Chimica con Excel : Excel per chimici / Biagio Giannì |
Autore | Giannì, Biagio |
Pubbl/distr/stampa | Milano : Ranieri, 2007 |
Descrizione fisica | 272 p. : ill. ; 24 cm |
Disciplina | 005.54 |
Soggetto topico |
Microsoft Excel (Computer file)
Chemistry - Data processing |
ISBN | 9781234567897 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | ita |
Record Nr. | UNISALENTO-991002400289707536 |
Giannì, Biagio | ||
Milano : Ranieri, 2007 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. del Salento | ||
|
Excel Dashboards & Reports For Dummies [[electronic resource]] |
Autore | Alexander Michael |
Edizione | [2nd ed.] |
Pubbl/distr/stampa | Hoboken, : Wiley, 2014 |
Descrizione fisica | 1 online resource (339 p.) |
Disciplina | 658.4038011 |
Collana | For dummies Excel dashboards & reports for dummies |
Soggetto topico |
Business intelligence -- Computer programs
Dashboards (Management information systems) Electronic spreadsheets Microsoft Excel (Computer file) Dashboards (Management information systems) - Computer programs Statistics Business report writing Business Management Commerce Business & Economics Management Styles & Communication Marketing & Sales |
Soggetto genere / forma | Electronic books. |
ISBN | 1-118-84236-7 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Table of Contents; Introduction; About This Book; Foolish Assumptions; Icons Used In This Book; Beyond the Book; Where to Go from Here; Part I: Getting Started with Excel Dashboards and Reports; Chapter 1: Getting in the Dashboard State of Mind; Defining Dashboards and Reports; Preparing for Greatness; A Quick Look at Dashboard Design Principles; Chapter 2: Building a Super Model; Data Modeling Best Practices; Excel Functions That Really Deliver; Using Smart Tables That Expand with Data; Part II: Building Basic Dashboard Components; Chapter 3: Dressing Up Your Data Tables
Table Design PrinciplesGetting Fancy with Custom Number Formatting; Chapter 4: Sparking Inspiration with Sparklines; Introducing Sparklines; Understanding Sparklines; Customizing Sparklines; Chapter 5: Formatting Your Way to Visualizations; Enhancing Reports with Conditional Formatting; Using Symbols to Enhance Reporting; The Magical Camera Tool; Chapter 6: The Pivotal Pivot Table; An Introduction to the Pivot Table; The Four Areas of a Pivot Table; Creating Your First Pivot Table; Customizing Your Pivot Table Reports; Creating Useful Pivot-Driven Views Part III: Building Advanced Dashboard ComponentsChapter 7: Charts That Show Trending; Trending Dos and Don'ts; Comparative Trending; Emphasizing Periods of Time; Other Trending Techniques; Chapter 8: Grouping and Bucketing Data; Creating Top and Bottom Displays; Using Histograms to Track Relationships and Frequency; Emphasizing Top Values in Charts; Chapter 9: Displaying Performance against a Target; Showing Performance with Variances; Showing Performance against Organizational Trends; Using a Thermometer-Style Chart; Using a Bullet Graph; Showing Performance against a Target Range Part IV: Advanced Reporting TechniquesChapter 10: Macro-Charged Dashboarding; Why Use a Macro?; Recording Your First Macro; Running Your Macros; Enabling and Trusting Macros; Excel Macro Examples; Chapter 11: Giving Users an Interactive Interface; Getting Started with Form Controls; Using the Button Control; Using the Check Box Control; Using the Option Button Control; Option Button Example: Showing Many Views through One Chart; Using the Combo Box Control; Combo Box Example: Changing Chart Data with a Drop-Down Selector; Using the List Box Control; Using the List Box Control List Box Example: Controlling Multiple Charts with One SelectorChapter 12: Adding Interactivity with Pivot Slicers; Understanding Slicers; Creating a Standard Slicer; Formatting Slicers; Controlling Multiple Pivot Tables with One Slicer; Creating a Timeline Slicer; Using Slicers as Form Controls; Part V: Working with the Outside World; Chapter 13: Using External Data for Your Dashboards and Reports; Importing Data from Microsoft Access; Importing Data from SQL Server; Chapter 14: Sharing Your Workbook with the Outside World; Protecting Your Dashboards and Reports Linking Your Excel Dashboards to PowerPoint |
Record Nr. | UNINA-9910464958603321 |
Alexander Michael | ||
Hoboken, : Wiley, 2014 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Excel Dashboards & Reports For Dummies [[electronic resource]] |
Autore | Alexander Michael |
Edizione | [2nd ed.] |
Pubbl/distr/stampa | Hoboken, : Wiley, 2014 |
Descrizione fisica | 1 online resource (339 p.) |
Disciplina | 658.4038011 |
Collana | For dummies Excel dashboards & reports for dummies |
Soggetto topico |
Business intelligence -- Computer programs
Dashboards (Management information systems) Electronic spreadsheets Microsoft Excel (Computer file) Dashboards (Management information systems) - Computer programs Statistics Business report writing Business Management Commerce Business & Economics Management Styles & Communication Marketing & Sales |
ISBN | 1-118-84236-7 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Table of Contents; Introduction; About This Book; Foolish Assumptions; Icons Used In This Book; Beyond the Book; Where to Go from Here; Part I: Getting Started with Excel Dashboards and Reports; Chapter 1: Getting in the Dashboard State of Mind; Defining Dashboards and Reports; Preparing for Greatness; A Quick Look at Dashboard Design Principles; Chapter 2: Building a Super Model; Data Modeling Best Practices; Excel Functions That Really Deliver; Using Smart Tables That Expand with Data; Part II: Building Basic Dashboard Components; Chapter 3: Dressing Up Your Data Tables
Table Design PrinciplesGetting Fancy with Custom Number Formatting; Chapter 4: Sparking Inspiration with Sparklines; Introducing Sparklines; Understanding Sparklines; Customizing Sparklines; Chapter 5: Formatting Your Way to Visualizations; Enhancing Reports with Conditional Formatting; Using Symbols to Enhance Reporting; The Magical Camera Tool; Chapter 6: The Pivotal Pivot Table; An Introduction to the Pivot Table; The Four Areas of a Pivot Table; Creating Your First Pivot Table; Customizing Your Pivot Table Reports; Creating Useful Pivot-Driven Views Part III: Building Advanced Dashboard ComponentsChapter 7: Charts That Show Trending; Trending Dos and Don'ts; Comparative Trending; Emphasizing Periods of Time; Other Trending Techniques; Chapter 8: Grouping and Bucketing Data; Creating Top and Bottom Displays; Using Histograms to Track Relationships and Frequency; Emphasizing Top Values in Charts; Chapter 9: Displaying Performance against a Target; Showing Performance with Variances; Showing Performance against Organizational Trends; Using a Thermometer-Style Chart; Using a Bullet Graph; Showing Performance against a Target Range Part IV: Advanced Reporting TechniquesChapter 10: Macro-Charged Dashboarding; Why Use a Macro?; Recording Your First Macro; Running Your Macros; Enabling and Trusting Macros; Excel Macro Examples; Chapter 11: Giving Users an Interactive Interface; Getting Started with Form Controls; Using the Button Control; Using the Check Box Control; Using the Option Button Control; Option Button Example: Showing Many Views through One Chart; Using the Combo Box Control; Combo Box Example: Changing Chart Data with a Drop-Down Selector; Using the List Box Control; Using the List Box Control List Box Example: Controlling Multiple Charts with One SelectorChapter 12: Adding Interactivity with Pivot Slicers; Understanding Slicers; Creating a Standard Slicer; Formatting Slicers; Controlling Multiple Pivot Tables with One Slicer; Creating a Timeline Slicer; Using Slicers as Form Controls; Part V: Working with the Outside World; Chapter 13: Using External Data for Your Dashboards and Reports; Importing Data from Microsoft Access; Importing Data from SQL Server; Chapter 14: Sharing Your Workbook with the Outside World; Protecting Your Dashboards and Reports Linking Your Excel Dashboards to PowerPoint |
Record Nr. | UNINA-9910789010303321 |
Alexander Michael | ||
Hoboken, : Wiley, 2014 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Excel Dashboards & Reports For Dummies |
Edizione | [2nd ed.] |
Pubbl/distr/stampa | Hoboken, : Wiley, 2014 |
Descrizione fisica | 1 online resource (339 p.) |
Disciplina | 658.4038011 |
Collana | For dummies Excel dashboards & reports for dummies |
Soggetto topico |
Business intelligence -- Computer programs
Dashboards (Management information systems) Electronic spreadsheets Microsoft Excel (Computer file) Dashboards (Management information systems) - Computer programs Statistics Business report writing Business Management Commerce Business & Economics Management Styles & Communication Marketing & Sales |
ISBN | 1-118-84236-7 |
Classificazione | 007.63 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Table of Contents; Introduction; About This Book; Foolish Assumptions; Icons Used In This Book; Beyond the Book; Where to Go from Here; Part I: Getting Started with Excel Dashboards and Reports; Chapter 1: Getting in the Dashboard State of Mind; Defining Dashboards and Reports; Preparing for Greatness; A Quick Look at Dashboard Design Principles; Chapter 2: Building a Super Model; Data Modeling Best Practices; Excel Functions That Really Deliver; Using Smart Tables That Expand with Data; Part II: Building Basic Dashboard Components; Chapter 3: Dressing Up Your Data Tables
Table Design PrinciplesGetting Fancy with Custom Number Formatting; Chapter 4: Sparking Inspiration with Sparklines; Introducing Sparklines; Understanding Sparklines; Customizing Sparklines; Chapter 5: Formatting Your Way to Visualizations; Enhancing Reports with Conditional Formatting; Using Symbols to Enhance Reporting; The Magical Camera Tool; Chapter 6: The Pivotal Pivot Table; An Introduction to the Pivot Table; The Four Areas of a Pivot Table; Creating Your First Pivot Table; Customizing Your Pivot Table Reports; Creating Useful Pivot-Driven Views Part III: Building Advanced Dashboard ComponentsChapter 7: Charts That Show Trending; Trending Dos and Don'ts; Comparative Trending; Emphasizing Periods of Time; Other Trending Techniques; Chapter 8: Grouping and Bucketing Data; Creating Top and Bottom Displays; Using Histograms to Track Relationships and Frequency; Emphasizing Top Values in Charts; Chapter 9: Displaying Performance against a Target; Showing Performance with Variances; Showing Performance against Organizational Trends; Using a Thermometer-Style Chart; Using a Bullet Graph; Showing Performance against a Target Range Part IV: Advanced Reporting TechniquesChapter 10: Macro-Charged Dashboarding; Why Use a Macro?; Recording Your First Macro; Running Your Macros; Enabling and Trusting Macros; Excel Macro Examples; Chapter 11: Giving Users an Interactive Interface; Getting Started with Form Controls; Using the Button Control; Using the Check Box Control; Using the Option Button Control; Option Button Example: Showing Many Views through One Chart; Using the Combo Box Control; Combo Box Example: Changing Chart Data with a Drop-Down Selector; Using the List Box Control; Using the List Box Control List Box Example: Controlling Multiple Charts with One SelectorChapter 12: Adding Interactivity with Pivot Slicers; Understanding Slicers; Creating a Standard Slicer; Formatting Slicers; Controlling Multiple Pivot Tables with One Slicer; Creating a Timeline Slicer; Using Slicers as Form Controls; Part V: Working with the Outside World; Chapter 13: Using External Data for Your Dashboards and Reports; Importing Data from Microsoft Access; Importing Data from SQL Server; Chapter 14: Sharing Your Workbook with the Outside World; Protecting Your Dashboards and Reports Linking Your Excel Dashboards to PowerPoint |
Record Nr. | UNINA-9910822640203321 |
Hoboken, : Wiley, 2014 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Financial Modeling with Crystal Ball and Excel [[electronic resource]] |
Autore | Charnes John |
Edizione | [2nd ed.] |
Pubbl/distr/stampa | New York, : Wiley, 2012 |
Descrizione fisica | 1 online resource (336 p.) |
Disciplina |
332.0113
332.0285/554 332.0285554 |
Collana | Wiley Finance |
Soggetto topico |
BUSINESS & ECONOMICS / Investments & Securities
Finance -- Mathematical models Microsoft Excel (Computer file) Finance - Mathematical models Investments - Mathematical models |
ISBN |
1-119-20321-X
1-280-59278-8 9786613622617 1-118-22705-0 |
Classificazione | BUS036000 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Financial Modeling with Crystal Ball and Excel; Contents; Preface; Acknowledgments; About the Author; CHAPTER 1 Introduction; 1.1 FINANCIAL MODELING; 1.2 RISK ANALYSIS; 1.3 MONTE CARLO SIMULATION; 1.4 RISK MANAGEMENT; 1.5 BENEFITS AND LIMITATIONS OF USING CRYSTAL BALL; 1.5.1 Benefits; 1.5.2 Limitations; CHAPTER 2 Analyzing Crystal Ball Forecasts; 2.1 SIMULATING A 50-50 PORTFOLIO; 2.1.1 Accumulate.xls; 2.1.2 Frequency Chart; 2.1.3 Cumulative Frequency Chart; 2.1.4 Statistics View; 2.1.5 Forecast Window Percentiles View; 2.2 VARYING THE ALLOCATIONS; 2.2.1 Decision Table Tool; 2.2.2 Trend Chart
2.2.3 Overlay Chart 2.3 PRESENTING THE RESULTS; CHAPTER 3 Building A Crystal Ball Model; 3.1 SIMULATION MODELING PROCESS; 3.1.1 Example: AKGolf.xls; 3.2 DEFINING CRYSTAL BALL ASSUMPTIONS AND FORECASTS; 3.2.1 Defining Assumptions; 3.2.2 Defining Profit as a Forecast Cell; 3.3 RUNNING CRYSTAL BALL; 3.4 SOURCES OF ERROR; 3.5 CONTROLLING MODEL ERROR; CHAPTER 4 Selecting Crystal Ball Assumptions; 4.1 CRYSTAL BALL'S BASIC DISTRIBUTIONS; 4.1.1 Yes-No; 4.1.2 Binomial; 4.1.3 Discrete Uniform; 4.1.4 Uniform; 4.1.5 Triangular; 4.1.6 Normal; 4.1.7 Lognormal 4.2 USING HISTORICAL DATA TO CHOOSE DISTRIBUTIONS 4.2.1 Direct Sampling; 4.2.2 Sampling from a Fitted Distribution; 4.2.3 Fitting Distributions to Data; 4.2.4 Goodness-of-Fit Testing; 4.2.5 Eyeball Test; 4.2.6 Caveats; 4.2.7 What If No Historical Data Are Available?; 4.3 SPECIFYING CORRELATIONS; 4.3.1 Pearson Correlation Statistic; 4.3.2 Spearman (Rank) Correlation Statistic; 4.3.3 Using Crystal Ball to Calculate Correlations Between Two Assumptions; 4.3.4 Batch Fit; 4.3.5 Correlation Tool; CHAPTER 5 Using Decision Variables; 5.1 DEFINING DECISION VARIABLES 5.2 DECISION TABLE WITH ONE DECISION VARIABLE 5.2.1 Trend Chart; 5.2.2 Overlay Chart; 5.3 DECISION TABLE WITH TWO DECISION VARIABLES; 5.3.1 Model; 5.3.2 Threshold Values; 5.3.3 Two-Way Decision Table; 5.3.4 Interpreting the Results; 5.4 USING OPTQUEST; 5.4.1 Terminology; 5.4.2 Example; CHAPTER 6 Selecting Run Preferences; 6.1 TRIALS; 6.1.1 Number of Trials to Run; 6.1.2 Stop on Calculation Errors; 6.1.3 Stop When Precision Control Limits Are Reached; 6.2 SAMPLING; 6.2.1 Random Number Generation; 6.2.2 Sampling Method; 6.3 SPEED; 6.3.1 Run Mode; 6.3.2 Chart Windows; 6.4 OPTIONS; 6.5 STATISTICS CHAPTER 7 Net Present Value and Internal Rate of Return 7.1 DETERMINISTIC NPV AND IRR; 7.2 SIMULATING NPV AND IRR; 7.3 CAPITAL BUDGETING; 7.3.1 Tornado Chart Tool; 7.3.2 Risk Analysis; 7.3.3 Caveats; 7.4 CUSTOMER NET PRESENT VALUE; 7.4.1 Results; CHAPTER 8 Modeling Financial Statements; 8.1 DETERMINISTIC MODEL; 8.2 TORNADO CHART AND SENSITIVITY ANALYSIS; 8.3 CRYSTAL BALL SENSITIVITY CHART; 8.4 CONCLUSION; CHAPTER 9 Portfolio Models; 9.1 SINGLE-PERIOD CRYSTAL BALL MODEL; 9.2 SINGLE-PERIOD ANALYTICAL SOLUTION; 9.3 MULTI-PERIOD CRYSTAL BALL MODEL; CHAPTER 10 Value at Risk; 10.1 VAR 10.2 SHORTCOMINGS OF VAR |
Record Nr. | UNINA-9910141251103321 |
Charnes John | ||
New York, : Wiley, 2012 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Financial Modeling with Crystal Ball and Excel |
Autore | Charnes John |
Edizione | [2nd ed.] |
Pubbl/distr/stampa | New York, : Wiley, 2012 |
Descrizione fisica | 1 online resource (336 p.) |
Disciplina |
332.0113
332.0285/554 332.0285554 |
Collana | Wiley Finance |
Soggetto topico |
BUSINESS & ECONOMICS / Investments & Securities
Finance -- Mathematical models Microsoft Excel (Computer file) Finance - Mathematical models Investments - Mathematical models |
ISBN |
9786613622617
9781119203216 111920321X 9781280592782 1280592788 9781118227053 1118227050 |
Classificazione | BUS036000 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Financial Modeling with Crystal Ball and Excel; Contents; Preface; Acknowledgments; About the Author; CHAPTER 1 Introduction; 1.1 FINANCIAL MODELING; 1.2 RISK ANALYSIS; 1.3 MONTE CARLO SIMULATION; 1.4 RISK MANAGEMENT; 1.5 BENEFITS AND LIMITATIONS OF USING CRYSTAL BALL; 1.5.1 Benefits; 1.5.2 Limitations; CHAPTER 2 Analyzing Crystal Ball Forecasts; 2.1 SIMULATING A 50-50 PORTFOLIO; 2.1.1 Accumulate.xls; 2.1.2 Frequency Chart; 2.1.3 Cumulative Frequency Chart; 2.1.4 Statistics View; 2.1.5 Forecast Window Percentiles View; 2.2 VARYING THE ALLOCATIONS; 2.2.1 Decision Table Tool; 2.2.2 Trend Chart
2.2.3 Overlay Chart 2.3 PRESENTING THE RESULTS; CHAPTER 3 Building A Crystal Ball Model; 3.1 SIMULATION MODELING PROCESS; 3.1.1 Example: AKGolf.xls; 3.2 DEFINING CRYSTAL BALL ASSUMPTIONS AND FORECASTS; 3.2.1 Defining Assumptions; 3.2.2 Defining Profit as a Forecast Cell; 3.3 RUNNING CRYSTAL BALL; 3.4 SOURCES OF ERROR; 3.5 CONTROLLING MODEL ERROR; CHAPTER 4 Selecting Crystal Ball Assumptions; 4.1 CRYSTAL BALL'S BASIC DISTRIBUTIONS; 4.1.1 Yes-No; 4.1.2 Binomial; 4.1.3 Discrete Uniform; 4.1.4 Uniform; 4.1.5 Triangular; 4.1.6 Normal; 4.1.7 Lognormal 4.2 USING HISTORICAL DATA TO CHOOSE DISTRIBUTIONS 4.2.1 Direct Sampling; 4.2.2 Sampling from a Fitted Distribution; 4.2.3 Fitting Distributions to Data; 4.2.4 Goodness-of-Fit Testing; 4.2.5 Eyeball Test; 4.2.6 Caveats; 4.2.7 What If No Historical Data Are Available?; 4.3 SPECIFYING CORRELATIONS; 4.3.1 Pearson Correlation Statistic; 4.3.2 Spearman (Rank) Correlation Statistic; 4.3.3 Using Crystal Ball to Calculate Correlations Between Two Assumptions; 4.3.4 Batch Fit; 4.3.5 Correlation Tool; CHAPTER 5 Using Decision Variables; 5.1 DEFINING DECISION VARIABLES 5.2 DECISION TABLE WITH ONE DECISION VARIABLE 5.2.1 Trend Chart; 5.2.2 Overlay Chart; 5.3 DECISION TABLE WITH TWO DECISION VARIABLES; 5.3.1 Model; 5.3.2 Threshold Values; 5.3.3 Two-Way Decision Table; 5.3.4 Interpreting the Results; 5.4 USING OPTQUEST; 5.4.1 Terminology; 5.4.2 Example; CHAPTER 6 Selecting Run Preferences; 6.1 TRIALS; 6.1.1 Number of Trials to Run; 6.1.2 Stop on Calculation Errors; 6.1.3 Stop When Precision Control Limits Are Reached; 6.2 SAMPLING; 6.2.1 Random Number Generation; 6.2.2 Sampling Method; 6.3 SPEED; 6.3.1 Run Mode; 6.3.2 Chart Windows; 6.4 OPTIONS; 6.5 STATISTICS CHAPTER 7 Net Present Value and Internal Rate of Return 7.1 DETERMINISTIC NPV AND IRR; 7.2 SIMULATING NPV AND IRR; 7.3 CAPITAL BUDGETING; 7.3.1 Tornado Chart Tool; 7.3.2 Risk Analysis; 7.3.3 Caveats; 7.4 CUSTOMER NET PRESENT VALUE; 7.4.1 Results; CHAPTER 8 Modeling Financial Statements; 8.1 DETERMINISTIC MODEL; 8.2 TORNADO CHART AND SENSITIVITY ANALYSIS; 8.3 CRYSTAL BALL SENSITIVITY CHART; 8.4 CONCLUSION; CHAPTER 9 Portfolio Models; 9.1 SINGLE-PERIOD CRYSTAL BALL MODEL; 9.2 SINGLE-PERIOD ANALYTICAL SOLUTION; 9.3 MULTI-PERIOD CRYSTAL BALL MODEL; CHAPTER 10 Value at Risk; 10.1 VAR 10.2 SHORTCOMINGS OF VAR |
Altri titoli varianti | Financial modeling with Oracle Crystal Ball and Excel + website |
Record Nr. | UNINA-9910816079703321 |
Charnes John | ||
New York, : Wiley, 2012 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Financial Simulation Modeling in Excel [[electronic resource] ] : A Step-by-Step Guide |
Autore | Allman Keith |
Edizione | [1st edition] |
Pubbl/distr/stampa | Hoboken, : Wiley, 2011 |
Descrizione fisica | 1 online resource (211 p.) |
Disciplina | 332.0285/554 |
Altri autori (Persone) |
LauritoJosh
LohMichael |
Collana | Wiley Finance |
Soggetto topico |
Finance --Mathematical models --Computer programs
Microsoft Excel (Computer file) Finance - Mathematical models - Computer programs |
ISBN |
1-119-20092-X
1-118-13722-1 1-283-26821-3 9786613268211 1-118-13720-5 |
Classificazione | BUS027000 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | 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 |
Record Nr. | UNINA-9910139590803321 |
Allman Keith | ||
Hoboken, : Wiley, 2011 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Financial Simulation Modeling in Excel : A Step-by-Step Guide |
Autore | Allman Keith |
Edizione | [1st edition] |
Pubbl/distr/stampa | Hoboken, : Wiley, 2011 |
Descrizione fisica | 1 online resource (211 p.) |
Disciplina | 332.0285/554 |
Altri autori (Persone) |
LauritoJosh
LohMichael |
Collana | Wiley Finance |
Soggetto topico |
Finance --Mathematical models --Computer programs
Microsoft Excel (Computer file) Finance - Mathematical models - Computer programs |
ISBN |
9786613268211
9781119200925 111920092X 9781118137222 1118137221 9781283268219 1283268213 9781118137208 1118137205 |
Classificazione | BUS027000 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto | 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 |
Record Nr. | UNINA-9910820532003321 |
Allman Keith | ||
Hoboken, : Wiley, 2011 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
The Mathematics of Financial Models [[electronic resource] ] : Solving Real-World Problems with Quantitative Methods |
Autore | Ravindran Kannoo |
Pubbl/distr/stampa | Hoboken, : Wiley, 2014 |
Descrizione fisica | 1 online resource (346 pages) |
Disciplina | 332.01/51 |
Collana | Wiley Finance |
Soggetto topico |
Finance -- Mathematical models
Finance Microsoft Excel (Computer file) Stochastic analysis Business & Economics Finance - General |
ISBN |
1-118-82615-9
1-118-22185-0 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
The Mathematics of Financial Models; Contents; Preface; Acknowledgments; 1 Setting the Stage; Why Is This Book Different?; Road Map of the Book; References; 2 Building Zero Curves; Market Instruments; Treasury Bills; Treasury Notes; Treasury Bonds; Eurodollar Futures; Swaps; Linear Interpolation; Step 1: Convert Eurodollar Futures Prices to Forward Rates; Step 2: Calibrate Zero Rates for First Year; Step 3: Calibrate to Obtain Zero Rates for First Two Years; Step 4: Calibrate to Obtain Zero Rates for First Five Years; Cubic Splining; Splining over One Time Interval
Splining over Two Time IntervalsSplining over Four Time Intervals; Splining over All Time Intervals; Appendix: Finding Swap Rates Using A Floating Coupon Bond Approach; References; 3 Valuing Vanilla Options; Black-Scholes Formulae; Adaptations of the Black-Scholes Formulae; Pricing Options on Dividend-Paying Stocks; Pricing Options on Futures Contracts; Pricing Options on Forward Contracts; Limitations of the Black-Scholes Formulae; Application in Currency Risk Management; Risk-Management Strategies-Pros and Cons; Incorporating Views into Strategies; Appendix; Finding a Forward Bond Yield References4 Simulations; Uniform Number Generation; Random Sampling; Stratified Sampling; Latin Hypercube Sampling; Non-Uniform Number Generation; Inverse Transform Method; Related Distribution Method; Applications of Simulations; Valuing European-Style Options; Simulating a Queue; Estimating Pi; Variance Reduction Techniques; Antithetic Variable Technique; Control Variable Technique; References; 5 Valuing Exotic Options; Valuing Path-Independent, European-Style Options on a Single Variable; Binary Options; Pay-Later Options; Nonlinear Payoff Options Valuing Path-Dependent, European-Style Options on a Single VariableAveraging Options; Installment Options; Valuing path-Independent, European-Style Options on Two Variables; Exchange Options; Spread Options; Valuing Path-Dependent, European-Style Options on Multiple Variables; Averaging Spread Options; Lookback Basket Options; References; 6 Estimating Model Parameters; Calibration of Parameters in the Black-Scholes Model; Inferring qt,T; Using Implied Black-Scholes Volatility Surface and Zero Rate Term Structure to Value Options; Using Volatility Term Structure; Using Volatility Surface Getting the Implied Stock Prices When i = 0Getting the Implied Probabilities When i = 0; Getting the Implied Stock Prices When i = 1; Getting the Implied Probabilities When i = 1; Calibration of Interest Rate Option Model Parameters; Statistical Estimation; Using Historical Implied Volatilities; Using Historical Underlying Values; References; 7 The Effectiveness of Hedging Strategies; Delta Hedging; Hedging the Sale of a Vanilla European-Style Call Option on a Nondividend-Paying Stock; Hedging the Sale of a Vanilla European-Style Call Option on a Dividend-Paying Stock Hedging the Sale of a Vanilla European-Style Put Option on a Dividend-Paying Stock |
Record Nr. | UNINA-9910132342603321 |
Ravindran Kannoo | ||
Hoboken, : Wiley, 2014 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
The Mathematics of Financial Models : Solving Real-World Problems with Quantitative Methods |
Autore | Ravindran Kannoo |
Edizione | [1st ed.] |
Pubbl/distr/stampa | Hoboken, : Wiley, 2014 |
Descrizione fisica | 1 online resource (346 pages) |
Disciplina | 332.01/51 |
Collana | Wiley Finance |
Soggetto topico |
Finance -- Mathematical models
Finance Microsoft Excel (Computer file) Stochastic analysis Business & Economics Finance - General |
ISBN |
1-118-82615-9
1-118-22185-0 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
The Mathematics of Financial Models; Contents; Preface; Acknowledgments; 1 Setting the Stage; Why Is This Book Different?; Road Map of the Book; References; 2 Building Zero Curves; Market Instruments; Treasury Bills; Treasury Notes; Treasury Bonds; Eurodollar Futures; Swaps; Linear Interpolation; Step 1: Convert Eurodollar Futures Prices to Forward Rates; Step 2: Calibrate Zero Rates for First Year; Step 3: Calibrate to Obtain Zero Rates for First Two Years; Step 4: Calibrate to Obtain Zero Rates for First Five Years; Cubic Splining; Splining over One Time Interval
Splining over Two Time IntervalsSplining over Four Time Intervals; Splining over All Time Intervals; Appendix: Finding Swap Rates Using A Floating Coupon Bond Approach; References; 3 Valuing Vanilla Options; Black-Scholes Formulae; Adaptations of the Black-Scholes Formulae; Pricing Options on Dividend-Paying Stocks; Pricing Options on Futures Contracts; Pricing Options on Forward Contracts; Limitations of the Black-Scholes Formulae; Application in Currency Risk Management; Risk-Management Strategies-Pros and Cons; Incorporating Views into Strategies; Appendix; Finding a Forward Bond Yield References4 Simulations; Uniform Number Generation; Random Sampling; Stratified Sampling; Latin Hypercube Sampling; Non-Uniform Number Generation; Inverse Transform Method; Related Distribution Method; Applications of Simulations; Valuing European-Style Options; Simulating a Queue; Estimating Pi; Variance Reduction Techniques; Antithetic Variable Technique; Control Variable Technique; References; 5 Valuing Exotic Options; Valuing Path-Independent, European-Style Options on a Single Variable; Binary Options; Pay-Later Options; Nonlinear Payoff Options Valuing Path-Dependent, European-Style Options on a Single VariableAveraging Options; Installment Options; Valuing path-Independent, European-Style Options on Two Variables; Exchange Options; Spread Options; Valuing Path-Dependent, European-Style Options on Multiple Variables; Averaging Spread Options; Lookback Basket Options; References; 6 Estimating Model Parameters; Calibration of Parameters in the Black-Scholes Model; Inferring qt,T; Using Implied Black-Scholes Volatility Surface and Zero Rate Term Structure to Value Options; Using Volatility Term Structure; Using Volatility Surface Getting the Implied Stock Prices When i = 0Getting the Implied Probabilities When i = 0; Getting the Implied Stock Prices When i = 1; Getting the Implied Probabilities When i = 1; Calibration of Interest Rate Option Model Parameters; Statistical Estimation; Using Historical Implied Volatilities; Using Historical Underlying Values; References; 7 The Effectiveness of Hedging Strategies; Delta Hedging; Hedging the Sale of a Vanilla European-Style Call Option on a Nondividend-Paying Stock; Hedging the Sale of a Vanilla European-Style Call Option on a Dividend-Paying Stock Hedging the Sale of a Vanilla European-Style Put Option on a Dividend-Paying Stock |
Record Nr. | UNINA-9910812067803321 |
Ravindran Kannoo | ||
Hoboken, : Wiley, 2014 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
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