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AuthorHolden, Craig W
TitleExcel modeling in investments / Craig W. Holden
Imprint Upper Saddle River, N.J. : Pearson Prentice Hall, 2005
Edition 2nd ed
Descript xiii, 171 p. : ill. + 1 CD-ROM (4 3/4 in.)

CONTENT

Part 1: Bonds / Fixed income securities - Reading bond listings -- Bond pricing -- Bond duration -- Bond convexity -- Using the yield curve -- US yield curve dynamics -- Linear factor models of the yield curve -- The vasicek model -- Part 2: Stocks / Security analysis -- Portfolio optimization -- Portfolio diversification lowers risk -- Life-cycle financial planning -- Dividend discount models -- Du Pont system of ratio analysis -- Part 3: Options / Futures / Derivatives -- Option payoffs and profits -- Option trading strategies -- Put-call parity -- Binomial option pricing -- Black Scholes option pricing -- Spot-futures parity (Cost of carry) -- Interest rate parity


Investments -- Mathematical models Electronic spreadsheets

LOCATIONCALL#STATUS
Sasin Library332.601 H723E 2005CHECK SHELVES

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