Spreadsheet Modeling in the Fundamentals of Investments Book and CD-ROM

Craig W. Holden is the Richard G. Brinkman Faculty Fellow and Associate Professor of Finance at the Kelley School of Business at Indiana University. His M.B.A. and Ph.D. are from the Anderson School at UCLA. He is the winner of multiple schoolwide teaching awards and multiple schoolwide research awards. He has written a book/CD series on Spreadsheet Modeling in finance, which is published by Prentice Hall. His research on security trading and market making ("market microstructure") has been published in leading academic journals. He has chaired nine dissertations, served on the program committee of the Western Finance Association for three years, and served as an associate editor of the Journal of Financial Markets for four years. He has chaired a department committee for seven years and chaired various schoolwide committees for six years. He has lead several major curriculum innovations in the finance department. For more details, Craig's home page is at www.kelley.iu.edu/cholden.

I. BONDS/FIXED INCOME SECURITIES.

 1. Reading Bond Listings.
 2. Bond Pricing.
 3. Bond Duration.
 4. Bond Convexity.
 5. U.S. Yield Curve Dynamics.
II. STOCKS/SECURITY ANALYSIS.

 6. Portfolio Optimization.
 7. Portfolio Diversification Lowers Risk.
 8. Life-Cycle Financial Planning.
 9. Dividend Discount Models.
III. OPTIONS/FUTURES/DERIVATIVES.

10. Options Payoffs and Profits.
11. Option Trading Strategies.
12. Put-Call Parity.
13. Binomial Option Pricing.
14. Black Scholes Option Pricing.
15. Spot-Futures Parity (Cost of Carry).