Excel Modeling in the Fundamentals of Investments Book and CD-ROM
Prentice Hall
978-0-13-161138-2 (ISBN)
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Excel Modeling in the Fundamentals of Investments is a supplemental book and CD. It teaches students how to build financial models with step-by-step instructions in Excel. It can accompany any undergraduate investments textbook, including textbooks by Alexander, Bodie, Corrando, and Reilly.
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.
Dynamic Chart.
II. STOCKS/SECURITY ANALYSIS.
6. Portfolio Optimization.
Two Assets. Many Assets. Dynamic Chart. Full-Scale Real Data. Problems.
7. Portfolio Diversification Lowers Risk.
Basics. International.
8. Life-Cycle Financial Planning.
Basics. Problems.
9. Dividend Discount Models.
Two Stage. Dynamic Chart. Problems.
III. OPTIONS/FUTURES/DERIVATIVES.
10. Options Payoffs and Profits.
Basics. Problems.
11. Option Trading Strategies.
Two Assets. Four Assets. Problems.
12. Put-Call Parity.
Basics. Payoff Diagram. Problems.
13. Binomial Option Pricing.
Single Period. Multi-Period. Risk Neutral. Full-Scale Real Data. Problems.
14. Black Scholes Option Pricing.
Basics. Dynamic Chart. Continuous Dividend. Implied Volatility. Problems.
15. Spot-Futures Parity (Cost of Carry).
Basics. Index Arbitrage. Problems.
| Erscheint lt. Verlag | 5.7.2005 |
|---|---|
| Verlagsort | Upper Saddle River |
| Sprache | englisch |
| Gewicht | 388 g |
| Themenwelt | Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung |
| ISBN-10 | 0-13-161138-0 / 0131611380 |
| ISBN-13 | 978-0-13-161138-2 / 9780131611382 |
| Zustand | Neuware |
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