Excel Modeling in Investments

Häftad, Engelska, 2014

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For courses in corporate finance or financial management at the undergraduate and graduate level.

Excel Modeling in Investments, Fifth Edition approaches building and estimating models with Microsoft^® Excel^®. Students are shown the steps involved in building models, rather than already-completed spreadsheets.

Produktinformation

Utgivningsdatum2014-04-08
Mått100 x 100 x 100 mm
Vikt100 g
FormatHäftad
SpråkEngelska
Antal sidor256
Upplaga5
FörlagPearson Education
ISBN9780205987245

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Preface vii Fifth Edition Changes viiReady-To-Build Spreadsheets viiWhat Is Unique About This Book xiConventions Used In This Book xiiCraig’s Challenge xivExcel® Modeling Books xivSuggestions for Faculty Members xivAcknowledgements xvAbout The Author xviPART 1 BONDS / FIXED INCOME SECURITIES 1Chapter 1 Bond Pricing 11.1 Annual Payments 11.2 EAR, APR, and Foreign Currencies 21.3 Duration and Convexity 71.4 Price Sensitivity 91.5 Immunization 111.6 System of Five Bond Variables 17Problems 18Chapter 2 The Yield Curve 212.1 Obtaining It From Treasury Bills and Strips 212.2 Using It To Price A Coupon Bond 222.3 Using It To Determine Forward Rates 23Problems 24Chapter 3 Affine Yield Curve Models 253.1 US Yield Curve Dynamics 253.2 The Vasicek Model 303.3 The Cox-Ingersoll-Ross Model 32Problems 34PART 2 PORTFOLIO MANAGEMENT 35Chapter 4 Portfolio Optimization 354.1 Two Risky Assets and a Riskfree Asset 354.2 Descriptive Statistics 384.3 Many Risky Assets and a Riskfree Asset 424.4 Any Number of Risky Assets 52Problems 57Chapter 5 Constrained Portfolio Optimization 585.1 No Short Sales, No Borrowing, and Other Constraints 585.2 Any Number of Risky Assets 68Problems 77Chapter 6 Portfolio Performance 786.1 Evaluation Measures 78Problems 80Chapter 7 Portfolio Diversification Lowers Risk 817.1 Basics 817.2 International 82Problems 84PART 3 SECURITY ANALYSIS 85Chapter 8 Stock Valuation 858.1 Dividend Discount Mode