 Market Models is the first book of its kind... it provides an authoritative and up-to-date treatment of the use of market data to develop models for financial analysis. You are faced with many decisions, about the data, the pricing, the statistical methodology and the calibration and testing of the model prior to implementation. This book will help you to make the right choices at every stage of model development.
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The CD contains fifteen excel workbooks that will help you to understand the models that
are discussed in the book... VaR models, implied volatility estimation, normal mixture
option pricing, risk decomposition in factor models, PCA and many more. We hope that the
VBA code in these workbooks will be an invaluable aid to tailoring these models for your
own implementation. On the CD we have also included free demo versions of the PcGive
software and the Universal add-ins for excel, and all 230 of the figures and graphs in
the book are produced on the CD in colour, with the supporting data. The aim of this website is to create a discussion forum where you can come and voice your opinions on the various models we recommend or others you are currently using. We also include software up-dates to the excel workbooks. As you navigate around the site you will find a full table of Contents with links that show the GUIs of some of the excel workbooks and other software that is on the CD and some of the figures... and, if you have not yet purchased a copy of the book, there is a sample chapter with an excel workbook for you to get a better understanding of the book. Quants Corner is where you can discuss any burning issues you may have concerning the models and get feedback from leading experts in the field. We hope you will revisit the site and recommend it as a site to your colleagues. If there is anything else you would like to see on the site please do not hesitate to email me with your suggestions.
Carol Alexander Copyright © 2001 John Wiley & Sons Ltd | ||