Advanced modelling in finance using Excel and VBA

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Product Description

An advanced guide to using Microsoft Excel and VBA to create spreadsheets in Excel that calculate various mathematical models in finance. Includes a CD-ROM which contains the VBA functions, macros and spreadsheets used in the text. System requirements not listed.


Product Details

Publisher Wiley
ISBN 0471499226
Format Hardcover
Author Mary Jackson,Mike Staunton
EAN 9780471499220
Label Wiley
Dewey Decimal Number 332.015118
Studio Wiley
Number Of Pages 276
Title Advanced modelling in finance using Excel and VBA
Publication Date 2001-05-30
Manufacturer Wiley

Customer Reviews

A good book for beginners

Review by 1000Books, 2009-09-09

I actually found this book very helpful. The explanations were incredibly accessible and thorough. I did not use the accompanying disc, but I'm sure it's helpful as well, given the examples that the book goes through appear fairly straight forward.


Advance Modelling in Finance purchase

Review by Cesar Leoz Bueno, 2009-05-25

right on hands ont he job, useful material, most of the book are applications so that is just what people looking for practical apps are looking for, no excess theorie alreasdy known to practicioners, excellent


Not worth buying, don't get fooled by the reviews

Review by Reader, 2008-06-11

Have a look first before buying. I am surprised by the 5 stars reviews!
To summarize, it is like a very simple recipes book about some models in finance. It is not to teach you VBA, and definitely will not teach you anything about finance. It is a collection of VBA implementation of some algorithms used in finance.
The algorithms implemented are the simple ones, mostly of no practical use.
You better buy a VBA book and Hull. If you are however, more knowledgeable about the topic, buy Justin London book, modeling derivatives in C++.

This book will not teach you anything, and the code included will not help you. there is much better code available online for free.


Absolutely Great!

Review by C. Ang, 2006-01-11

Advanced Modeling is a fantastic book, and pretty easy to follow with relatively few coding errors. There are some books out there that have errors in the code that they use, which makes it difficult or someone to learn the techniques. Even for those without a solid background in VBA, this book can benefit you to start learning how to code properly. Anyone who is relatively proficient with Excel can definitely gain a new trick or two from reading this book. All you really need to start using this book is a basic understanding of finance concepts (e.g. portolio theory, capital budgeting, binomial options pricing, Black-Scholes, etc.). The techniques that are taught are also useful in other modeling exercises, and not necessarily just for finance-related topics.


A Cookbook for Financial Modellers

Review by Max Rottersman, 2005-10-19

Yes, the book won't teach you CAPM, Black-Scholes, or much financial theory. But there is NO shortage of those books. There is a shortage of books with real-world Excel solutions to applying financial theory to data. I've had this book for a couple of years and have probably only used 10% of it, only because I don't have time, real business need, to do the rest. I sometimes take it to bed to read and dream of having the time to try out some of their other models. That's the only thing I can add to the other reviews here, the amount of love and passion for the subject put into this book. There's not one extra padded word or graphic in this book. Yes, if there was one book I'd have to take to a desert island with Excel and some financial data this would be it.


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