. Although the level of his book is somewhat lower, Benninga's "Financial Modeling" book is much better at explaining the conceptual basis of financial models. A good programmer will be better off with Benninga than with Jackson-Staunton.
2 of 3 people found the following review helpful
5.0 out of 5 stars
Advanced modelling in finance using Excel and VBA,
By "nycapmgt" (NY, NY) - See all my reviews
This review is from: Advanced Modelling in Finance using Excel and VBA (Hardcover)
This is probably the best book written on financial modeling in excel, definitely worth the $50. Comes with a great CD-ROM. The books strength is its illustration of financial models and implantation in Excel. Since the models focus on static solutions the book is probably of greater use in academics than in industry. It would be great if there was instruction about how to input real time data into Excel and implement the models dynamically. Of particular interest to me is the great VBA code given on the CD, namely the code to calculate autocorrelation, cubic spines, eigenvalues and eigenvectors. This alone was worth the 50 bucks.There are some major deficiencies in this book. Noticeably absent topics include: bond portfolio immunization; swap pricing; forwards and futures hedging; the ARCH, GARCH and CHARMA models. My background is in finance, mathematics and computer science. Unlike the guy above, I don't see any need for advanced mathematics in order to study this book. In fact I am sure you don't. The point is to make excel do it for you. However it will a lot easier for those who understand the finance and mathematics behind what they are telling excel to do. I am assuming that those who are considering this book most likely have taken at least one college level calculus course and one statistics course. But I don't think even that is necessary and definitely not stochastic calculus.
4.0 out of 5 stars
Advanced Modelling in Finance Using Excel & VBA,
By
This review is from: Advanced Modelling in Finance using Excel and VBA (Hardcover)
Overall this is a good book. The included spreadsheets are easy to follow, and it is well written. You MUST have a background in mathematics or finance to understand what some of the concepts are that you are working with. The book is written for excel 95-2003 so if you use 2007 the macros and VBA do not automatically backwardly integrate, and therefore, cannot be used. However, you can find 2 DLL's to add to your excel file in your computer that will enable the content.
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