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BOOKS
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Option Pricing Models and Volatility using Excel-VBA is a practical guide to implementing advanced option pricing models and stochastic
volatility using Excel-VBA
This book offers practitioners the tools and techniques needed to use advanced models for
pricing options and obtaining volatility. Divided into three comprehensive parts,
Option Pricing Models and Volatility Using Excel/VBA describes cutting-edge option pricing
formulas and stochastic volatility models. This book also includes a CD-ROM that contains
Excel spreadsheets and VBA functions to implement all of the models presented in the book.
Accessible and informative, Option Pricing Models and Volatility Using Excel/VBA is the perfect
guide for those who realize the value of more advanced models and want to understand the math
behind them.
(Link to Book on Amazon)
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Elements of Financial Risk Management is a great finance book that has many detailed
EXCEL examples. This book is pedagogically well written and provides detailed
methodology on how to practically implement financial models in EXCEL. Many finacial topics, in the context of risk management are covered, asset return's conditional densities, simulation based methods, option pricing and
hedging, and risk model evaluation and comparison.
This is a good start for both academics and practioners wanting to learn more about risk management techniques and
their implementation.
(Link to Book on Amazon)
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Advanced Modelling in Finance using Excel and VBA is the only book that teaches you VBA programming specifically
for finance.
This book is good for anyone that wants to learn about advanced modelling in finance using Excel and VBA.
It is appropriate for both practioners and graduate students. You can extend your knowledge of finance
with the excel spreadsheets and a step-by-step outline accompanied with explanations of the models. You
can also use the book as a valuable source of up-to-date and efficient programs that can be easily used in
your excel applications.
(Link to Book on Amazon)
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Financial Modeling is not as detailed in terms of VBA programming as the latter. However it does contain a great tutorial on how
Excel-VBA functions are written and their syntax. What does make this book great is the many step-by-step spreadsheets of the most
popular financial models. This book takes off where university classes stop short.
Areas covered in the book are computation of corporate finance problems, standard portfolio problems, option pricing and applications,
and duration and immunization. This edition of the book contains new material, cost of capital, value at risk (VaR), real options,
ealy exercise boundries, and term structure modeling. As well as random number generation, data tables and matrix manipulation. A must
have for anyone that uses or plans to learn Excel for finance applications.
(Link to Book on Amazon)
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