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Financial simulation modeling in Excel a step-by-step guide

"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 portfol...

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Bibliographic Details
Main Author: Allman, Keith A.
Other Authors: Laurito, Josh, Loh, Michael
Format: eBook
Language:English
Published: Hoboken, N.J. John Wiley & Sons 2011
Series:Wiley finance series
Subjects:
Finance / Mathematical Models / Computer Programs / Fast
Microsoft Excel (computer File) / Blmlsh
Business & Economics / Finance / Bisacsh
Finances / Modèles Mathématiques / Logiciels
Microsoft Excel (computer File) / Fast
Finance / Mathematical Models / Computer Programs
Microsoft Excel (computer File) / Http://id.loc.gov/authorities/names/n86025775
Online Access:
Collection: O'Reilly - Collection details see MPG.ReNa
Table of Contents:
  • Financial Simulation Modeling in Excel
  • Contents
  • Preface
  • Acknowledgments
  • About the Authors
  • CHAPTER 1 Introduction
  • CHAPTER 2 Random Numbers, Distributions, and Basic Simulation Setup
  • CHAPTER 3 Correlation
  • CHAPTER 4 Option Pricing
  • CHAPTER 5 Corporate Default Simulation
  • CHAPTER 6 Simulating Pools of Assets
  • CHAPTER 7 Dealing with Data Deficiencies and Other Issues
  • CHAPTER 8 Advanced Topics and Further Reading
  • APPENDIX A Partial Differential Equations
  • APPENDIX B Newton-Raphson Method
  • References
  • Index
  • Includes bibliographical references and index

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