Finances -- Models matemàtics

Advanced modelling in finance using Excel and VBA / Mary Jackson (cop. 2001)

Públic ISBD Títol : Advanced modelling in finance using Excel and VBA Tipus de document : text imprès Autors : Mary Jackson, Autor ; Mike Staunton, Autor Editorial : Hoboken : John Wiley & Sons Data de publicació : cop. 2001 Col·lecció : Wiley finance series Nombre de pàgines : x, 263 p. ll. : il. Dimensions : 25 cm Material d'acompanyament : 1 disc òptic (CD-ROM) ISBN/ISSN/DL : 978-0-471-49922-0 Nota general : Inclou índex i bibliografia Idioma : Anglès (eng) Matèries : Finances -- Models matemàtics Finances -- Programes d'ordinador Microsoft Excel (Programa d'ordinador) Classificació : M74(EXC) Excel Resum : 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. Vista prèvia a Google Books : http://books.google.es/books?id=l0aAtPTVtJEC&lpg=PP1&hl=es&pg=PP1#v=onepage&q&f=false Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=1 Advanced modelling in finance using Excel and VBA [text imprès] / Mary Jackson, Autor ; Mike Staunton, Autor . - Hoboken : John Wiley & Sons, cop. 2001 . - x, 263 p. : il. ; 25 cm + 1 disc òptic (CD-ROM). - (Wiley finance series) . ISBN : 978-0-471-49922-0 Inclou índex i bibliografia Idioma : Anglès (eng) Matèries : Finances -- Models matemàtics Finances -- Programes d'ordinador Microsoft Excel (Programa d'ordinador) Classificació : M74(EXC) Excel Resum : 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. Vista prèvia a Google Books : http://books.google.es/books?id=l0aAtPTVtJEC&lpg=PP1&hl=es&pg=PP1#v=onepage&q&f=false Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=1

Exemplars

Codi de barres	Signatura topogràfica	Tipus de document	Localització	Secció	Estat	Volum	Nota
10113412	M74(EXC) Jac	CD-Rom	Biblioteca IEF Ramon Trias Fargas	Biblioteca	Disponible Disponible		Donació: Ramon Alfonso
10112577	M74(EXC) Jac	Llibre	Biblioteca IEF Ramon Trias Fargas	Biblioteca	Disponible Disponible		Donació: Ramon Alfonso

Cómo se calcula, de verdad, la rentabilidad de una inversión / Ricardo J. Ruiz Huerga (DL 2001)

Públic ISBD Títol : Cómo se calcula, de verdad, la rentabilidad de una inversión : guía práctica de matemática financiera Tipus de document : text imprès Autors : Ricardo J. Ruiz Huerga, Autor Editorial : Madrid : Inversor Ediciones Data de publicació : DL 2001 Nombre de pàgines : 143 p. ll. : il. Dimensions : 21 cm ISBN/ISSN/DL : 978-84-89405-90-5 Idioma : Castellà (spa) Matèries : Finances -- Models matemàtics Matemàtica financera Classificació : M71 Matemàtiques financeres Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=1 Cómo se calcula, de verdad, la rentabilidad de una inversión : guía práctica de matemática financiera [text imprès] / Ricardo J. Ruiz Huerga, Autor . - Madrid : Inversor Ediciones, DL 2001 . - 143 p. : il. ; 21 cm. ISBN : 978-84-89405-90-5 Idioma : Castellà (spa) Matèries : Finances -- Models matemàtics Matemàtica financera Classificació : M71 Matemàtiques financeres Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=1

Exemplars

Codi de barres	Signatura topogràfica	Tipus de document	Localització	Secció	Estat	Volum	Nota
10111268	M71 Rui	Llibre	Biblioteca IEF Ramon Trias Fargas	Biblioteca	Disponible Disponible

Volatility / Adam S. Iqbal (2018)

Públic ISBD Títol : Volatility : practical options theory Tipus de document : text imprès Autors : Adam S. Iqbal Editorial : New York : John Wiley & Sons Data de publicació : 2018 Nombre de pàgines : 187 p. ll. : il. Dimensions : 24 cm ISBN/ISSN/DL : 978-1-11-950161-9 Idioma : Anglès (eng) Matèries : Finances -- Models matemàtics Opcions (Finances) Classificació : 601.1 Opcions Resum : Gain a deep, intuitive and technical understanding of practical options theory The main challenges in successful options trading are conceptual, not mathematical. Volatility: Practical Options Theory provides financial professionals, academics, students and others with an intuitive as well as technical understanding of both the basic and advanced ideas in options theory to a level that facilitates practical options trading. The approach taken in this book will prove particularly valuable to options traders and other practitioners tasked with making pricing and risk management decisions in an environment where time constraints mean that simplicity and intuition are of greater value than mathematical formalism. The most important areas of options theory, namely implied volatility, delta hedging, time value and the so-called options greeks are explored based on intuitive economic arguments alone before turning to formal models such as the seminal Black-Scholes-Merton model. The reader will understand how the model free approach and mathematical models are related to each other, their underlying theoretical assumptions and their implications to level that facilitates practical implementation. There are several excellent mathematical descriptions of options theory, but few focus on a translational approach to convert the theory into practice. This book emphasizes the translational aspect, while first building an intuitive, technical understanding that allows market makers, portfolio managers, investment managers, risk managers, and other traders to work more effectively within--and beyond--the bounds of everyday practice. Gain a deeper understanding of the assumptions underlying options theory Translate theoretical ideas into practice Develop a more accurate intuition for better time-constrained decision making This book allows its readers to gain more than a superficial understanding of the mechanisms at work in options markets. Volatility gives its readers the edge by providing a true bedrock foundation upon which practical knowledge becomes stronger Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=3 Volatility : practical options theory [text imprès] / Adam S. Iqbal . - New York : John Wiley & Sons, 2018 . - 187 p. : il. ; 24 cm. ISBN : 978-1-11-950161-9 Idioma : Anglès (eng) Matèries : Finances -- Models matemàtics Opcions (Finances) Classificació : 601.1 Opcions Resum : Gain a deep, intuitive and technical understanding of practical options theory The main challenges in successful options trading are conceptual, not mathematical. Volatility: Practical Options Theory provides financial professionals, academics, students and others with an intuitive as well as technical understanding of both the basic and advanced ideas in options theory to a level that facilitates practical options trading. The approach taken in this book will prove particularly valuable to options traders and other practitioners tasked with making pricing and risk management decisions in an environment where time constraints mean that simplicity and intuition are of greater value than mathematical formalism. The most important areas of options theory, namely implied volatility, delta hedging, time value and the so-called options greeks are explored based on intuitive economic arguments alone before turning to formal models such as the seminal Black-Scholes-Merton model. The reader will understand how the model free approach and mathematical models are related to each other, their underlying theoretical assumptions and their implications to level that facilitates practical implementation. There are several excellent mathematical descriptions of options theory, but few focus on a translational approach to convert the theory into practice. This book emphasizes the translational aspect, while first building an intuitive, technical understanding that allows market makers, portfolio managers, investment managers, risk managers, and other traders to work more effectively within--and beyond--the bounds of everyday practice. Gain a deeper understanding of the assumptions underlying options theory Translate theoretical ideas into practice Develop a more accurate intuition for better time-constrained decision making This book allows its readers to gain more than a superficial understanding of the mechanisms at work in options markets. Volatility gives its readers the edge by providing a true bedrock foundation upon which practical knowledge becomes stronger Permalink : https://bibliotecatriasfargas.cat/pmb/opac_css/index.php?lvl=notice_display&id=3

Exemplars

Codi de barres	Signatura topogràfica	Tipus de document	Localització	Secció	Estat	Volum	Nota
10116268	601.1 IQB	Llibre	Biblioteca IEF Ramon Trias Fargas	Biblioteca	Disponible Disponible