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Advanced Modelling in Finance

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Advanced Modelling in Finance
Advanced Modelling in Finance using Excel and VBA

Wiley Finance Series
Operational Risk: Measurement and Modelling Jack King Advance Credit Risk Analysis: Financial Approaches and Mathematical Models to Assess, Price and Manage Credit Risk Didier Cossin and Hugues Pirotte Dictionary of Financial Engineering John F. Marshall Pricing Financial Derivatives: The Finite Difference Method Domingo A Tavella and Curt Randall Interest Rate Modelling Jessica James and Nick Webber Handbook of Hybrid Instruments: Convertible Bonds, Preferred Shares, Lyons, ELKS, DECS and Other Mandatory Convertible Notes Izzy Nelken (ed) Options on Foreign Exchange, Revised Edition David F DeRosa The Handbook of Equity Derivatives, Revised Edition Jack Francis, William Toy and J Gregg Whittaker Volatility and Correlation in the Pricing of Equity, FX and Interest-Rate Options Riccardo Rebonato Risk Management and Analysis vol. 1: Measuring and Modelling Financial Risk Carol Alexander (ed) Risk Management and Analysis vol. 2: New Markets and Products Carol Alexander (ed) Implementing Value at Risk Philip Best Credit Derivatives: A Guide to Instruments and Applications Janet Tavakoli Implementing Derivatives Models Les Clewlow and Chris Strickland Interest-Rate Option Models: Understanding, Analysing and Using Models for Exotic Interest-Rate Options (second edition) Riccardo Rebonato

Advanced Modelling in Finance using Excel and VBA
Mary Jackson and Mike Staunton

JOHN WILEY & SONS, LTD
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Copyright  2001 by John Wiley & Sons, Ltd, Baffins Lane, Chichester, West Sussex PO19 1UD, England National 01243 779777 International (C44) 1243 779777 e-mail (for orders and customer service enquiries): cs-books@wiley.co.uk Visit our Home Page on http://www.wiley.co.uk or http://www.wiley.com All Rights Reserved. No part of this publication may be reproduced, stored in a retrieval system, or
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