Essentials of Excel VBA, Python, and R
John Lee (),
Jow-Ran Chang (),
Lie-Jane Kao () and
Cheng-Few Lee ()
Additional contact information
John Lee: Center for PBBEF Research
Jow-Ran Chang: National Tsing Hua University, Dept of Quantitative Finance
Lie-Jane Kao: Takming University of Science and Technology, College of Finance
Cheng-Few Lee: The State University of New Jersey, Rutgers School of Business
in Springer Books from Springer
Date: 2023
Edition: 2nd ed. 2023
ISBN: 978-3-031-14283-3
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Chapters in this book:
- Ch Chapter 1 Introduction
- John Lee, Jow-Ran Chang, Lie-Jane Kao and Cheng-Few Lee
- Ch Chapter 10 Simulation and Its Application
- John Lee, Jow-Ran Chang, Lie-Jane Kao and Cheng-Few Lee
- Ch Chapter 11 Linear Models for Regression
- John Lee, Jow-Ran Chang, Lie-Jane Kao and Cheng-Few Lee
- Ch Chapter 12 Kernel Linear Model
- John Lee, Jow-Ran Chang, Lie-Jane Kao and Cheng-Few Lee
- Ch Chapter 13 Neural Networks and Deep Learning Algorithm
- John Lee, Jow-Ran Chang, Lie-Jane Kao and Cheng-Few Lee
- Ch Chapter 14 Alternative Machine Learning Methods for Credit Card Default Forecasting*
- John Lee, Jow-Ran Chang, Lie-Jane Kao and Cheng-Few Lee
- Ch Chapter 15 Deep Learning and Its Application to Credit Card Delinquency Forecasting
- John Lee, Jow-Ran Chang, Lie-Jane Kao and Cheng-Few Lee
- Ch Chapter 16 Binomial/Trinomial Tree Option Pricing Using Python
- John Lee, Jow-Ran Chang, Lie-Jane Kao and Cheng-Few Lee
- Ch Chapter 17 Financial Ratio Analysis and Its Applications
- John Lee, Jow-Ran Chang, Lie-Jane Kao and Cheng-Few Lee
- Ch Chapter 18 Time Value of Money Determinations and Their Applications
- John Lee, Jow-Ran Chang, Lie-Jane Kao and Cheng-Few Lee
- Ch Chapter 19 Capital Budgeting Method Under Certainty and Uncertainty
- John Lee, Jow-Ran Chang, Lie-Jane Kao and Cheng-Few Lee
- Ch Chapter 2 Introduction to Excel Programming and Excel 365 Only Features
- John Lee, Jow-Ran Chang, Lie-Jane Kao and Cheng-Few Lee
- Ch Chapter 20 Financial Analysis, Planning, and Forecasting
- John Lee, Jow-Ran Chang, Lie-Jane Kao and Cheng-Few Lee
- Ch Chapter 21 Hedge Ratio Estimation Methods and Their Applications
- John Lee, Jow-Ran Chang, Lie-Jane Kao and Cheng-Few Lee
- Ch Chapter 22 Application of Simultaneous Equation in Finance Research: Methods and Empirical Results
- John Lee, Jow-Ran Chang, Lie-Jane Kao and Cheng-Few Lee
- Ch Chapter 23 Three Alternative Programs to Estimate Binomial Option Pricing Model and Black and Scholes Option Pricing Model
- John Lee, Jow-Ran Chang, Lie-Jane Kao and Cheng-Few Lee
- Ch Chapter 3 Introduction to VBA Programming
- John Lee, Jow-Ran Chang, Lie-Jane Kao and Cheng-Few Lee
- Ch Chapter 4 Professional Techniques Used in Excel and VBA
- John Lee, Jow-Ran Chang, Lie-Jane Kao and Cheng-Few Lee
- Ch Chapter 5 Binomial Option Pricing Model Decision Tree Approach
- John Lee, Jow-Ran Chang, Lie-Jane Kao and Cheng-Few Lee
- Ch Chapter 6 Microsoft Excel Approach to Estimating Alternative Option Pricing Models
- John Lee, Jow-Ran Chang, Lie-Jane Kao and Cheng-Few Lee
- Ch Chapter 7 Alternative Methods to Estimate Implied Variance
- John Lee, Jow-Ran Chang, Lie-Jane Kao and Cheng-Few Lee
- Ch Chapter 8 Greek Letters and Portfolio Insurance
- John Lee, Jow-Ran Chang, Lie-Jane Kao and Cheng-Few Lee
- Ch Chapter 9 Portfolio Analysis and Option Strategies
- John Lee, Jow-Ran Chang, Lie-Jane Kao and Cheng-Few Lee
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprbok:978-3-031-14283-3
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http://www.springer.com/9783031142833
DOI: 10.1007/978-3-031-14283-3
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