Senin, 27 Januari 2014

[H533.Ebook] Download Ebook Advanced modelling in finance using Excel and VBA, by Mary Jackson, Mike Staunton

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Advanced modelling in finance using Excel and VBA, by Mary  Jackson, Mike  Staunton

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Advanced modelling in finance using Excel and VBA, by Mary  Jackson, Mike  Staunton

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.

  • Sales Rank: #321686 in Books
  • Published on: 2001-05-30
  • Original language: English
  • Number of items: 1
  • Dimensions: 9.90" h x 1.00" w x 6.90" l, 1.51 pounds
  • Binding: Hardcover
  • 276 pages

Review
No. 4 bestseller in 'General Finance' (erivativesreview.com, December 2001)

From the Inside Flap
This unique book demonstrates that Excel and VBA can play an important role in the explanation and implementation of numerical methods across finance. It takes a comprehensive look at equities, options on equities and options on bonds from the early 1950s to the late 1990s. Each area contains both standard material and more advanced topics.
All models are developed fully in both spreadsheets, bringing clarity to teaching in finance, and user-defined functions in VBA, giving a ready-made library of portable functions that can be used in Excel. The spreadsheets and VBA functions are provided on a CD-ROM.

From the Back Cover
This book will appeal to both graduate students and practitioners. Students will value the Excel spreadsheets allowing them to develop their knowledge of modelling in finance, using a step-by-step approach accompanied by explanations using elementary mathematical statistics and probability. Practitioners will value the VBA functions as a source of up-to-date and efficient programs that can be easily used from Excel.

Standard material covered includes:
* portfolio theory and efficient frontiers
* the Capital Asset Pricing Model, beta and variance-covariance matrices
* performance measurement
* the Black-Scholes option pricing formula
* binomial trees for options on equities and bonds
* Monte Carlo simulation
* bond yield-to-maturity, duration and convexity
* term structure models from Vasicek and Cox, Ingersoll and Ross
Advanced topics covered include:
* Value-at-Risk
* style analysis
* an improved binomial tree (Leisen and Reimer)
* Quasi Monte Carlo simulation
* volatility smiles
* Black, Derman and Toy trees
* normal interest rate trees

The book is accompanied by a CD-ROM containing the spreadsheets, VBA functions and macros used throughout the work.

Most helpful customer reviews

120 of 124 people found the following review helpful.
Comprehensive coverage of VBA financial models
By Reader from New York
I like the style of this book. Don't let the small number of pages fool you. The authors didn't get overly wordy explaining the basics of the models (they assume the reader is already a proficient Excel user), and focus instead on explaining the key Excel functions and VBA codes in order to allow the readers to get their own model up and running in a short time. Like the other reviewer said, the authors should be congratulated for such a superb effort.
Many subjects are materials not normally covered in a typical MBA curriculum (although they would in a MS program) Examples: in Chapter 13, Non-normal Distributions and Implied Volatility, the authors showed the way to model a Black & Scholes Equity Option using the more realistic non-normal distribution assumptions acounting for skewness and kurtosis (non-symetry and fat tails). In the Appendix, author introduced the ARIMA models in Excel (modeled typically with statistical or time-series software packages, such as SAS or SPSS), splines curve fitting and lastly estimation of eigenvalues and eigenvectors (for estimation of principal components analysis). You will find the Excel/VBA codes bundled in the CD handy for those who wish to develop more advanced models.
This book is a godsend for busy practitioners who want to master quickly the art and science of building numerical techniques and coding models with Excel. Feel free to email me if you need to know any details from the book.
P.S. book divided into four components
Part ONE: Advanded Modelling in Excel (teaches the advanced Excel functions and procedures, VBA macros and user-defined functions)
Part TWO: Equities
Part THREE: Options on Equities
Part FOUR: Options on Bonds
Appendix: Other VBA functions

128 of 135 people found the following review helpful.
Superb
By Franco Arda
A fantstic book on Excel modelling for Equities, Equity Options, and Bond Options that fills the lack of books on this topic nicely.
It's probably best to compare it to Beninga's „Financial Modelling". It differs in many ways though. It's more compact (250 pages instead of 600), with less detailed explanations, leaves Corporate Finance completely out, and covers fewer topics but to a more advanced level.
The book deserves definitely „advanced", since the equity section was developed for an MBA elective at London Business School. The parts on options and bonds compromise a course for the MSc in Mathematical Trading & Finance at City University Business School. Standard material covered: porfolio theory and efficient frontiers / the CAPM, beta and covariance matrices / performance measurement / the Black & Scholes formula / binomial trees for equity and bond options / Monte Carlo simulation / bond yield-to-maturity, duration and convexity / term structure models from Vasicek and Cox, Ingersoll and Ross.
Advanced topics: value at risk / style analysis / an improved binomial tree (Leisen&Refmer) / quasi Monte Carlo simulation / volatility smiles / Black, Derman & Toy trees / normal interest rate trees.

29 of 31 people found the following review helpful.
Financial Engineers reference book
By sanatonio
This book serves as a good source for anyone who is interested in making a career in Financial Engineering. There are many worked examples that facilitate understanding of the theory. This also provides the basics for a person who wants to build benchmarks in Excel for financial modeling.
The numerical methods applied with the help of Excel are useful to understand the various facets of Financial Engineering.
The salient aspects are
- provides the VBA introduction along with the features of Excel
- Equities Risk management and portfolio optimization
- Option pricing using Binomial trees and Black Scholes formula applied in Excel
- Bond option Valuation Formula using the Vasicek, Cox Ingersoll and Ross using the assumptions of Risk neutral process are easily worked out and the examples elucidate the readers understanding
- Interest rate models, valuation of Bond options using the different approaches are done well.

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Minggu, 26 Januari 2014

[K437.Ebook] Ebook Integrating & Sustaining Habits of Mind (Anderson's Law School Publications), by Arthur L. Costa, Bena Kallick

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Integrating & Sustaining Habits of Mind (Anderson's Law School Publications), by Arthur L. Costa, Bena Kallick

Integrating and Sustaining Habits of Mind is the fourth volume in a series describing 16 types of intelligent behavior called "habits of mind." These behaviors can aid both students and adults in school and everyday life as they encounter life's challenges. The habits also encourage thinking skills essential to lifelong learning.

Noted educators Arthur Costa and Bena Kallick maintain that a critical attribute of intelligence is not only having information but also knowing how to act on it. The habits of mind that contribute to this intelligence are

$ Persisting $ Managing impulsivity $ Listening with understanding and empathy $ Thinking flexibly $ Thinking about thinking (metacognition) $ Striving for accuracy $ Questioning and posing problems $ Applying past knowledge to new situations $ Thinking and communicating with clarity and precision $ Gathering data through all senses $ Creating, imagining, innovating $ Responding with wonderment and awe $ Taking responsible risks $ Finding humor $ Thinking interdependently $ Remaining open to continuous learning

In the first three volumes of Habits of Mind: A Developmental Series, the authors described these 16 behaviors (Book 1), presented strategies for activating and engaging them (Book 2), and offered assessment techniques (Book 3). In Book 4, they explain how communities, departments, teams, school districts, and school faculties can integrate the habits of mind into the school culture and sustain them.

Practitioners also contribute their insights and strategies. Curtis Schnorr and Thommie DePinto Piercy describe how their school brought a vision of the habits of mind to life. Deborah Hansen shows a staff development model for infusing the habits into her district's culture. Other chapters offer a wealth of practical tips.

Staying the course in the midst of a chaotic environment is not easy. Schools need an anchor. Because they transcend content, programs, and disciplines, the habits of mind are such an anchor.

  • Sales Rank: #1532430 in Books
  • Brand: Brand: Association for Supervision Curriculum Deve
  • Published on: 2000-12
  • Original language: English
  • Number of items: 1
  • Dimensions: .26" h x 6.12" w x 9.08" l,
  • Binding: Paperback
  • 107 pages
Features
  • Used Book in Good Condition

Most helpful customer reviews

0 of 0 people found the following review helpful.
Habits of Mind
By Jadi
The series of books are interesting reading. Many good ideas, but tough to implement as an individual. These would be good books to use for a Professional Learning Circle or professional development.

0 of 0 people found the following review helpful.
change the way you teach
By C. Hillman
This book truly helped me to understand the Habits of Mind. It was a new concept in my graduate class, and I feel much more up to date now.

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Hypersingular Integrals and Their Applications (Analytical Methods and Special Functions), by Stefan Samko

Hypersingular integrals arise as constructions inverse to potential-type operators and are realized by the methods of regularization and finite differences. This volume develops these approaches in a comprehensive treatment of hypersingular integrals and their applications. The author is a renowned expert on the topic. He explains the basics before building more sophisticated ideas, and his discussions include a description of hypersingular integrals as they relate to functional spaces. Hypersingular Integrals and Their Applications also presents recent results and applications that will prove valuable to graduate students and researchers working in mathematical analysis.

  • Sales Rank: #6200128 in Books
  • Published on: 2001-10-25
  • Original language: English
  • Number of items: 1
  • Dimensions: 10.00" h x .88" w x 7.01" l, 1.77 pounds
  • Binding: Hardcover
  • 378 pages

About the Author
Stefan Samko is at the University of Algrave in Portugal.

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Jumat, 24 Januari 2014

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Transport Modeling for Environmental Engineers and Scientists 2ND EDITIONFrom John Wiley & Sons, Inc,2010

  • Sales Rank: #8907596 in Books
  • Published on: 2010
  • Binding: Unknown Binding

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Minggu, 19 Januari 2014

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HERMANDAD:LLAMA PURIFICADORA DEL CARDENAL(MUTANT CHRONICLES), by Matt Forbeck

  • Published on: 1998-05-01
  • Binding: Paperback

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Jumat, 17 Januari 2014

[I555.Ebook] PDF Download The Internal Implementation of Peace Agreements after Violent Intrastate Conflict (International Humanitarian Law), by Arist von Hehn

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The Internal Implementation of Peace Agreements after Violent Intrastate Conflict (International Humanitarian Law), by Arist von Hehn

This book is at heart a guide on how to best approach the management of an internally-led peace implementation process after a violent intrastate conflict. It explains the principal tasks, legal framework and management implications of internal peace implementation and illustrates this with many examples of best practice as well as possible pitfalls. The book integrates a broad analysis of current academic research with a substantial number of interviews with experts from the field.With a foreword by Nobel Peace Prize Laureate President Martti Ahtisaari.

  • Sales Rank: #6754503 in Books
  • Published on: 2011-08-01
  • Original language: English
  • Number of items: 1
  • Dimensions: 9.70" h x 1.20" w x 6.40" l, 2.00 pounds
  • Binding: Hardcover
  • 48 pages

About the Author
Arist von Hehn Doctorate in Law, European University Viadrina Frankfurt (Oder), Masters in International Human Rights and Humanitarian Law (LL.M.), Lund University, was trained as a lawyer and mediator in Germany and worked in Northern Ireland in relation to human rights and as a management consultant during the Aceh peace process.

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Rabu, 08 Januari 2014

[B597.Ebook] Download PDF Ready All! George Yeoman Pocock and Crew Racing, by Gordon Newell

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Ready All! George Yeoman Pocock and Crew Racing, by Gordon Newell

In the 1920s, an upstart West Coast college began to challenge the Eastern universities in the ancient sport of crew racing. Sportswriters scoffed at the "crude western boats" and their crews. But for the next forty years, the University of Washington dominated rowing around the world.

The secret of the Huskies' success was George Pocock, a soft-spoken English immigrant raised on the banks of the Thames. Pocock combined perfectionism with innovation to make the lightest, best-balanced, fastest shells the world had ever seen. After studying the magnificent canoes built by Northwest Indians, he broke with tradition and began to make shells of native cedar.

Pocock, who had been a champion sculler in his youth, never credited his boats for the accomplishments of a crew. He wanted every rower to share his vision of discipline and teamwork. As rowers from the University of Washington went on to become coaches at major universities across the country, Pocock's philosophy―and his shells―became nationally famous in the world of crew.

Drawing on documents provided by Pocock's family, photographs from the University of Washington Crew Archives, and interviews with rowers who revered the man, Newell evokes the times as well as the life of this unique figure in American sport.

  • Sales Rank: #294416 in Books
  • Published on: 2015-01-06
  • Original language: English
  • Number of items: 1
  • Dimensions: 11.02" h x .41" w x 8.50" l,
  • Binding: Paperback
  • 188 pages

Review
"As a youth in Britain, Pocock learned the rudiments of boat building from his father, who crafted boats for young Etonians. Forced to emigrate by straitened economic conditions, he journeyed to the Pacific Northwest intending to find work as a lumberjack. Fortunately for the University of Washington in Seattle, he was persuaded to establish shop there and began making shells of outstanding quality. They were so good, in fact, that Washington won its first intercollegiate title in 1923, defeating the Eastern teams that had ruled the sport for decades. One of his greatest triumphs occurred in 1936 when the Washington team won an Olympic gold medal in Germany, but he had numerous other successes as both boatman and coach until his retirement in 1963. There are many fine photos, including some of special interest from the 19th century, and a foreword by the coach of Washington's varsity crew."―Publishers Weekly

Review
"Ready All! offers a fascinating journey into the life and work of George Pocock, the master boatbuilder whose profound wisdom matched his skill in the workshop. A sage, a mentor, an artist, and an oarsman, Pocock shaped the lives of countless rowers, and this book captures the essence of his soul."―Daniel James Brown, author of The Boys in the Boat

About the Author
The late Gordon Newell was the author of several books on maritime history, including Pacific Tugboats and Mighty Mo, The U.S.S. Missouri: A Biography of the Last Battleship. The late Dick Erickson was University of Washington varsity crew coach from 1968 to 1987.

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5 of 5 people found the following review helpful.
The Man Who Changed Rowing Forever
By E. Williamson
Anyone who rows or watches rowing will find this book edifying. The story of George Pocock is an amazing one. The man changed the sport by building the most technologically advanced shells of his time. His shells virtually dominated rowing from coast to coast and were used by several Olympic champion crews. Yet he always said there are no fast boats, just fast crews. Pocock's son followed in his footsteps, continuing to build the world's finest shells on the shores of Lake Union in Seattle. It is not by accident that the University of Washington has been dominant in collegiate rowing for many years. Go Dawgs!

4 of 4 people found the following review helpful.
It is excellent! Reminds me of the morals of my parents ...
By jm
I read this after reading BOYS IN THE BOAT. It is excellent! Reminds me of the morals of my parents and grandparents.

4 of 4 people found the following review helpful.
Exciting! made me sit up all night.
By tettyann
Exciting ! made me sit up all night.
You can find sufficient motivation to be a tough oarsman.

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