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A. Paul "Kozhipatt" (New York, New York United States)
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Advanced Modelling in Finance using Excel and VBA
Advanced Modelling in Finance using Excel and VBA
by Mary Jackson
Edition: Hardcover
Price: CDN$ 86.93
38 used & new from CDN$ 8.22

5.0 out of 5 stars Financial Engineers reference book, Feb. 16 2003
This book serves as a good source for anyone who is interested in making a career in Financial Engineering. There are many worked examples that facilitate understanding of the theory. This also provides the basics for a person who wants to build benchmarks in Excel for financial modeling.
The numerical methods applied with the help of Excel are useful to understand the various facets of Financial Engineering.
The salient aspects are
- provides the VBA introduction along with the features of Excel
- Equities Risk management and portfolio optimization
- Option pricing using Binomial trees and Black Scholes formula applied in Excel
- Bond option Valuation Formula using the Vasicek, Cox Ingersoll and Ross using the assumptions of Risk neutral process are easily worked out and the examples elucidate the readers understanding
- Interest rate models, valuation of Bond options using the different approaches are done well.

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