Excel Modeling in Investments Book and CD-ROM
Prentice Hall
978-0-13-161137-5 (ISBN)
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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.
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.
| Erscheint lt. Verlag | 17.6.2004 |
|---|---|
| Verlagsort | Upper Saddle River |
| Sprache | englisch |
| Gewicht | 503 g |
| Themenwelt | Informatik ► Grafik / Design ► Digitale Bildverarbeitung |
| Informatik ► Office Programme ► Excel | |
| Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung | |
| ISBN-10 | 0-13-161137-2 / 0131611372 |
| ISBN-13 | 978-0-13-161137-5 / 9780131611375 |
| Zustand | Neuware |
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