Advanced Modelling in Finance Using Excel and VBA (The Wiley Finance Series) | 
 enlarge | Authors: Mary Jackson, Mike Staunton
Publisher: John Wiley & Sons
Category: Book
List Price: £62.50
Buy New: £25.00
You Save: £37.50 (60%)
New (29) Used (12) from £25.00
Avg. Customer Rating:  5 reviews
Sales Rank: 23658
Media: Hardcover
Edition: Har/Cdr
Number Of Items: 1
Pages: 276
Shipping Weight (lbs): 2.5
Dimensions (in): 9.8 x 6.8 x 1
ISBN: 0471499226
Dewey Decimal Number: 332.015118
EAN: 9780471499220
ASIN: 0471499226
Publication Date: April 20, 2001
Availability: Usually dispatched within 1-2 business days
Condition: New book in a factory sealed pack
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| Customer Reviews:
 Not worth buying or location on your shelf June 11, 2008
0 out of 1 found this review helpful
To summarize, it is like a very simple recipes book about some models in finance. It is not to teach you VBA, and definitely will not teach you anything about finance. It is a collection of VBA implementation of some algorithms used in finance.
The algorithms implemented are the simple ones, mostly of no practical use.
As one of the readers indicated, you better buy a VBA book and Hull. If you are however, more knowledgeable about the topic, buy Justin London book, modeling derivatives in C++.
This book will not teach you anything, and the code included will not help you. there is much better code available online for free.
 a reader from London May 20, 2004
26 out of 27 found this review helpful
There are two things this book won't teach you one is modelling and the other VBA. One would be far better off buying John Hull's book on derivatives or something of a sort and a book on VBA with Excel separately. To understand this book well you need a prior knowledge of both Financial math and VBA/Excel but if you have that already why would you need this book on the first place? I have to admit I was misled by the previous reviews - all were very good. Finally a lot of my colleagues have the book on their desks and how new these books look as if they've never been open before, draw your own conclusion.
 Very good indeed... September 12, 2002
5 out of 6 found this review helpful
Excellent for those interested on Excel/VBA modelling. It's compact, clear, easy to follow and to understand. It covers all you need to know from portfolio theory to more advanced topics such as VAR, volatilities smiles and normal interest rate trees. Good spreadsheets examples and VBA functions in the CD-ROM. It's probably not so good for advanced programmers but it's an excellent book for those who want to develop their knolewdge of modelling in finance. I liked it very much...well done !
Excellent for learning VBA and finance March 7, 2002
7 out of 9 found this review helpful
This is an excellent book for those learning options pricing or portfolio management using Visual Basic. It covers most topic you'd need at an introductory-to-intermediate level. The VB taught, however, is mainly for macros, not so much for programming. So the book is a little weak on simulations, for example. For that you could look at some chapters in Albright, VBA for Modelers.
Superb July 25, 2001
30 out of 33 found this review helpful
A fantstic book on Excel modelling for Equities, Equity Options, and Bond Options that fills the lack of books on this topic nicely.It's probably best to compare it to Beninga's „Financial Modelling". It differs in many ways though. It's more compact (250 pages instead of 600), with less detailed explanations, leaves Corporate Finance completely out, and covers fewer topics but to a more advanced step. The book deserves definitely „advanced", since the equity section was developed for an MBA elective at London Business School. The parts on options and bonds compromise a course for the MSc in Mathematical Trading & Finance at City University Business School. Standard material covered: porfolio theory and efficient frontiers / the CAPM, beta and covariance matrices / performance measurement / the Black & Scholes formula / binomial trees for equity and bond options / Monte Carlo simulation / bond yield-to-maturity, duration and convexity / term structure models from Vasicek and Cox, Ingersoll and Ross. Advanced topics: value at risk / style analysis / an improved binomial tree (Leisen&Refmer) / quasi Monte Carlo simulation / volatility smiles / Black, Derman & Toy trees / normal interest rate trees.
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