Excel Modeling in Investments

by Holden, Craig W.

• ISBN13: 9780132497879
• ISBN10: 0132497875
• Edition: 4th
• Format: Paperback
• Copyright: 2011-08-02
• Publisher: Prentice Hall

Summary

An approach to building and estimating models through the use of Excel.   Excel Modeling in Investmentsfocuses on active learning by showing readers how to build and estimate financial models using Excel. This approach shows the steps involved in building models, rather than solely providing readers with completed spreadsheets.   This edition contains new content on investments.  

Table of Contents

PART 1: BONDS/FIXED INCOME SECURITIES

Chapter 1: Bond Pricing

Chapter 2: The Yield Curve

Chapter 3: Affine Yield Curve Models

PART 2: PORTFOLIO MANAGEMENT

Chapter 4: Portfolio Optimization

Chapter 5: Constrained Portfolio Optimization

Chapter 6: Portfolio Diversification Lowers Risk

PART 3: SECURITY ANALYSIS

Chapter 7: Stock Valuation

Chapter 8: DuPont System Of Ratio Analysis

PART 4: STOCKS

Chapter 9: Asset Pricing

Chapter 10: Market Microstructure

Chapter 11: Life-Cycle Financial Planning

PART 5: INTERNATIONAL INVESTMENTS

Chapter 12: International Parity

Chapter 13: Swaps

PART 6: OPTIONS, FUTURES, AND OTHER DERIVATIVES

Chapter 14: Option Payoffs and Profits

Chapter 15: Option Trading Strategies

Chapter 16: Put-Call Parity

Chapter 17: Binomial Option Pricing

Chapter 18: Black-Scholes Option Pricing

Chapter 19: Futures

Chapter 20: Pricing By Simulation

 

CONTENTS ON CD

Chapter 21: Corporate Bonds

PART 7: EXCEL SKILLS

Chapter 22: Useful Excel Tricks