Excel Modeling in Investments Books / Edition 2

Excel Modeling in Investments Books / Edition 2

by Craig W. Holden
     
 

ISBN-10: 0131611372

ISBN-13: 9780131611375

Pub. Date: 01/23/2004

Publisher: Prentice Hall

This book teaches the reader how to build financial models—not templates—with step-by-step instructions in Excel. Progressing from simple examples to practical, real-world applications, this book covers modeling for bonds and fixed income securities; stocks and security analysis; and options, futures, and derivatives. For

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Overview

This book teaches the reader how to build financial models—not templates—with step-by-step instructions in Excel. Progressing from simple examples to practical, real-world applications, this book covers modeling for bonds and fixed income securities; stocks and security analysis; and options, futures, and derivatives. For financial planners and analysts.

Product Details

ISBN-13:
9780131611375
Publisher:
Prentice Hall
Publication date:
01/23/2004
Edition description:
Older Edition
Product dimensions:
8.52(w) x 10.74(h) x 0.40(d)

Related Subjects

Table of Contents

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 OptionPricing.

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.

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