Résumé
Advanced Investment Models is a user-friendly text in which
readers can fully develop their financial knowledge and
spreadsheet knowledge, which will expand into real-world
applications. This text takes a hands-on, active approach
to building your own financial models. It contains unique
content items such as U.S. term structure dynamics, linear
factor models of the term structure, Vasicek model, and
portfolio optimization with many assets. Covers topics such
as Bonds/Fixed Income Securities, Stocks/Security Analysis,
and Options/Futures/Derivatives. Ideal for readers
interested in investments. Table of Contents
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.
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.
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.
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.
Caractéristiques techniques
| PAPIER | |
| Éditeur(s) | Prentice Hall |
| Auteur(s) | Craig W. Holden |
| Parution | 01/06/2001 |
| Nb. de pages | 170 |
| Format | 21 x 27,6 |
| Couverture | Broché |
| Poids | 427g |
| Intérieur | Noir et Blanc |
| EAN13 | 9780130879486 |
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