Financial Simulation Modeling in Excel + Website
Keith Allman, "Financial Simulation Modeling in Excel, + Website: A Step-by-Step Guide (Wiley Finance)"
Publisher: W---ey | ISBN: 0470931221 | 2011 | PDF | 211 pages | 6.9 MB
Publisher: W---ey | ISBN: 0470931221 | 2011 | PDF | 211 pages | 6.9 MB
As simulation techniques become increasingly important in the financial community, a thorough understanding of the underlying theory and the application of these techniques is essential for participating in the portfolio management, risk management, pricing, and other important financial activities.
Created by the expert team of the author Keith Allman, Josh Laurito and Michael Loh, Financial Simulation Modeling in Excel contains valuable theoretical information and practical tasks, using the help you transform financial concepts into dynamic models. And because the simulation has its place in many different parts of the finances, this balanced resource takes you step by step through the process of creating several small modelsâ € "with Microsoft ® Excel ® and VBAâ €" counter as opposed to a uniform model.
Each section begins with a discussion of theoryâ € "with enough background and mathematical formulas provided to reinforce the concept coveredâ €" passes Model Builder exercise where the theory is transferred to an application in Microsoft ® Excel ®. Along the way, this accessible guide:
Works by generating random numbers, explained Brownian motion, and examined the correlation between variables with concrete examples
Guides you through the paths of the simulation rate bond prices
Creates a fault simulation based company on reduced form models and structural
Provides a comprehensive view of the simulation of portfolios
Manage address data gaps and how data on a simulation
Comes with a complementary website contains information, including Model Builder files, this book is an essential Guidea excel € "both for experienced professionals and those modelingâ with the world of financial simulation €" to understand the intricacies of this discipline and in this area.
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