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1. |
Record Nr. |
UNINA9910141152303321 |
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Autore |
Tung Humphrey K. K (Humphrey Kwong Kwai) |
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Titolo |
Professional financial computing using Excel and VBA [[electronic resource] /] / Humphrey K.K. Tung, Donny C.F. Lai, and Michael C.S. Wong ; with Stephen Ng |
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Pubbl/distr/stampa |
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Singapore ; ; Hoboken, NJ, : Wiley, 2010 |
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ISBN |
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1-118-17908-0 |
1-283-40150-9 |
9786613401502 |
1-118-39040-7 |
1-118-17906-4 |
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Descrizione fisica |
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1 online resource (365 p.) |
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Collana |
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Altri autori (Persone) |
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LaiDonny C. F |
WongMichael C. S (Michael Chak Sham) |
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Disciplina |
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Soggetti |
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Finance - Data processing |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Series statement from jacket. |
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Nota di bibliografia |
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Includes bibliographical references and index. |
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Nota di contenuto |
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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; |
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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 Carlo Simulation in Detail; 12.4. Excel and VBA Implementation; CHAPTER 13: KMV-Merton Model; 13.1. KMV-Merton Model of Credit Risk; 13.2. Excel and VBA Implementation; APPENDIX A: VBA Programming; A.1 Introduction; A.2 A Brief History of VBA; A.3 Essential Excel Elements for VBA; A.3.1 Excel Cell Reference |
A.3.2 Excel Defined NamesA.3.3 Excel Worksheet Functions; A.4 The VBA Development Environment (VBE); A.4.1 The Developer Tab in the Ribbon; A.4.2 The Windows of VBE; A.4.3 The Project Explorer; A.4.4 The VBA Project Structure; A.4.5 The Procedure to Create a VBA Subroutine; A.4.6 The Procedure to Create a VBA Function; A.5 Basic VBA Programming Concepts; A.5.1 Variables and Data Types; A.5.2 Declaration and Assignment Statements; A.5.3 Flow Control Statements; A.6 VBA Arrays; A.7 Using Worksheet Matrix Functions in VBA; A.8 Summary; APPENDIX B: The Excel Object Model |
APPENDIX C: VBA Debugging Tools |
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Sommario/riassunto |
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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 |
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2. |
Record Nr. |
UNINA9910696608603321 |
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Autore |
Rodgers D. M |
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Titolo |
Applying AWIPS technology to the prototype aviation collaboration effort (PACE) [[electronic resource] /] / Dennis M. Rodgers |
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Pubbl/distr/stampa |
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[Boulder, CO] : , : [U.S. Dept. of Commerce, National Oceanic and Atmospheric Administration, Forecast Systems Laboratory], , [2002?] |
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Descrizione fisica |
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2 unnumbered pages : digital, PDF file |
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Soggetti |
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Air traffic control |
Thunderstorms |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Title from title screen (viewed on June 20, 2008). |
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3. |
Record Nr. |
UNINA9910495870503321 |
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Autore |
Wolfe Alan <1942-> |
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Titolo |
Whose keeper? : social science and moral obligation / / Alan Wolfe [[electronic resource]] |
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Pubbl/distr/stampa |
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Berkeley, : University of California Press, c1989 |
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ISBN |
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Descrizione fisica |
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1 online resource (xvii, 371 p. ) : ill. ; |
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Disciplina |
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Soggetti |
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Social ethics |
Political ethics |
Social sciences and state |
Social sciences - Moral and ethical aspects |
Welfare state |
Capitalism |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Nota di bibliografia |
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Bibliography: p. 315-355. |
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Nota di contenuto |
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The Dubious Triumph of Economic Man -- Markets and Intimate Obligations -- Markets and Distant Obligations -- The State as a Moral Agent -- Welfare States and Moral Regulation -- States and Distant Obligations -- Sociology Without Society -- The Social Construction of Morality -- The Gift of Society. |
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