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Financial Simulation Modeling in Excel, + Website: A Step-by-Step Guide Keith Allman, Josh Laurito, Michael Loh
Publisher: Wiley

Oct 26, 2012 - Excel spreadsheet walk through that shows how to calculate VaR using historical simulation approach for an IRS (Interest Rate Swap) and how the approach can be extended to a CCS (Cross Currency Swap). The riskmetrics doc says that it is freely available but I could fetch from Web. Sep 5, 2012 - The Value at Risk (VaR), Asset Liability Management (ALM) and Fixed Income Portoflio Optimization case studies do a step by step walk through of building the model using MS Excel. EXCEL Data Analysis histogram function may be used directly on the return series calculated or you may in turn derive the histogram yourself as follows: Calculate a The Monte Carlo VaR model is created using the following steps: . When accountants need to prepare a It's pivotal enough that Microsoft created a new website for it: powerpivot.com, which provides videos, tutorials, information, samples and the download link for the plug-in. Oct 23, 2012 - This revised and updated edition of the bestselling book on financial modeling provides the tools and techniques needed to perform spreadsheet simulation. Sep 15, 2011 - Expand your analytical skills with this step-by-step guide. Aug 12, 2013 - I normally ask people to look at the Path Length report in the Multi-Channel Funnels standard report in Google Analytics (or equivalent tool if you are using SiteCatalyst or WebTrends or other web analytics tools). Buy · Financial Simulation Modeling in Excel, + Website: A Step-by-Step Guide (Wiley Finance), 9780470931226 (0470931221), John Wiley & Sons, 2011. Nov 15, 2012 - Compare VaR results across SMA VaR, EWMA VaR, Variance co Variance VCV VaR, Historical Simulation VaR and Monte Carlo Simulation VaR. It answers the The second edition of Financial Modeling with Crystal Ball and Excel contains instructions, theory, and practical example models to help apply risk analysis to such areas as derivative pricing, cost estimation, portfolio allocation and optimization, credit risk, and cash flow analysis. In today's accounting world, financial and operational data typically is stored in a variety of programs and formats. Also see MTM & Valuation of a simple Interest Rate Swap and Bootstrapping Zero and Forward Curves from treasury term structure data case studies for a step by step guide to building a basic valuation model in Excel. Just so we have a visual guide through this learning process, let's use the above image as a reference. Sep 10, 2011 - Financial Simulation Modeling in Excel, + Website: A Step-by-Step Guide. There is one more thing you can do after you are done with the first step, playing with and experimenting with the results of the Time Decay model.