附件中有个简易版，作者是Ben Van Vliet，2011年版，目录如下，需要的拿走


I.  GETTING STARTED WITH EXCEL ....................................................................... 4
A.  Things You Should Be Familiar With ........................................................................ 5
B.  Working with Cells ..................................................................................................... 7
C.  Working with Data ...................................................................................................... 9
D.  Working with Dates and Times ................................................................................ 10
E.  Other Functionality ................................................................................................... 11
F.  Getting Price Data from Yahoo! Finance ................................................................. 12
G.  LAB 1:  Calculating Volatility and Covariance ........................................................ 13
II.  Advanced Excel Functionality .................................................................................. 14
A.  Goal Seek .................................................................................................................. 14
B.  Data Tables ............................................................................................................... 15
C.  Pivot Tables .............................................................................................................. 16
D.  Histograms ................................................................................................................ 17
E.  Calculating Portfolio Volatility................................................................................. 19
F.  LAB 2:  Calculating Portfolio Metrics ...................................................................... 21
II.  VISUAL BASIC FOR APPLICATIONS ................................................................. 22
A.  Variable Scope .......................................................................................................... 25
B.  Conditional Statements ............................................................................................. 26
D.  Loops......................................................................................................................... 27
F.  Using Excel Functions in VBA ................................................................................. 28
G.  Recording Macros ..................................................................................................... 29
H.  LAB 3:  Programming VBA ..................................................................................... 30
I.  Arrays ........................................................................................................................ 31
J.  Calculating Beta ........................................................................................................ 33
K.  LAB 4:  Beta ............................................................................................................. 34
L.  Financial Data ........................................................................................................... 35
M.  Correlation and Ranking ........................................................................................ 36
N.  Distribution Fitting Example .................................................................................... 38
O.  Scaling and Ranking in Practice ............................................................................... 41
P.  Double Normalizing.................................................................................................. 42
Q.  LAB 5:  Scaling and Ranking ................................................................................... 44
III.  INTRODUCTION TO SIMULATION ................................................................. 45
A.  Uniform Distribution ................................................................................................ 47
III.  CONTINUOUS DISTRIBUTIONS ...................................................................... 50
A.  Inverse Transform Method ....................................................................................... 50
C.  Exponential Distribution ........................................................................................... 51
E.  Triangular Distribution ............................................................................................. 53
F.  Normal Distribution .................................................................................................. 55
G.  Lognormal Distribution ............................................................................................ 59
H.  Generalized Inverse Transform Method ................................................................... 60
IV.  DISCRETE DISTRIBUTIONS ............................................................................. 61
A.  Bernoulli Trials ......................................................................................................... 61
B.  Binomial Distribution ............................................................................................... 62
C.  Trinomial Distribution .............................................................................................. 63
D.  Poisson Distribution .................................................................................................. 64
E.  Empirical Distributions ............................................................................................. 65
F.  Linear Interpolation .................................................................................................. 66
V.  GENERATING CORRELATED RANDOM NUMBERS ...................................... 67
A.  Bivariate Normal ....................................................................................................... 68
B.  Multivariate Normal.................................................................................................. 69
VI.  MODELING REAL TIME FINANCIAL DATA ................................................. 71
A.  Financial Market Data ............................................................................................... 74
B.  Modeling Tick Data .................................................................................................. 76
C.  Modeling Time Series Data ...................................................................................... 84
D.  LAB 6:  Augmenting the Simple Price Path Simulation .......................................... 86
1.  Fat Tails .................................................................................................................... 87
2.  Stochastic Volatility Models ..................................................................................... 88
a.  ARCH(1) ................................................................................................................... 89
b.  GARCH(1,1) ............................................................................................................. 89
b.  Estimating Volatility ................................................................................................. 90
VII.  MODELING OPTIONS ........................................................................................ 92
A.  The Simulation Way ................................................................................................. 93
B.  The Cox-Ross-Rubenstein (CRR) or Binomial Way ................................................ 94
C.  The Black-Scholes Way ............................................................................................ 96
D.  Option Greeks ........................................................................................................... 97
E.  Implied Volatility ...................................................................................................... 98
F.  American Options ..................................................................................................... 99
VIII.  OPTIMIZATION ............................................................................................. 100
A.  Linear Optimization ................................................................................................ 101
B.  LAB 7:  Nonlinear Optimization ............................................................................ 103
C.  Efficient Portfolios .................................................................................................. 104
D.  Capital Budgeting ................................................................................................... 107
APPENDIX I:   MATRIX MATH PRIMER ............................................................... 109
A.  Matrix Transpose .................................................................................................... 109
B.  Addition and Subtraction ........................................................................................ 109
C.  Scalar Multiplication ............................................................................................... 110
D.  Matrix Multiplication .............................................................................................. 110
E.  Matrix Inversion ...................................................................................................... 110
APPENDIX II:  CALCULUS PRIMER ...................................................................... 112
A.  Differentiation ......................................................................................................... 112
B.  Taylor’s Theorem.................................................................................................... 113
C.  Integration ............................................................................................................... 113
D.  Fundamental Theorem ............................................................................................ 113