Essentials of Excel Vba, Python, and R: Volume II: Financial Derivatives, Risk Management and Machine Learning (Paperback, 2, Second 2023)

Chapter 1. Introduction.- Chapter 2. Introduction to Excel Programming.- Chapter 3. Introduction to VBA Programming.- Chapter 4. Professional Techniques Used in Excel and Excel VBA Techniques.- Chapter 5. Decision Tree Approach for Binomial Option Pricing Model.- Chapter 6. Microsoft Excel Approach to Estimating Alternative Option Pricing Models.- Chapter 7. Alternative Methods to Estimate Implied Variances.- Chapter 8. Greek Letters and Portfolio Insurance.- Chapter 9. Portfolio Analysis and Option Strategies.- Chapter 10. Alternative Simulation Methods and Their Applications.- Chapter 11. Linear Models for Regression.- Chapter 12. Kernel Linear Model.- Chapter 13. Neural Networks and Deep Learning.- Chapter 14. Applications of Alternative Machine Learning Methods for Credit Card Default Forecasting.- Chapter 15. An Application of Deep Neural Networks for Predicting Credit Card Delinquencies.- Chapter 16. Binomial/Trinomial Tree Option Pricing Using Python.- Chapter 17. Financial Ratios and its Applications.- Chapter 18. Time Value Money Analysis.- Chapter?19. Capital Budgeting under Certainty and Uncertainty.- Chapter?20. Financial Planning and Forecasting.- Chapter?21. Hedge Ratios: Theory and Applications.- Chapter?22. Application of simultaneous equation in finance research: Methods and empirical results.- Chapter 23. Using R Program to Estimate Binomial Option Pricing Model and Black & Scholes Option Pricing Model.