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Professional Financial Computing Using Excel and VBA (Wiley Finance Book 763) by [Lai, Donny C. F., Tung, Humphrey K. K., Wong, Michael C. S.]
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Professional Financial Computing Using Excel and VBA (Wiley Finance Book 763) 1st Edition, Kindle Edition

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Length: 364 pages Word Wise: Enabled Enhanced Typesetting: Enabled
Page Flip: Enabled Language: English

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Product Description

"Professional Financial Computing Using Excel and VBA is an admirable exposition that bridges the theoretical underpinnings of financial engineering and its application which usually appears as a "black-box" software application. The book opens the black-box and reveals the architecture of risk-modeling and financial engineering based on industry-standard stochastic models by utilizing Excel and VBA functionality to create a robust and practical modeling tool-kit. Financial engineering professionals who purchase this book will have a jumpstart advantage for their customized financial engineering and modeling needs."
Dr. Cameron Wicentowich
Vice President, Treasury Analytics
Canadian Imperial Bank of Commerce (CIBC)

"Spreadsheet modeling for finance has become a standard course in the curriculum of many Quantitative Finance programs since the Excel-based Visual Basic programming is now widely used in constructing optimal portfolios, pricing structured products and managing risks. Professional Financial Computing Using Excel and VBA is written by a unique team of finance, physics and computer academics and practitioners. It is a good reference for those who are studying for a Masters degree in Financial Engineering and Risk Management. It can also be useful for financial engineers to jump-start a project on designing structured products, modeling interest term structure or credit risks."
Dr. Jin Zhang
Director of Master of Finance Program and Associate Professor
The University of Hong Kong

"Excel has been one of the most powerful tools for financial planning and computing over the last few years. Most users utilize a fraction of its capabilities. One of the reasons is the limited availability of books that cover the advanced features of Excel for Finance. Professional Financial Computing Using Excel and VBA goes the extra mile and deals with the Excel tools many professionals call for. This book is a must for professionals or students dealing with financial engineering, financial risk management, computational finance or mathematical finance. I loved the way the authors covered the material using real life, hands-on examples."
Dr. Isaac Gottlieb
Temple University
Author, Next Generation Excel: Modeling in Excel for Analysts and MBAs

From the Inside Flap

Too often, books on financial computing provide only quick-and-dirty implementations of financial models that have very little use in real-world applications. Professional Financial Computing Using Excel and VBA aims to provide real-world implementations of financial models that are robust, reusable, and flexible. The book covers a wide range of financial models in the areas of derivatives pricings, market and credit risk modeling, as well as advanced interest rate modeling.

Each of the chapters on model implementations starts with a review on all the necessary financial theory and concepts from a practitioner’s perspective. Step-by-step instructions on the implementation are then provided to explain the programming techniques involved for models with different complexities. Alternative approaches are also discussed to offer readers a comprehensive understanding of different techniques. The appendices provide an in-depth look at how to implement financial models using both Excel 2007 and VBA, and to discuss the essential programming practices and skills in structuring complex financial models through advanced VBA features.

This book is designed for self-study, reference, and classroom use for graduate programs in financial engineering and computing. All Excel and VBA codes illustrated in the book are included in the enclosed CD.

Product details

  • Format: Kindle Edition
  • File Size: 37983 KB
  • Print Length: 352 pages
  • Publisher: Wiley; 1 edition (29 December 2011)
  • Sold by: Amazon Australia Services, Inc.
  • Language: English
  • ASIN: B006UJUH1W
  • Text-to-Speech: Enabled
  • X-Ray:
  • Word Wise: Enabled
  • Enhanced Typesetting: Enabled
  • Average Customer Review: Be the first to review this item
  • Amazon Bestsellers Rank: #1,422,143 Paid in Kindle Store (See Top 100 Paid in Kindle Store)
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Most helpful customer reviews on 3.6 out of 5 stars 3 reviews
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4.0 out of 5 starsOne of the best Cook Books in Financial Engineering
10 January 2013 - Published on
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One person found this helpful.
3.0 out of 5 starsCould be clearer
10 May 2013 - Published on
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4.0 out of 5 starsSophisticated VBA programs coming with the book
19 August 2010 - Published on
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2 people found this helpful.