LEADER 03312nam 22007213u 450 001 9910139590803321 005 20230912133352.0 010 $a1-119-20092-X 010 $a1-118-13722-1 010 $a1-283-26821-3 010 $a9786613268211 010 $a1-118-13720-5 035 $a(CKB)2550000000051679 035 $a(EBL)697984 035 $a(OCoLC)760002369 035 $a(SSID)ssj0000554736 035 $a(PQKBManifestationID)11939866 035 $a(PQKBTitleCode)TC0000554736 035 $a(PQKBWorkID)10517424 035 $a(PQKB)10143626 035 $a(Au-PeEL)EBL4032172 035 $a(CaPaEBR)ebr11108314 035 $a(CaONFJC)MIL326821 035 $a(OCoLC)927504166 035 $a(CaSebORM)9780470931226 035 $a(MiAaPQ)EBC697984 035 $a(MiAaPQ)EBC4032172 035 $a(EXLCZ)992550000000051679 100 $a20130418d2011|||| u|| | 101 0 $aeng 135 $aurunu||||| 181 $ctxt 182 $cc 183 $acr 200 10$aFinancial Simulation Modeling in Excel$b[electronic resource] $eA Step-by-Step Guide 205 $a1st edition 210 $aHoboken $cWiley$d2011 215 $a1 online resource (211 p.) 225 1 $aWiley Finance ;$vv.18 300 $aDescription based upon print version of record. 311 $a0-470-93122-1 320 $aIncludes bibliographical references (p. 187) and index. 327 $aFinancial 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 330 $a""I've worked with simulation in business for over 20 years, and Allman really nails it with this book. I admit that I own his previous book on structured finance cash flows, but I was surprised by what I found in here. He addresses the fundamental questions of how decision makers react to simulations and his read was very much in accordance with what I've experienced myself. When it came to the nuts and bolts of describing the different types of simulation analysis the book becomes incredibly detailed. There is working code and models for a fantastic array of the most common simulation 410 0$aWiley Finance 606 $aFinance --Mathematical models --Computer programs 606 $aMicrosoft Excel (Computer file) 606 $aFinance$xMathematical models$xComputer programs 615 4$aFinance --Mathematical models --Computer programs. 615 4$aMicrosoft Excel (Computer file). 615 0$aFinance$xMathematical models$xComputer programs 676 $a332.0285/554 686 $aBUS027000$2bisacsh 700 $aAllman$b Keith$0898005 701 $aLaurito$b Josh$0898006 701 $aLoh$b Michael$0898007 801 0$bAU-PeEL 801 1$bAU-PeEL 801 2$bAU-PeEL 906 $aBOOK 912 $a9910139590803321 996 $aFinancial Simulation Modeling in Excel$92006335 997 $aUNINA