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1. |
Record Nr. |
UNINA9910820532003321 |
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Autore |
Allman Keith |
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Titolo |
Financial Simulation Modeling in Excel : A Step-by-Step Guide |
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Pubbl/distr/stampa |
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ISBN |
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9786613268211 |
9781119200925 |
111920092X |
9781118137222 |
1118137221 |
9781283268219 |
1283268213 |
9781118137208 |
1118137205 |
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Edizione |
[1st edition] |
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Descrizione fisica |
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1 online resource (211 p.) |
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Collana |
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Classificazione |
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Altri autori (Persone) |
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Disciplina |
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Soggetti |
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Finance --Mathematical models --Computer programs |
Microsoft Excel (Computer file) |
Finance - Mathematical models - Computer programs |
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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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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references (p. 187) and index. |
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Nota di contenuto |
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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 |
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Sommario/riassunto |
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""I've worked with simulation in business for over 20 years, and Allman really nails it with this book. I admit that I own his previous book on structured finance cash flows, but I was surprised by what I found in here. He addresses the fundamental questions of how decision makers |
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