Spreadsheet Modeling in the Fundamentals of Investments

Craig W. Holden

138 pages, parution le 01/05/2001

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Résumé

For undergraduate courses in investments.

Spreadsheet Modeling in the Fundamentals of 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.

Features

Instructions for building financial models, not templates.
- If they build it, they will learn!
End-of-chapter problems.
- Provides students with the opportunity to practice what they have learned.
Extensively classroom-tested.
- Proven as an effective learning tool.
Progression from simple examples to practical, real-world applications—Including Portfolio Optimization that uses real data on 20 stocks to calculate the efficient frontier, the tangent line, the weights of the tangent portfolio, and then graph everything; US Yield Curve Dynamics shows you a “movie” of 30 years of monthly zero-coupon, yield curves highlighting the dynamics of the US yield curve history; Implied Volatilities are calculated from real call and put prices using the Black Scholes Option Pricing model and Excel's Solver. Then the “smile” (or “scowl” ) pattern of implied volatilities is graphed.
- Provides step-by-step learning leading up to practical, real-world applications that students will be excited about.
Available in alternative versions—Match the notation of most Prentice Hall Investments textbooks and other popular Investments textbooks. There are two versions of Spreadsheet Modeling in the Fundamentals of Investments for Undergraduate courses:

1. Spreadsheet Modeling in the Fundamentals of Investments Book/CD (0-13-087945-2). This version is designed for use with non-Prentice Hall textbooks. It includes notation versions for:

Bodie/Marcus/Kane, Essentials of Investments,
Reilly/Norton, Investments,
Jones, Investments.

2. Spreadsheet Modeling in the Fundamentals of Investments Book/CD to accompany Fundamentals of Investments by Alexander/Sharpe/Bailey (0-13-033667-X).

Contents

I. BONDS/FIXED INCOME SECURITIES.

1. Reading Bond Listings.
2. Bond Pricing.
3. Bond Duration.
4. Bond Convexity.
5. U.S. Yield Curve Dynamics.

II. STOCKS/SECURITY ANALYSIS.

6. Portfolio Optimization.
7. Portfolio Diversification Lowers Risk.
8. Life-Cycle Financial Planning.
9. Dividend Discount Models.

III. OPTIONS/FUTURES/DERIVATIVES.

10. Options Payoffs and Profits.
11. Option Trading Strategies.
12. Put-Call Parity.
13. Binomial Option Pricing.
14. Black Scholes Option Pricing.
15. Spot-Futures Parity (Cost of Carry).

Caractéristiques techniques

	PAPIER
Éditeur(s)	Prentice Hall
Auteur(s)	Craig W. Holden
Parution	01/05/2001
Nb. de pages	138
Format	21 x 27,2
Couverture	Broché
Poids	350g
Intérieur	Noir et Blanc
EAN13	9780130879455