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Financial Modeling Using Excel and VBA

Financial Modeling Using Excel and VBA

Chandan Sengupta

ISBN: 978-0-471-65109-3

Apr 2004

464 pages

Select type: E-Book



Comprehensive instruction on developing real-world financial models
This book, designed for self-study, classroom use, and reference, presents a com-prehensive approach to developing simple to sophisticated financial models in all major areas of finance. The approach is based on the author's 20 years of experience of developing such models in the business world and teaching a popular MBA class in financial modeling. The book assumes only basic knowledge of Excel and teaches all advanced features of Excel and VBA from scratch using a unique simple method. A companion CD includes all working versions of all the models presented in the book and additional useful reference material.
Chandan Sengupta (White Plains, NY) teaches finance in the MBA program at Fordham University's Graduate School of Business. Formerly, he was vice president of the Chase Manhattan Bank for eight years and senior financial advisor for Mobil Corporation for 10 years. He is also the author of The Only Proven Road to Investment Success (0-471-44307-7).
About This Book.

CHAPTER 1: Introduction to Financial Modeling.

Part One: Excel for Financial Modeling.

CHAPTER 2: Excel Basics.

CHAPTER 3: Advanced Excel Features.

CHAPTER 4: Excel’s Built-In Functions and Analysis Tools.

Part Two: Financial Modeling Using Excel.

CHAPTER 5: How to Build Good Excel Models.

CHAPTER 6: Financial Statements Forecasting.

CHAPTER 7: Time Value of Money.

CHAPTER 8: Financial Planning and Investments.

CHAPTER 9: Analyzing Market History.

CHAPTER 10: Bond Pricing and Duration.

CHAPTER 11: Simulating Stock Prices.

CHAPTER 12: Options and Option Portfolios.

CHAPTER 13: Binomial Option Pricing.

Part Three: VBA for Financial Modeling.

CHAPTER 14: Introduction to VBA.

CHAPTER 15: VBA Essentials.

CHAPTER 16: Sub and Function Procedures.

CHAPTER 17: Debugging VBA Models.

Part Four: Financial Modeling Using VBA.

CHAPTER 18: How to Build Good VBA Models.

CHAPTER 19: Time Value of Money.

CHAPTER 20: Financial Planning and Investments.

CHAPTER 21: Analyzing Market History.

CHAPTER 22: Simulating Stock Prices.

CHAPTER 23: Options and Option Portfolios.

CHAPTER 24: Binomial Option Pricing.

Appendix A: Keyboard Shortcuts for Excel.

Appendix B: VBA Quick Reference.

Appendix C: Excel and VBA Built-In Functions.


About the CD-ROM.

  • Offers instruction on creating models for real-world financial modeling problems
  • Covers a broad range of problems and cases
  • Supplies specific and streamlined coverage of VBA
  • Includes sidebars and appendices outlining background information on Excel features and financial theory.
  • Provides a CD that includes the financial models discussed and depicted in the book, complete with onscreen instructions which minimizes the need to go back and forth from book to computer unnecessarily