Financial simulation modeling in Excel: a step-by-step guide

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 inExcel contains the information you need to make the most informed decisions possible in your professional endeavors. Financial Simulation Modeling in Excelcontains 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 andconfirm 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. ÍNDICE: Preface. Acknowledgments. About the Authors. Chapters 1: Introduction. Chapters 2: Random Numbers, Distributions, and Basic Simulation Set Up. Chapters 3: Correlation. Chapters 4: Option Pricing. Chapters 5: Corporate Default Simulation. Chapters 6: Simulating Pools of Assets. Chapters 7: Dealing with Data Deficiencies and Other Issues. Chapters 8: Advanced Topics and FurtherReading. Appendix I: Partial Differential Equation. Appendix II: Newton-Raphson Method. List of Model Builder Files Available on Website. References. Index.

• ISBN: 978-0-470-93122-6
• Editorial: John Wiley & Sons
• Encuadernacion: Rústica
• Páginas: 240
• Fecha Publicación: 21/09/2011
• Nº Volúmenes: 1
• Idioma: Inglés