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Advanced Financial Modelling

Advanced Financial Modelling PDF

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Author: Hansjörg Albrecher
Publisher: Walter de Gruyter
ISBN: 3110213141
Size: 34.81 MB
Format: PDF, Docs
Category : Mathematics
Languages : en
Pages : 461
View: 821

Book Description: This book is a collection of state–of–the–art surveys on various topics in mathematical finance, with an emphasis on recent modelling and computational approaches. The volume is related to a 'Special Semester on Stochastics with Emphasis on Finance' that took place from September to December 2008 at the Johann Radon Institute for Computational and Applied Mathematics of the Austrian Academy of Sciences in Linz, Austria.


Advanced Modelling In Finance Using Excel And Vba

Advanced Modelling in Finance using Excel and VBA PDF

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Author: Mary Jackson
Publisher: John Wiley & Sons
ISBN: 0470061669
Size: 70.27 MB
Format: PDF
Category : Business & Economics
Languages : en
Pages : 276
View: 1961

Book Description: This new and unique book demonstrates that Excel and VBA can play an important role in the explanation and implementation of numerical methods across finance. Advanced Modelling in Finance provides a comprehensive look at equities, options on equities and options on bonds from the early 1950s to the late 1990s. The book adopts a step-by-step approach to understanding the more sophisticated aspects of Excel macros and VBA programming, showing how these programming techniques can be used to model and manipulate financial data, as applied to equities, bonds and options. The book is essential for financial practitioners who need to develop their financial modelling skill sets as there is an increase in the need to analyse and develop ever more complex 'what if' scenarios. Specifically applies Excel and VBA to the financial markets Packaged with a CD containing the software from the examples throughout the book Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file.


Advanced Modelling In Mathematical Finance

Advanced Modelling in Mathematical Finance PDF

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Author: Jan Kallsen
Publisher: Springer
ISBN: 3319458752
Size: 65.67 MB
Format: PDF, Mobi
Category : Mathematics
Languages : en
Pages : 496
View: 1337

Book Description: This Festschrift resulted from a workshop on “Advanced Modelling in Mathematical Finance” held in honour of Ernst Eberlein’s 70th birthday, from 20 to 22 May 2015 in Kiel, Germany. It includes contributions by several invited speakers at the workshop, including several of Ernst Eberlein’s long-standing collaborators and former students. Advanced mathematical techniques play an ever-increasing role in modern quantitative finance. Written by leading experts from academia and financial practice, this book offers state-of-the-art papers on the application of jump processes in mathematical finance, on term-structure modelling, and on statistical aspects of financial modelling. It is aimed at graduate students and researchers interested in mathematical finance, as well as practitioners wishing to learn about the latest developments.


Financial Modelling

Financial Modelling PDF

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Author: Joerg Kienitz
Publisher: John Wiley & Sons
ISBN: 0470744898
Size: 32.83 MB
Format: PDF, ePub
Category : Business & Economics
Languages : en
Pages : 734
View: 4552

Book Description: Financial modelling Theory, Implementation and Practice with Matlab Source Jörg Kienitz and Daniel Wetterau Financial Modelling - Theory, Implementation and Practice with MATLAB Source is a unique combination of quantitative techniques, the application to financial problems and programming using Matlab. The book enables the reader to model, design and implement a wide range of financial models for derivatives pricing and asset allocation, providing practitioners with complete financial modelling workflow, from model choice, deriving prices and Greeks using (semi-) analytic and simulation techniques, and calibration even for exotic options. The book is split into three parts. The first part considers financial markets in general and looks at the complex models needed to handle observed structures, reviewing models based on diffusions including stochastic-local volatility models and (pure) jump processes. It shows the possible risk-neutral densities, implied volatility surfaces, option pricing and typical paths for a variety of models including SABR, Heston, Bates, Bates-Hull-White, Displaced-Heston, or stochastic volatility versions of Variance Gamma, respectively Normal Inverse Gaussian models and finally, multi-dimensional models. The stochastic-local-volatility Libor market model with time-dependent parameters is considered and as an application how to price and risk-manage CMS spread products is demonstrated. The second part of the book deals with numerical methods which enables the reader to use the models of the first part for pricing and risk management, covering methods based on direct integration and Fourier transforms, and detailing the implementation of the COS, CONV, Carr-Madan method or Fourier-Space-Time Stepping. This is applied to pricing of European, Bermudan and exotic options as well as the calculation of the Greeks. The Monte Carlo simulation technique is outlined and bridge sampling is discussed in a Gaussian setting and for Lévy processes. Computation of Greeks is covered using likelihood ratio methods and adjoint techniques. A chapter on state-of-the-art optimization algorithms rounds up the toolkit for applying advanced mathematical models to financial problems and the last chapter in this section of the book also serves as an introduction to model risk. The third part is devoted to the usage of Matlab, introducing the software package by describing the basic functions applied for financial engineering. The programming is approached from an object-oriented perspective with examples to propose a framework for calibration, hedging and the adjoint method for calculating Greeks in a Libor market model. Source code used for producing the results and analysing the models is provided on the author's dedicated website, http://www.mathworks.de/matlabcentral/fileexchange/authors/246981.


Financial Modeling

Financial Modeling PDF

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Author: Simon Benninga
Publisher: MIT Press
ISBN: 9780262024822
Size: 64.67 MB
Format: PDF, ePub
Category : Business & Economics
Languages : en
Pages : 622
View: 1555

Book Description: Too often, finance courses stop short of making a connection between textbook finance and the problems of real-world business. "Financial Modeling" bridges this gap between theory and practice by providing a nuts-and-bolts guide to solving common financial problems with spreadsheets. The CD-ROM contains Excel* worksheets and solutions to end-of-chapter exercises. 634 illustrations.


Financial Modelling In Corporate Management

Financial Modelling in Corporate Management PDF

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Author: James W. Bryant
Publisher: John Wiley & Sons Incorporated
ISBN:
Size: 70.39 MB
Format: PDF
Category : Business & Economics
Languages : en
Pages : 404
View: 5469

Book Description: Intended as an introduction for anyone concerned with financial management, this book successfully tackles the subject of practical financial modelling and should appeal to managers, analysts, practitioners and students alike.


Hands On Financial Modeling With Microsoft Excel 2019

Hands On Financial Modeling with Microsoft Excel 2019 PDF

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Author: Shmuel Oluwa
Publisher: Packt Publishing Ltd
ISBN: 1789531632
Size: 15.29 MB
Format: PDF, ePub, Docs
Category : Computers
Languages : en
Pages : 292
View: 2789

Book Description: Explore the aspects of financial modeling with the help of clear and easy-to-follow instructions and a variety of Excel features, functions, and productivity tips Key Features A non data professionals guide to exploring Excel's financial functions and pivot tables Learn to prepare various models for income and cash flow statements, and balance sheets Learn to perform valuations and identify growth drivers with real-world case studies Book Description Financial modeling is a core skill required by anyone who wants to build a career in finance. Hands-On Financial Modeling with Microsoft Excel 2019 examines various definitions and relates them to the key features of financial modeling with the help of Excel. This book will help you understand financial modeling concepts using Excel, and provides you with an overview of the steps you should follow to build an integrated financial model. You will explore the design principles, functions, and techniques of building models in a practical manner. Starting with the key concepts of Excel, such as formulas and functions, you will learn about referencing frameworks and other advanced components of Excel for building financial models. Later chapters will help you understand your financial projects, build assumptions, and analyze historical data to develop data-driven models and functional growth drivers. The book takes an intuitive approach to model testing, along with best practices and practical use cases. By the end of this book, you will have examined the data from various use cases, and you will have the skills you need to build financial models to extract the information required to make informed business decisions. What you will learn Identify the growth drivers derived from processing historical data in Excel Use discounted cash flow (DCF) for efficient investment analysis Build a financial model by projecting balance sheets, profit, and loss Apply a Monte Carlo simulation to derive key assumptions for your financial model Prepare detailed asset and debt schedule models in Excel Discover the latest and advanced features of Excel 2019 Calculate profitability ratios using various profit parameters Who this book is for This book is for data professionals, analysts, traders, business owners, and students, who want to implement and develop a high in-demand skill of financial modeling in their finance, analysis, trading, and valuation work. This book will also help individuals that have and don't have any experience in data and stats, to get started with building financial models. The book assumes working knowledge with Excel.


Mastering Financial Modelling In Microsoft Excel

Mastering Financial Modelling in Microsoft Excel PDF

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Author: Alastair L. Day
Publisher: Pearson Education
ISBN: 9780273708063
Size: 54.65 MB
Format: PDF, ePub, Docs
Category : Business & Economics
Languages : en
Pages : 497
View: 4573

Book Description: Designed to help one build more useful financial applications in Excel and produce more accurate models. Analyses model design and outlines a design strategy for faster, more accurate application development. Demonstrates how to apply corporate finance models in Excel. Includes templates and demonstrations of key features and techniques.


Using Excel For Business And Financial Modelling

Using Excel for Business and Financial Modelling PDF

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Author: Danielle Stein Fairhurst
Publisher: Wiley
ISBN: 111952038X
Size: 78.10 MB
Format: PDF, ePub
Category : Business & Economics
Languages : en
Pages : 416
View: 4532

Book Description: A hands-on guide to using Excel in the business context First published in 2012, Using Excel for Business and Financial Modelling contains step-by-step instructions of how to solve common business problems using financial models, including downloadable Excel templates, a list of shortcuts and tons of practical tips and techniques you can apply straight away. Whilst there are many hundreds of tools, features and functions in Excel, this book focuses on the topics most relevant to finance professionals. It covers these features in detail from a practical perspective, but also puts them in context by applying them to practical examples in the real world. Learn to create financial models to help make business decisions whilst applying modelling best practice methodology, tools and techniques. • Provides the perfect mix of practice and theory • Helps you become a DIY Excel modelling specialist • Includes updates for Excel 2019/365 and Excel for Mac • May be used as an accompaniment to the author’s online and face-to-face training courses Many people are often overwhelmed by the hundreds of tools in Excel, and this book gives clarity to the ones you need to know in order to perform your job more efficiently. This book also demystifies the technical, design, logic and financial skills you need for business and financial modelling.


Financial Analysis And Modeling Using Excel And Vba

Financial Analysis and Modeling Using Excel and VBA PDF

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Author: Chandan Sengupta
Publisher: John Wiley & Sons
ISBN: 047027560X
Size: 50.69 MB
Format: PDF, Mobi
Category : Business & Economics
Languages : en
Pages : 793
View: 581

Book Description: Provides a comprehensive guide for anyone who has to undertake financial analysis, or understand and implement financial models. Discusses a wide range of real-world financial problems and models using Excel 2007 and Visual Basic for Applications (VBA). Provides reference to earlier versions of Excel and VBA, and includes a CD-Rom with modelling tools and working versions of models discussed.


Financial Modelling In Practice

Financial Modelling in Practice PDF

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Author: Michael Rees
Publisher: John Wiley & Sons
ISBN: 9781119995203
Size: 12.45 MB
Format: PDF, ePub
Category : Business & Economics
Languages : en
Pages : 288
View: 4006

Book Description: Financial Modelling in Practice: A Concise Guide for Intermediate and Advanced Level is a practical, comprehensive and in-depth guide to financial modelling designed to cover the modelling issues that are relevant to facilitate the construction of robust and readily understandable models. Based on the authors extensive experience of building models in business and finance, and of training others how to do so this book starts with a review of Excel functions that are generally most relevant for building intermediate and advanced level models (such as Lookup functions, database and statistical functions and so on). It then discusses the principles involved in designing, structuring and building relevant, accurate and readily understandable models (including the use of sensitivity analysis techniques) before covering key application areas, such as the modelling of financial statements, of cash flow valuation, risk analysis, options and real options. Finally, the topic of financial modelling using VBA is treated. Practical examples are used throughout and model examples are included in the attached CD-ROM. Aimed at intermediate and advanced level modellers in Excel who wish to extend and consolidate their knowledge, this book is focused, practical, and application-driven, facilitating knowledge to build or audit a much wider range of financial models. Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file.


Financial Modelling And Asset Valuation With Excel

Financial Modelling and Asset Valuation with Excel PDF

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Author: Morten Helbæk
Publisher: Routledge
ISBN: 1134620276
Size: 71.22 MB
Format: PDF
Category : Business & Economics
Languages : en
Pages : 448
View: 1259

Book Description: Finance is Excel! This book takes you straight into the fascinating world of Excel, the powerful tool for number crunching. In a clear cut language it amalgamates financial theory with Excel providing you with the skills you need to build financial models for private or professional use. A comprehensive knowledge of modeling in Excel is becoming increasingly important in a competitive labour market. The chapters in part one start with the most basic Excel topics such as cell addresses, workbooks, basic formulas, etc. These chapters get more advanced through part one, and takes you in the end to topics such as array formulas, data tables, pivot tables, etc. The other parts of the book discusses a variety of subjects such as net present value, internal rate of return, risk, portfolio theory, CAPM, VaR, project valuation, asset valuation, firm valuation, loan, leasing, stocks, bonds, options, simulation, sensitivity analysis, etc.