Financial Analysis And Modeling Using Excel And Vba PDF Download

Financial Analysis and Modeling Using Excel and VBA PDF
Author: Chandan Sengupta
Publisher: John Wiley & Sons
Size: 38.26 MB
Format: PDF, Docs
Category : Business & Economics
Languages : en
Pages : 793
View: 4972

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Provides a comprehensive guide for anyone who has to undertake financial analysis, or understand and implement financial models. Discusses a wide range of real-world financial problems and models using Excel 2007 and Visual Basic for Applications (VBA). Provides reference to earlier versions of Excel and VBA, and includes a CD-Rom with modelling tools and working versions of models discussed.

Financial Modeling Using Excel And Vba PDF Download

Financial Modeling Using Excel and VBA PDF
Author: Chandan Sengupta
Publisher: John Wiley & Sons
Size: 68.26 MB
Format: PDF, Docs
Category : Business & Economics
Languages : en
Pages : 857
View: 3631

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"Reviews all the necessary financial theory and concepts, and walks you through a wide range of real-world financial models" - cover.

Hedge Fund Modelling And Analysis Using Excel And Vba PDF Download

Hedge Fund Modelling and Analysis Using Excel and VBA PDF
Author: Paul Darbyshire
Publisher: John Wiley & Sons
Size: 76.66 MB
Format: PDF, Docs
Category : Business & Economics
Languages : en
Pages : 278
View: 5449

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Co-authored by two respected authorities on hedge funds and asset management, this implementation-oriented guide shows you how to employ a range of the most commonly used analysis tools and techniques both in industry and academia, for understanding, identifying and managing risk as well as for quantifying return factors across several key investment strategies. The book is also suitable for use as a core textbook for specialised graduate level courses in hedge funds and alternative investments. The book provides hands-on coverage of the visual and theoretical methods for measuring and modelling hedge fund performance with an emphasis on risk-adjusted performance metrics and techniques. A range of sophisticated risk analysis models and risk management strategies are also described in detail. Throughout, coverage is supplemented with helpful skill building exercises and worked examples in Excel and VBA. The book's dedicated website, www.darbyshirehampton.com provides Excel spreadsheets and VBA source code which can be freely downloaded and also features links to other relevant and useful resources. A comprehensive course in hedge fund modelling and analysis, this book arms you with the knowledge and tools required to effectively manage your risks and to optimise the return profile of your investment style.

Credit Risk Modeling Using Excel And Vba PDF Download

Credit Risk Modeling using Excel and VBA PDF
Author: Gunter Löeffler
Publisher: John Wiley & Sons
Size: 24.88 MB
Format: PDF, ePub, Mobi
Category : Business & Economics
Languages : en
Pages : 358
View: 7179

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It is common to blame the inadequacy of credit risk models for the fact that the financial crisis has caught many market participants by surprise. On closer inspection, though, it often appears that market participants failed to understand or to use the models correctly. The recent events therefore do not invalidate traditional credit risk modeling as described in the first edition of the book. A second edition is timely, however, because the first dealt relatively briefly with instruments featuring prominently in the crisis (CDSs and CDOs). In addition to expanding the coverage of these instruments, the book will focus on modeling aspects which were of particular relevance in the financial crisis (e.g. estimation error) and demonstrate the usefulness of credit risk modelling through case studies. This book provides practitioners and students with an intuitive, hands-on introduction to modern credit risk modelling. Every chapter starts with an explanation of the methodology and then the authors take the reader step by step through the implementation of the methods in Excel and VBA. They focus specifically on risk management issues and cover default probability estimation (scoring, structural models, and transition matrices), correlation and portfolio analysis, validation, as well as credit default swaps and structured finance. The book has an accompanying website, http://loeffler-posch.com/, which has been specially updated for this Second Edition and contains slides and exercises for lecturers.

Advanced Modelling In Finance Using Excel And Vba PDF Download

Advanced Modelling in Finance using Excel and VBA PDF
Author: Mary Jackson
Publisher: John Wiley & Sons
Size: 76.25 MB
Format: PDF, ePub
Category : Business & Economics
Languages : en
Pages : 276
View: 3914

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This new and unique book demonstrates that Excel and VBA can play an important role in the explanation and implementation of numerical methods across finance. Advanced Modelling in Finance provides a comprehensive look at equities, options on equities and options on bonds from the early 1950s to the late 1990s. The book adopts a step-by-step approach to understanding the more sophisticated aspects of Excel macros and VBA programming, showing how these programming techniques can be used to model and manipulate financial data, as applied to equities, bonds and options. The book is essential for financial practitioners who need to develop their financial modelling skill sets as there is an increase in the need to analyse and develop ever more complex 'what if' scenarios. Specifically applies Excel and VBA to the financial markets Packaged with a CD containing the software from the examples throughout the book Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file.

Principles Of Financial Modelling PDF Download

Principles of Financial Modelling PDF
Author: Michael Rees
Publisher: John Wiley & Sons
Size: 32.81 MB
Format: PDF, Docs
Category : Business & Economics
Languages : en
Pages : 544
View: 4096

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The comprehensive, broadly-applicable, real-world guide to financial modelling Principles of Financial Modelling – Model Design and Best Practices Using Excel and VBAcovers the full spectrum of financial modelling tools and techniques in order to provide practical skills that are grounded in real-world applications. Based on rigorously-tested materials created for consulting projects and for training courses, this book demonstrates how to plan, design and build financial models that are flexible, robust, transparent, and highly applicable to a wide range of planning, forecasting and decision-support contexts. This book integrates theory and practice to provide a high-value resource for anyone wanting to gain a practical understanding of this complex and nuanced topic. Highlights of its content include extensive coverage of: Model design and best practices, including the optimisation of data structures and layout, maximising transparency, balancing complexity with flexibility, dealing with circularity, model audit and error-checking Sensitivity and scenario analysis, simulation, and optimisation Data manipulation and analysis The use and choice of Excel functions and functionality, including advanced functions and those from all categories, as well as of VBA and its key areas of application within financial modelling The companion website provides approximately 235 Excel files (screen-clips of most of which are shown in the text), which demonstrate key principles in modelling, as well as providing many examples of the use of Excel functions and VBA macros. These facilitate learning and have a strong emphasis on practical solutions and direct real-world application. For practical instruction, robust technique and clear presentation, Principles of Financial Modelling is the premier guide to real-world financial modelling from the ground up. It provides clear instruction applicable across sectors, settings and countries, and is presented in a well-structured and highly-developed format that is accessible to people with different backgrounds.

Professional Financial Computing Using Excel And Vba PDF Download

Professional Financial Computing Using Excel and VBA PDF
Author: Donny C. F. Lai
Publisher: John Wiley & Sons
Size: 77.10 MB
Format: PDF, ePub, Mobi
Category : Business & Economics
Languages : en
Pages : 350
View: 3807

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"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

Financial Modeling PDF Download

Financial Modeling PDF
Author: Simon Benninga
Publisher: MIT Press
Size: 12.18 MB
Format: PDF, Mobi
Category : Business & Economics
Languages : en
Pages : 1111
View: 4021

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Financial Modeling is now the standard text for explaining the implementation of financial models in Excel. This long-awaited fourth edition maintains the "cookbook" features and Excel dependence that have made the previous editions so popular. As in previous editions, basic and advanced models in the areas of corporate finance, portfolio management, options, and bonds are explained with detailed Excel spreadsheets. Sections on technical aspects of Excel and on the use of Visual Basic for Applications (VBA) round out the book to make Financial Modeling a complete guide for the financial modeler. The new edition of Financial Modeling includes a number of innovations. A new section explains the principles of Monte Carlo methods and their application to portfolio management and exotic option valuation. A new chapter discusses term structure modeling, with special emphasis on the Nelson-Siegel model. The discussion of corporate valuation using pro forma models has been rounded out with the introduction of a new, simple model for corporate valuation based on accounting data and a minimal number of valuation parameters. Praise for earlier editions "Financial Modeling belongs on the desk of every finance professional. Its no-nonsense, hands-on approach makes it an indispensable tool." -- Hal R. Varian, Dean, School of Information Management and Systems, University of California, Berkeley " Financial Modeling is highly recommended to readers who are interested in an introduction to basic, traditional approaches to financial modeling and analysis, as well as to those who want to learn more about applying spreadsheet software to financial analysis." -- Edward Weiss, Journal of Computational Intelligence in Finance "Benninga has a clear writing style and uses numerous illustrations, which make this book one of the best texts on using Excel for finance that I've seen." -- Ed McCarthy,Ticker Magazine

The Basics Of Financial Modeling PDF Download

The Basics of Financial Modeling PDF
Author: Jack Avon
Publisher: Apress
Size: 34.63 MB
Format: PDF, ePub
Category : Business & Economics
Languages : en
Pages : 248
View: 4205

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Learn to create and understand financial models that assess the value of your company, the projects it undertakes, and its future earnings/profit projections. Follow this step-by-step guide organized in a quick-read format to build an accurate and effective financial model from the ground up. In this short book, The Basics of Financial Modeling—an abridgment of the Handbook of Financial Modeling—author Jack Avon equips business professionals who are familiar with financial statements and accounting reports to become truly proficient. Based on the author's extensive experience building models in business and finance, and teaching others to do the same, this book takes you through the financial modeling process, starting with a general overview of the history and evolution of financial modeling. It then moves on to more technical topics, such as the principles of financial modeling and the proper way to approach a financial modeling assignment, before covering key application areas for modeling in Microsoft Excel. What You'll Learn Understand the accounting and finance concepts that underpin working financial models Approach financial issues and solutions from a modeler's perspective Think about end users when developing a financial model Plan, design, and build a financial model Who This Book Is For Beginning to intermediate modelers who wish to expand and enhance their knowledge of using Excel to build and analyze financial models

Financial Simulation Modeling In Excel PDF Download

Financial Simulation Modeling in Excel PDF
Author: Keith A. Allman
Publisher: John Wiley & Sons
Size: 18.46 MB
Format: PDF, ePub
Category : Business & Economics
Languages : en
Pages : 216
View: 2998

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"I've worked with simulation in business for over 20 years, andAllman really nails it with this book. I admit that I own hisprevious book on structured finance cash flows, but I was surprisedby what I found in here. He addresses the fundamental questions ofhow decision makers react to simulations and his read was very muchin accordance with what I've experienced myself. When it came tothe nuts and bolts of describing the different types of simulationanalysis the book becomes incredibly detailed. There is workingcode and models for a fantastic array of the most common simulationproblems. If you're so inclined, the book very carefully stepsthrough the tricky math needed to really understand the theorybehind stochastic modeling in finance. If you're preparing modelsthat include any kind of randomization or stochastic modelingcomponent, this book is a must-read, a tremendous value andtime-saver." — David Brode of The Brode Group A practical guide to understanding and implementing financialsimulation modeling As simulation techniques become more popular among the financialcommunity and a variety of sub-industries, a thorough understandingof theory and implementation is critical for practitioners involvedin portfolio management, risk management, pricing, and capitalbudgeting. Financial Simulation Modeling in Excel containsthe information you need to make the most informed decisionspossible in your professional endeavors. Financial Simulation Modeling in Excel contains apractical, hands-on approach to learning complex financialsimulation methodologies using Excel and VBA as a medium. Craftedin an easy to understand format, this book is suitable for anyonewith a basic understanding of finance and Excel. Filled within-depth insights and expert advice, each chapter takes you throughthe theory behind a simulation topic and the implementation of thatsame topic in Excel/VBA in a step-by-step manner. Organized in an easy-to-follow fashion, this guide effectivelywalks you through the process of creating and implementing riskmodels in Excel A companion website contains all the Excel models risk expertsand quantitative analysts need to practice and confirm theirresults as they progress Keith Allman is the author of other successful modeling books,including Corporate Valuation Modeling and ModelingStructured Finance Cash Flows with Microsoft Excel Created for those with some background in finance and experiencein Excel, this reliable resource shows you how to effectivelyperform sound financial simulation modeling, even if you've yet todo extensive modeling up to this point in your professional oracademic career.

Building And Using Dynamic Interest Rate Models PDF Download

Building and Using Dynamic Interest Rate Models PDF
Author: Ken O. Kortanek
Publisher: John Wiley & Sons Incorporated
Size: 33.91 MB
Format: PDF, ePub
Category : Business & Economics
Languages : en
Pages : 215
View: 2335

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Traditionally, fixed income securities promised fixed cash-flows. However, the many newly created fixed-income securities (for which the promised cash-flows depend on the level of interest rates), makes them more difficult to value. This text looks at dynamic interest rate models.

Financial Modelling In Practice PDF Download

Financial Modelling in Practice PDF
Author: Michael Rees
Publisher: John Wiley & Sons
Size: 42.67 MB
Format: PDF, Docs
Category : Business & Economics
Languages : en
Pages : 288
View: 1994

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Financial Modelling in Practice: A Concise Guide for Intermediate and Advanced Level is a practical, comprehensive and in-depth guide to financial modelling designed to cover the modelling issues that are relevant to facilitate the construction of robust and readily understandable models. Based on the authors extensive experience of building models in business and finance, and of training others how to do so this book starts with a review of Excel functions that are generally most relevant for building intermediate and advanced level models (such as Lookup functions, database and statistical functions and so on). It then discusses the principles involved in designing, structuring and building relevant, accurate and readily understandable models (including the use of sensitivity analysis techniques) before covering key application areas, such as the modelling of financial statements, of cash flow valuation, risk analysis, options and real options. Finally, the topic of financial modelling using VBA is treated. Practical examples are used throughout and model examples are included in the attached CD-ROM. Aimed at intermediate and advanced level modellers in Excel who wish to extend and consolidate their knowledge, this book is focused, practical, and application-driven, facilitating knowledge to build or audit a much wider range of financial models. Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file.