03359nam 22007453u 450 991082053200332120230912133352.01-119-20092-X1-118-13722-11-283-26821-397866132682111-118-13720-5(CKB)2550000000051679(EBL)697984(OCoLC)760002369(SSID)ssj0000554736(PQKBManifestationID)11939866(PQKBTitleCode)TC0000554736(PQKBWorkID)10517424(PQKB)10143626(Au-PeEL)EBL4032172(CaPaEBR)ebr11108314(CaONFJC)MIL326821(OCoLC)927504166(CaSebORM)9780470931226(MiAaPQ)EBC697984(MiAaPQ)EBC4032172(OCoLC)786165416(OCoLC)ocn786165416 (EXLCZ)99255000000005167920130418d2011|||| u|| |engurunu|||||txtccrFinancial Simulation Modeling in Excel A Step-by-Step Guide1st editionHoboken Wiley20111 online resource (211 p.)Wiley Finance ;v.18Description based upon print version of record.0-470-93122-1 Includes bibliographical references (p. 187) and index.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""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 react to simulations and his read was very much in accordance with what I've experienced myself. When it came to the nuts and bolts of describing the different types of simulation analysis the book becomes incredibly detailed. There is working code and models for a fantastic array of the most common simulationWiley FinanceFinance --Mathematical models --Computer programsMicrosoft Excel (Computer file)FinanceMathematical modelsComputer programsFinance --Mathematical models --Computer programs.Microsoft Excel (Computer file).FinanceMathematical modelsComputer programs332.0285/554BUS027000bisacshAllman Keith1715878Laurito Josh1715879Loh Michael1715880AU-PeELAU-PeELAU-PeELBOOK9910820532003321Financial Simulation Modeling in Excel4110833UNINA