rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Professional financial computing using Excel and VBA
  name:
    name part: Tung, Humphrey K. K. (Humphrey Kwong Kwai)
    role:
      role term: creator
  type of resource: text
  genre: bibliography
  genre: Electronic books.
  origin info:
    place:
      place term: si
    date issued: 2010
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: remote
    extent: 1 online resource (ix, 353 pages) : illustrations
  abstract: 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.
  table of contents: Professional Financial Computing Using Excel & VBA; Contents; Preface; CHAPTER 1: Financial Engineering and Computing; 1.1 Financial Engineering and Spreadsheet Modeling; 1.2 Lehman Brothers' Products for Retail Investors; 1.3 Risk Management and Basel II; 1.4 About the Book; 1.5. Chapter Highlights; 1.6 Other Remarks; CHAPTER 2: The GARCH(1,1) Model; 2.1. The Model; 2.2. Excel Implementation; 2.3. Excel Plus VBA Implementation; CHAPTER 3: Finite Difference Methods; 3.1. Difference Equations; 3.2. Excel Implementation; 3.3. VBA Implementation; 3.4. Crank-Nicholson Scheme; CHAPTER 4: Portfolio Mean-Variance Optimization4.1. Portfolio Selection; 4.2. Excel Implementation; 4.3. Excel Plus VBA Implementation; CHAPTER 5: Newton-Raphson Method; 5.1. Newton-Raphson Method for Systems of Equations; 5.2. VBA Routine; CHAPTER 6: Yield Curve Construction Using Cubic Spline; 6.1. Cubic Spline Interpolation; 6.2. Yield Curve Construction; 6.3. Excel Plus VBA Implementation; CHAPTER 7: Binomial Option Pricing Model; 7.1. Risk-Neutral Option Pricing and the Binomial Tree; 7.2. VBA Implementation; CHAPTER 8: The Black-Derman-Toy Model; 8.1. The Term Structure Model and the Black-Derman-Toy Tree8.2. Excel Plus VBA Implementation; CHAPTER 9: Monte Carlo Option Pricing; 9.1. TheMonte Carlo Method; 9.2. Risk-Neutral Valuation; 9.3. VBA Implementation; 9.4. Exotic Options; 9.5. American Options; CHAPTER 10: Portfolio Value-at-Risk; 10.1. Portfolio Risk Simulation; 10.2. Monte Carlo Simulation for Multiple-Asset Portfolios; 10.3. Historical Simulation for Multiple-Asset Portfolios; 10.4. VBA Implementation of Portfolio Risk Simulation; 10.5. Drill Down of Portfolio Risk; CHAPTER 11: The Hull-White Model; 11.1. Hull-White Trinomial Tree11.2. Excel Plus VBA Implementation; 11.3. The General Hull-White Model; 11.4. Implementation of the General Hull-White Model; CHAPTER 12: CreditMetrics Model; 12.1. The CreditMetrics Model; 12.2. Individual (Segregate) Asset Valuation Framework; 12.3 Monte…
  note: Humphrey K.K. Tung, Donny C.F. Lai, and Michael C.S. Wong ; with Stephen Ng.
  note: Electronic resource.
  note: Includes bibliographical references and index.
  subject:
    title info:
      title: Microsoft Excel (Computer file)
  subject:
    title info:
      title: Microsoft Visual Basic for applications
  subject:
    topic: Finance, Personal
    topic: Computer programs
  subject:
    topic: Business
  subject:
    topic: Finance
    topic: Data processing
  subject:
    topic: Microsoft Excel (Computer file)
  subject:
    topic: Microsoft Visual Basic for applications
  subject:
    topic: BUSINESS & ECONOMICS / Investments & Securities / General
  classification: HG173 .T88 2010eb
  classification: 658.152
  related item:
    title info:
      title: Professional financial computing using Excel and VBA
    name:
      name part: Tung, Humphrey K. K. (Humphrey Kwong Kwai).
    origin info:
      publisher: Singapore : Wiley, 2010
    identifier: (OCoLC)773669830
  related item:
    title info:
      title: Wiley Online Library
  related item:
    title info:
      title: Wiley finance series
  identifier: 0470824395 (cloth)
  identifier: 1118179064 (electronic bk.)
  identifier: 1118390407 (electronic bk.)
  identifier: 9780470824399 (cloth)
  identifier: 9781118179062 (electronic bk.)
  identifier: 9781118390405 (electronic bk.)
  identifier: 10.1002/9781118390405 Wiley InterScience
  identifier: http://proxy.library.tamu.edu/login
  record info:
    record content source: EBLCP
    record creation date: 120102
    record change date: 20210728124903.0
    record identifier: in00002770240
    language of cataloging:
      language term: eng