Книга "Financial Simulation Modeling in Excel. A Step-by-Step Guide" - это практическое руководство для понимания и реализации моделей финансового моделирования с использованием Excel и VBA. Автор книги, Кит Оллман, предлагает подробный обзор теории и реализации моделирования рисков, портфельного управления, управления капиталом и оценки ценностей.
Книга содержит подробные инструкции по созданию моделей риска в Excel, используя VBA, и предоставляет рабочий код и модели для наиболее распространенных проблем моделирования. Если вы занимаетесь моделированием, которое включает любой вид случайности или стохастического моделирования компонентов, эта книга обязательна к прочтению и является огромной помощью в экономии времени.
Книга содержит глубокие инсайты и экспертные советы, каждая глава помогает разобраться в теории и реализации той или иной темы моделирования. Книга рассчитана на читателей с базовым пониманием финансов и Excel.
Книга содержит все модели Excel, которые эксперты по рискам и квантитативные аналитики могут использовать для практики и подтверждения своих результатов. Книга является надежным ресурсом для тех, кто имеет определенный опыт в финансах и Excel и желает научиться эффективно выполнять звуковое финансовое моделирование с помощью симуляции.
Financial Simulation Modeling in Excel: A Step-By-Step Guide, by Josh Laurito, is an invaluable resource for anyone interested in understanding and using simulation techniques in financial modeling. This book provides a clear and comprehensive guide to using Excel to create, analyze, and optimize financial simulations.
Laurito’s book covers all the necessary steps to create a simulation model, including defining the problem, selecting the appropriate simulation technique, implementing the model, analyzing the results, and interpreting the results. The author addresses the fundamental questions about how decision-makers react to simulation results, and his examples are based on real-world examples and case studies.
The book is packed with working code and detailed models for a variety of common simulation problems, making it easy for readers to follow along and apply the concepts to their own projects. Laurito carefully explains the mathematical concepts behind stochastic modeling, making the book accessible to those with a background in finance or statistics.
If you’re building simulations that incorporate randomness or stochastic elements, then Financial Simulation Modeling is a must-have resource. It’s an excellent time-saver for busy professionals who need to quickly develop and analyze financial models, and it provides valuable insights into the workings of simulation techniques.
Электронная Книга «Financial Simulation Modeling in Excel. A Step-by-Step Guide» написана автором Josh Laurito в году.
Минимальный возраст читателя: 0
Язык: Английский
ISBN: 9781118137208
Описание книги от Josh Laurito
I've worked with simulation in business for over 20 years, and Allman really nails it with this book. I admit that I own his previous book on structured finance cash flows, but I was surprised by what I found in here. He addresses the fundamental questions of how decision makers react to simulations and his read was very much in accordance with what I've experienced myself. When it came to the nuts and bolts of describing the different types of simulation analysis the book becomes incredibly detailed. There is working code and models for a fantastic array of the most common simulation problems. If you're so inclined, the book very carefully steps through the tricky math needed to really understand the theory behind stochastic modeling in finance. If you're preparing models that include any kind of randomization or stochastic modeling component, this book is a must-read, a tremendous value and time-saver. – David Brode of The Brode Group A practical guide to understanding and implementing financial simulation modeling As simulation techniques become more popular among the financial community and a variety of sub-industries, a thorough understanding of theory and implementation is critical for practitioners involved in portfolio management, risk management, pricing, and capital budgeting. Financial Simulation Modeling in Excel contains the information you need to make the most informed decisions possible in your professional endeavors. Financial Simulation Modeling in Excel contains a practical, hands-on approach to learning complex financial simulation methodologies using Excel and VBA as a medium. Crafted in an easy to understand format, this book is suitable for anyone with a basic understanding of finance and Excel. Filled with in-depth insights and expert advice, each chapter takes you through the theory behind a simulation topic and the implementation of that same topic in Excel/VBA in a step-by-step manner. Organized in an easy-to-follow fashion, this guide effectively walks you through the process of creating and implementing risk models in Excel A companion website contains all the Excel models risk experts and quantitative analysts need to practice and confirm their results as they progress Keith Allman is the author of other successful modeling books, including Corporate Valuation Modeling and Modeling Structured Finance Cash Flows with Microsoft Excel Created for those with some background in finance and experience in Excel, this reliable resource shows you how to effectively perform sound financial simulation modeling, even if you've yet to do extensive modeling up to this point in your professional or academic career.
