Spreadsheet Modeling in Investments Book and CD-ROM

Craig W. Holden (Autor)

Media-Kombination

169 Seiten

2001
Pearson
978-0-13-087948-6 (ISBN)

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Teaches students how to build financial models in Excel. This book and CD product provides step-by-step instructions so that students can build models themselves (active learning), rather than handing students canned "templates" (passive learning). The basic philosophy of this product is "If they build it, they will learn!"

For graduate courses in investments.

Spreadsheet Modeling in Investments teaches students how to build financial models in Excel. This book and CD provides step-by-step instructions so that students can build models themselves (active learning), rather than handing students canned “templates” (passive learning). The spreadsheet models progress from simple examples to practical, real-world applications.

Craig 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. Using the Yield Curve.
6. U.S. Yield Curve Dynamics.
7. Linear Factor Models of the Yield Curve.
8. The Vasicek Model.
II. STOCKS/SECURITY ANALYSIS.

9. Portfolio Optimization.
10. Portfolio Diversification Lowers Risk.
11. Life-Cycle Financial Planning.
12. Dividend Discount Models.
13. Du Pont System of Ratio Analysis.
III. OPTIONS/FUTURES/DERIVATIVES.

14. Options Payoffs and Profits.
15. Option Trading Strategies.
16. Put-Call Parity.
17. Binomial Option Pricing.
18. Black Scholes Option Pricing.
19. Spot-Futures Parity (Cost of Carry).
20. Interest Rate Parity.

Erscheint lt. Verlag	20.7.2001
Sprache	englisch
Maße	210 x 276 mm
Gewicht	420 g
Themenwelt	Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung
ISBN-10	0-13-087948-7 / 0130879487
ISBN-13	978-0-13-087948-6 / 9780130879486
Zustand	Neuware