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Advanced modelling in finance using Excel and VBA

Advanced modelling in finance using Excel and VBA
Author: Mary Jackson - Mike Staunton
ISBN 13: 9780471499220
ISBN 10: 471499226
Edition: N/A
Publisher: Wiley
Publication Date: 2001-05-30
Format: Hardcover
Pages: 276
List Price: $143.00

This unique book demonstrates that Excel and VBA can play an important role in the explanation and implementation of numerical methods across finance. It takes a comprehensive look at equities, options on equities and options on bonds from the early 1950s to the late 1990s. Each area contains both standard material and more advanced topics.

All models are developed fully in both spreadsheets, bringing clarity to teaching in finance, and user-defined functions in VBA, giving a ready-made library of portable functions that can be used in Excel. The spreadsheets and VBA functions are provided on a CD-ROM.


From the material developed for their Computer-Based Financial Modelling graduate course at London Business School, Jackson and Staunton explain the use of the VBA functions within Excel. Their attempt to maximize Excel features with macros turned into a full- scale expedition into the VBA language suitable for highly technical and numerically demanding areas such as the valuation of financial derivatives. They assume no specialized background beyond graduate or advanced graduate training in business. No information is provided about the disk. Annotation c. Book News, Inc., Portland, OR (booknews.com)