Professional Financial Computing Using Excel and VBA

“<i>Professional Financial Computing Using Excel and VBA</i> is an admirable exposition that bridges the theoretical underpinnings of financial engineering and its application which usually appears as a “black-box” software application. The book opens the black-box and reveals the architecture of risk-modeling and financial engineering based on industry-standard stochastic models by utilizing Excel and VBA functionality to create a robust and practical modeling tool-kit. Financial engineering professionals who purchase this book will have a jumpstart advantage for their customized financial engineering and modeling needs.”<br /> <b>Dr. Cameron Wicentowich</b><br /> Vice President, Treasury Analytics<br /> Canadian Imperial Bank of Commerce (CIBC) <p>”Spreadsheet modeling for finance has become a standard course in the curriculum of many Quantitative Finance programs since the Excel-based Visual Basic programming is now widely used in constructing optimal portfolios, pricing structured products and managing risks. <i>Professional Financial Computing Using Excel and VBA</i> is written by a unique team of finance, physics and computer academics and practitioners. It is a good reference for those who are studying for a Masters degree in Financial Engineering and Risk Management. It can also be useful for financial engineers to jump-start a project on designing structured products, modeling interest term structure or credit risks.”<br /> <b>Dr. Jin Zhang</b><br /> Director of Master of Finance Program and Associate Professor<br /> The University of Hong Kong</p> <p>”Excel has been one of the most powerful tools for financial planning and computing over the last few years. Most users utilize a fraction of its capabilities. One of the reasons is the limited availability of books that cover the advanced features of Excel for Finance. <i>Professional Financial Computing Using Excel and VBA</i> goes the extra mile and deals with the Excel tools many professionals call for. This book is a must for professionals or students dealing with financial engineering, financial risk management, computational finance or mathematical finance. I loved the way the authors covered the material using real life, hands-on examples.”<br /> <b>Dr. Isaac Gottlieb</b><br /> Temple University<br /> Author, <i>Next Generation Excel: Modeling in Excel for Analysts and MBAs</i></p>