Spreadsheet Modeling in Investments Book and CD-ROM
0130879487

Craig W. Holden, Indiana University

Publisher: Prentice Hall
Copyright: 2002
Format: Paper Bound w/CD-ROM; 169 pp

ISBN-10: 0130879487
ISBN-13:9780130879486

Our Price: £16.99
Status: Not Yet Published
Estimated Availability: 20 Jul 2001

Description

For graduate courses in investments.

Spreadsheet Modeling in 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.
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.

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.

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.

Features
  • Instructions for building financial models, not templates.

    • If they build it, they will learn! Ex.___

  • End-of-chapter problems.

    • Provides students with the opportunity to practice what they have learned. Ex.___

  • Extensively classroom-tested.

    • Proven as an effective learning tool. Ex.___

  • 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; 50-Period Binomial Option Pricing model using a stock volatility that students estimate from real data.

    • Provides step-by-step learning leading to practical, real-world applications that students will be excited about. Ex.___

  • Available in alternative versions
    • —Match the notation of most Prentice Hall Investments textbooks and other popular Investments textbooks. There are three versions of Spreadsheet Modeling in Investments for Graduate courses:

1. Spreadsheet Modeling in Investments Book/CD (0-13-087948-7). This version is designed for use with non-Prentice Hall textbooks. It includes notation versions for: Bodie/Kane/Marcus, Reilly/Norton, Jones.

    • Bodie/Marcus/Kane, Investments,

    • Reilly/Brown, Investment Analysis and Portfolio Management, and

    • Jones, Investments.

  • 2. Spreadsheet Modeling in Investments Book/CD to accompany Modern Investment Theory by Robert Haugen (0-13-033650-5).

  • 3. Spreadsheet Modeling in Investments Book/CD to accompany Investments by Sharpe/Alexander/Bailey (0-13-033658-0).

4. Spreadsheet Modeling in Investments Book/CD to accompany Investments: A Global Perspective by Francis/Ibbotson (0-13-060456-9).
All Valuepacks
Sprdsht Modl Fund Corp Fin&Sprd Invstmnt
HOLDEN
© 2002 | Prentice Hall | Kit/Package/ShrinkWrap | Estimated Availability: 28 Jan 2007
ISBN-10: 0130458783 | ISBN-13: 9780130458780
Our Price: £31.99

Package consists of:
Spreadsheet Modeling in the Fundamentals of Corporate Finance (generic edition)
Spreadsheet Modeling in Investments Book and CD-ROM

Bond Markets & Spreadsheet Modeling Investments CD Package, 4/E
Fabozzi
© 2002 | Prentice Hall | Cloth Package | Estimated Availability: 11 Jul 2001
ISBN-10: 0130706914 | ISBN-13: 9780130706911
Package consists of:
Bond Markets: Analysis and Strategies, 4/E
Spreadsheet Modeling in Investments Book and CD-ROM