Quantitative Finance

Author: Matt Davison
Publisher: CRC Press
ISBN: 143987168X
Format: PDF, Docs
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Teach Your Students How to Become Successful Working Quants Quantitative Finance: A Simulation-Based Introduction Using Excel provides an introduction to financial mathematics for students in applied mathematics, financial engineering, actuarial science, and business administration. The text not only enables students to practice with the basic techniques of financial mathematics, but it also helps them gain significant intuition about what the techniques mean, how they work, and what happens when they stop working. After introducing risk, return, decision making under uncertainty, and traditional discounted cash flow project analysis, the book covers mortgages, bonds, and annuities using a blend of Excel simulation and difference equation or algebraic formalism. It then looks at how interest rate markets work and how to model bond prices before addressing mean variance portfolio optimization, the capital asset pricing model, options, and value at risk (VaR). The author next focuses on binomial model tools for pricing options and the analysis of discrete random walks. He also introduces stochastic calculus in a nonrigorous way and explains how to simulate geometric Brownian motion. The text proceeds to thoroughly discuss options pricing, mostly in continuous time. It concludes with chapters on stochastic models of the yield curve and incomplete markets using simple discrete models. Accessible to students with a relatively modest level of mathematical background, this book will guide your students in becoming successful quants. It uses both hand calculations and Excel spreadsheets to analyze plenty of examples from simple bond portfolios. The spreadsheets are available on the book’s CRC Press web page.

Quantitative Methods for Decision Making Using Excel

Author: Glyn Davis
Publisher: Oxford University Press
ISBN: 0199694060
Format: PDF
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Quantitative Methods for Decision Making is a comprehensive guide that provides students with the key techniques and methodology they will need to successfully engage with all aspects of quantitative analysis and decision making; both on their undergraduate course, and in the larger context of their future business environments. Organized in accordance with the enterprise functional structure where the decision making takes place, the textbook encompasses a broad range of functions, each detailed with clear examples illustrated through the single application tool Microsoft Excel. The authors approach a range of methods which are divided into major enterprise functions such as marketing, sales, business development, manufacturing, quality control and finance; illustrating how the methods can be applied in practice and translated into a working environment. Each chapter is packed with short case studies to exemplify the practical use of techniques, and contains a wealth of exercises after key sections and concepts, giving students the opportunity to monitor their own progress using the solutions at the back of the book. An Online Resource Centre accompanies the text and includes: For students: - Numerical skills workbook with additional exercises, questions and content - Data from the examples and exercises in the book - Online glossary of terms - Revision tips - Visual walkthrough videos covering the application of a range of quantitative methods - Appendices to the book For lecturers: - Instructor's manual including solutions from the text and a guide to structuring lectures and seminars - PowerPoint presentations - Test bank with questions for each chapter - Suggested assignment and examination questions

Excel VBA f r Dummies

Author: John Walkenbach
Publisher: John Wiley & Sons
ISBN: 3527709282
Format: PDF, ePub
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Um noch mehr aus Excel herauszuholen, empfiehlt sich die VBA-Programmierung, mit der Sie Excel auf Ihre Bedürfnisse zuschneiden können. John Walkenbach zeigt Ihnen, wie Sie Excel-Berechnungen mit VBA automatisieren. Er erklärt Ihnen zunächst die notwendigen VBA-Grundlagen und wichtigsten Werkzeuge sowie VBA-Abläufe des VBA-Editors. Außerdem erhalten Sie eine Übersicht über die wichtigsten Bestandteile und Begriffe, die für die VBA-Programmierung in Excel relevant sind, und Sie erfahren, wie Sie Programmierfehler ausfindig machen und beheben.

Visualize This

Author: Nathan Yau
Publisher: John Wiley & Sons
ISBN: 3527760229
Format: PDF, ePub, Docs
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A guide on how to visualise and tell stories with data, providing practical design tips complemented with step-by-step tutorials.

Data Analysis and Decision Making with Microsoft Excel Revised

Author: S. Albright
Publisher: Cengage Learning
ISBN: 0324662440
Format: PDF, ePub, Mobi
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The emphasis of the text is on data analysis, modeling, and spreadsheet use in statistics and management science. This text contains professional Excel software add-ins. The authors maintain the elements that have made this text a market leader in its first edition: clarity of writing, a teach-by-example approach, and complete Excel integration. This edition has been revised to be compatible with Excel 2007 and the corresponding add-ins for Excel 2007. If you have moved to Excel 2007, you should use this revised edition. Important Notice: Media content referenced within the product description or the product text may not be available in the ebook version.

Financial Modeling

Author: Simon Benninga
Publisher: MIT Press
ISBN: 0262027283
Format: PDF
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A substantially revised edition of a bestselling text combining explanation and implementation using Excel; for classroom use or as a reference for finance practitioners.

The Heston Model and its Extensions in Matlab and C

Author: Fabrice D. Rouah
Publisher: John Wiley & Sons
ISBN: 1118695178
Format: PDF, Kindle
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Tap into the power of the most popular stochastic volatilitymodel for pricing equity derivatives Since its introduction in 1993, the Heston model has become apopular model for pricing equity derivatives, and the most popularstochastic volatility model in financial engineering. This vitalresource provides a thorough derivation of the original model, andincludes the most important extensions and refinements that haveallowed the model to produce option prices that are more accurateand volatility surfaces that better reflect market conditions. Thebook's material is drawn from research papers and many of themodels covered and the computer codes are unavailable from othersources. The book is light on theory and instead highlights theimplementation of the models. All of the models found here havebeen coded in Matlab and C#. This reliable resource offers anunderstanding of how the original model was derived from Ricattiequations, and shows how to implement implied and local volatility,Fourier methods applied to the model, numerical integrationschemes, parameter estimation, simulation schemes, Americanoptions, the Heston model with time-dependent parameters, finitedifference methods for the Heston PDE, the Greeks, and the doubleHeston model. A groundbreaking book dedicated to the exploration of theHeston model—a popular model for pricing equityderivatives Includes a companion website, which explores the Heston modeland its extensions all coded in Matlab and C# Written by Fabrice Douglas Rouah a quantitative analyst whospecializes in financial modeling for derivatives for pricing andrisk management Engaging and informative, this is the first book to dealexclusively with the Heston Model and includes code in Matlab andC# for pricing under the model, as well as code for parameterestimation, simulation, finite difference methods, Americanoptions, and more.