Financial Simulation Modeling in Excel / Wiley Finance Editions (PDF)
A Step-by-Step Guide
(Sprache: Englisch)
"I've worked with simulation in business for over 20 years, and
Allman really nails it with this book. I admit that I own his
previous book on structured finance cash flows, but I was surprised
by what I found in here. He addresses the fundamental...
Allman really nails it with this book. I admit that I own his
previous book on structured finance cash flows, but I was surprised
by what I found in here. He addresses the fundamental...
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"I've worked with simulation in business for over 20 years, and
Allman really nails it with this book. I admit that I own his
previous book on structured finance cash flows, but I was surprised
by what I found in here. He addresses the fundamental questions of
how decision makers react to simulations and his read was very much
in accordance with what I've experienced myself. When it came to
the nuts and bolts of describing the different types of simulation
analysis the book becomes incredibly detailed. There is working
code and models for a fantastic array of the most common simulation
problems. If you're so inclined, the book very carefully steps
through the tricky math needed to really understand the theory
behind stochastic modeling in finance. If you're preparing models
that include any kind of randomization or stochastic modeling
component, this book is a must-read, a tremendous value and
time-saver." -- David Brode of The Brode Group
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 in Excel contains
the information you need to make the most informed decisions
possible in your professional endeavors.
Financial Simulation Modeling in Excel contains 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 and confirm 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.
Allman really nails it with this book. I admit that I own his
previous book on structured finance cash flows, but I was surprised
by what I found in here. He addresses the fundamental questions of
how decision makers react to simulations and his read was very much
in accordance with what I've experienced myself. When it came to
the nuts and bolts of describing the different types of simulation
analysis the book becomes incredibly detailed. There is working
code and models for a fantastic array of the most common simulation
problems. If you're so inclined, the book very carefully steps
through the tricky math needed to really understand the theory
behind stochastic modeling in finance. If you're preparing models
that include any kind of randomization or stochastic modeling
component, this book is a must-read, a tremendous value and
time-saver." -- David Brode of The Brode Group
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 in Excel contains
the information you need to make the most informed decisions
possible in your professional endeavors.
Financial Simulation Modeling in Excel contains 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 and confirm 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.
Inhaltsverzeichnis zu „Financial Simulation Modeling in Excel / Wiley Finance Editions (PDF)“
Preface vii Acknowledgments xi About the Authors xiii CHAPTER 1 Introduction 1 CHAPTER 2 Random Numbers, Distributions, and Basic Simulation Setup 13 CHAPTER 3 Correlation 47 CHAPTER 4 Option Pricing 65 CHAPTER 5 Corporate Default Simulation 95 CHAPTER 6 Simulating Pools of Assets 127 CHAPTER 7 Dealing with Data Deficiencies and Other Issues 153 CHAPTER 8 Advanced Topics and Further Reading 169 APPENDIX A Partial Differential Equations 175 APPENDIX B Newton-Raphson Method 183 References 187 Index 189
Autoren-Porträt von Keith A. Allman, Josh Laurito, Michael Loh
Keith A. Allman is an investment manager at Bamboo Finance,a private equity fund that invests in for-profit, commercially
viable companies that provide a good or service that beneficially
impacts the lives of low-income individuals. Previously, he was the
director of analytics and modeling at Pearl Street Capital Group.
Allman also founded Enstruct, which services clients worldwide in
capital markets and equity valuation, distressed valuation, and
quantitative-based training. He is the author of the Wiley titles
Corporate Valuation Modeling, Modeling Structured Finance Cash
Flows with Microsoft® Excel®, and Reverse
Engineering Deals on Wall Street with Microsoft®
Excel®. Allman holds bachelor degrees from UCLA and a
master's degree from Columbia University.
Josh Laurito, CFA, is a co-founder and Principal of
Lumesis, a leading provider of credit analysis software and
solutions to the municipal finance market. In addition, he directs
corporate modeling for Hexagon Securities, a boutique merchant bank
that advises and invests in banks and specialty finance
companies.
MichaelL Loh currently works for Tech-X Corporation where
he is actively engaged in complex data management and
high-performance computing using accelerated hardware. Prior to
Tech-X, Loh developed and implemented financial models at RangeMark
Financial Services
Bibliographische Angaben
- Autoren: Keith A. Allman , Josh Laurito , Michael Loh
- 2011, 1. Auflage, 216 Seiten, Englisch
- Verlag: John Wiley & Sons
- ISBN-10: 1118137205
- ISBN-13: 9781118137208
- Erscheinungsdatum: 02.09.2011
Abhängig von Bildschirmgröße und eingestellter Schriftgröße kann die Seitenzahl auf Ihrem Lesegerät variieren.
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