Excel Modeling in Investments Book and CD-ROM
2nd Edition
Published on 17. June 2004
Book
Mixed media product
978-0-13-161137-5 (ISBN)
Description
For graduate courses in Investments.
Excel Modeling in Investments is a supplemental book and CD. It teaches students how to build step-by-step financial models in Excel. This supplement is intended to accompany any graduate investments textbook, including Prentice Hall and non-Prentice Hall textbooks such as Bodie, Francis, Haugen, Jones, Reilly, and Sharpe.
Excel Modeling in Investments is a supplemental book and CD. It teaches students how to build step-by-step financial models in Excel. This supplement is intended to accompany any graduate investments textbook, including Prentice Hall and non-Prentice Hall textbooks such as Bodie, Francis, Haugen, Jones, Reilly, and Sharpe.
More details
Edition
2nd edition
Language
English
Place of publication
Upper Saddle River
United States
Publishing group
Pearson Education (US)
Target group
Professional and scholarly
Weight
503 gr
ISBN-13
978-0-13-161137-5 (9780131611375)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
New editions
Craig W. Holden
Excel Modeling and Estimation in Investments
Book
05/2008
3rd Edition
Pearson
€42.46
Article exhausted; check for reprint
Content
I. BONDS/FIXED INCOME SECURITIES.
1. Reading Bond Listings.
Basics.
2. Bond Pricing.
Annual Payments. APR vs. EAR. By Yield to Maturity. System of Five Bond Variables. Dynamic Chart. Problems.
3. Bond Duration.
Basics. Price Sensitivity Using Duration. Dynamic Chart. Problems.
4. Bond Convexity.
Basics. Price Sensitivity Including Convexity. Dynamic Chart. Problems.
5. Using the Yield Curve.
To Price a Coupon Bond. To Determine Forward Rates. Problems.
6. U.S. Yield Curve Dynamics.
Dynamic Chart.
7. Linear Factor Models of the Yield Curve.
Background.
8. The Vasicek Model.
Basics. Dynamic Chart. Problems.
II. STOCKS/SECURITY ANALYSIS.
9. Portfolio Optimization.
Two Assets. Many Assets. Dynamic Chart. Full-Scale Real Data. Problems.
10. Portfolio Diversification Lowers Risk.
Basics. International.
11. Life-Cycle Financial Planning.
Basics. Problems.
12. Dividend Discount Models.
Two Stage. Dynamic Chart. Problems.
13. Du Pont System of Ratio Analysis.
Basics. Problems.
III. OPTIONS/FUTURES/DERIVATIVES.
14. Options Payoffs and Profits.
Basics. Problems.
15. Option Trading Strategies.
Two Assets. Four Assets. Problems.
16. Put-Call Parity.
Basics. Payoff Diagram. Problems.
17. Binomial Option Pricing.
Single Period. Multi-Period. Risk Neutral. Full-Scale Real Data. Problems.
18. Black Scholes Option Pricing.
Basics. Dynamic Chart. Continuous Dividend. Implied Volatility. Problems.
19. Spot-Futures Parity (Cost of Carry).
Basics. Index Arbitrage. Problems.
20. Interest Rate Parity.
Basics. Term Structure of Forward Rates. Problems.
1. Reading Bond Listings.
Basics.
2. Bond Pricing.
Annual Payments. APR vs. EAR. By Yield to Maturity. System of Five Bond Variables. Dynamic Chart. Problems.
3. Bond Duration.
Basics. Price Sensitivity Using Duration. Dynamic Chart. Problems.
4. Bond Convexity.
Basics. Price Sensitivity Including Convexity. Dynamic Chart. Problems.
5. Using the Yield Curve.
To Price a Coupon Bond. To Determine Forward Rates. Problems.
6. U.S. Yield Curve Dynamics.
Dynamic Chart.
7. Linear Factor Models of the Yield Curve.
Background.
8. The Vasicek Model.
Basics. Dynamic Chart. Problems.
II. STOCKS/SECURITY ANALYSIS.
9. Portfolio Optimization.
Two Assets. Many Assets. Dynamic Chart. Full-Scale Real Data. Problems.
10. Portfolio Diversification Lowers Risk.
Basics. International.
11. Life-Cycle Financial Planning.
Basics. Problems.
12. Dividend Discount Models.
Two Stage. Dynamic Chart. Problems.
13. Du Pont System of Ratio Analysis.
Basics. Problems.
III. OPTIONS/FUTURES/DERIVATIVES.
14. Options Payoffs and Profits.
Basics. Problems.
15. Option Trading Strategies.
Two Assets. Four Assets. Problems.
16. Put-Call Parity.
Basics. Payoff Diagram. Problems.
17. Binomial Option Pricing.
Single Period. Multi-Period. Risk Neutral. Full-Scale Real Data. Problems.
18. Black Scholes Option Pricing.
Basics. Dynamic Chart. Continuous Dividend. Implied Volatility. Problems.
19. Spot-Futures Parity (Cost of Carry).
Basics. Index Arbitrage. Problems.
20. Interest Rate Parity.
Basics. Term Structure of Forward Rates. Problems.