Professional Financial Computing Using Excel & VBA (Hardcover)

Professional Financial Computing Using Excel and VBA 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.

Dr. Cameron Wicentowich
Vice President, Treasury Analytics
Canadian Imperial Bank of Commerce (CIBC)

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. Professional Financial Computing Using Excel and VBA 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.

Dr. Jin Zhang
Director of Master of Finance Program and Associate Professor
The University of Hong Kong

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. Professional Financial Computing Using Excel and VBA 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.

Dr. Isaac Gottlieb
Temple University
Author, Next Generation Excel: Modeling in Excel for Analysts and MBAs

「使用Excel和VBA進行專業金融計算」是一本出色的著作，將金融工程的理論基礎與通常以「黑盒子」軟體應用形式呈現的實際應用之間建立了橋樑。本書揭開了這個黑盒子，利用Excel和VBA功能來創建一個強大且實用的建模工具包，展示了基於行業標準隨機模型的風險建模和金融工程架構。購買本書的金融工程專業人士將在定制金融工程和建模需求方面獲得先機。

「加拿大帝國商業銀行（CIBC）」財務分析副總裁Cameron Wicentowich博士評論道：「這本書是一個令人讚賞的論述，將金融工程的理論基礎與通常以「黑盒子」軟體應用形式呈現的實際應用之間建立了橋樑。本書揭開了這個黑盒子，利用Excel和VBA功能來創建一個強大且實用的建模工具包。購買本書的金融工程專業人士將在定制金融工程和建模需求方面獲得先機。」

「香港大學金融碩士課程主任兼副教授」Jin Zhang博士評論道：「這本書是由金融、物理和計算機學術界和實踐界的獨特團隊共同撰寫的。對於攻讀金融工程和風險管理碩士學位的人來說，這是一本很好的參考書。對於金融工程師來說，它也可以用來啟動設計結構性產品、建模利率期限結構或信用風險的項目。」

「Temple University」教授Isaac Gottlieb博士評論道：「在過去幾年中，Excel一直是金融規劃和計算中最強大的工具之一。大多數使用者只使用了其功能的一小部分。其中一個原因是缺乏涵蓋Excel金融高級功能的書籍。《使用Excel和VBA進行專業金融計算》走出了舒適區，涵蓋了許多專業人士所需的Excel工具。這本書對於從事金融工程、金融風險管理、計算金融或數學金融的專業人士或學生來說是必不可少的。我喜歡作者使用真實案例和實際操作的方式來講解材料。」

以上是對《使用Excel和VBA進行專業金融計算》的評論摘錄。該書是由金融、物理和計算機學術界和實踐界的獨特團隊共同撰寫的，對於攻讀金融工程和風險管理碩士學位的人來說是一本很好的參考書。它也可以用來啟動設計結構性產品、建模利率期限結構或信用風險的項目。該書涵蓋了Excel金融高級功能，對於從事金融工程、金融風險管理、計算金融或數學金融的專業人士或學生來說是必不可少的。