Excel Modeling and Estimation in the Fundamentals of Investments, 3rd Edition
ISBN-10: 0-13-207991-7
ISBN-13: 978-0-13-207991-4
Published by Prentice Hall
© 2009
Pub. Date: Mar 12, 2008
Format: Paper
Table of Contents
Contents
Chapter 1 — Bond Pricing
Chapter 2 — Bond Duration
Chapter 3 — Bond Convexity
Chapter 4 — US Yield Curve Dynamics
Chapter 5 — Portfolio Optimization
Chapter 6 — Constrained Portfolio Optimization
Chapter 7 — Asset Pricing
Chapter 8 — Trading Simulations using @RISK
Chapter 9 — Portfolio Diversification Lowers Risk
Chapter 10 — Life-Cycle Financial Planning
Chapter 11 — Dividend Discount Models
Chapter 12 — Option Payoffs and Profits
Chapter 13 — Option Trading Strategies
Chapter 14 — Put-Call Parity
Chapter 15 — Binomial Option Pricing
Chapter 16 — Black Scholes Option Pricing
Chapter 17 — Spot-Futures Parity (Cost of Carry)
Chapter 18 — Useful Excel Tricks
This textbook is also sold in the various packages listed below. Before purchasing one of these packages, speak with your professor about which one will help you be successful in your course.
Package ISBN-13: 9780135067383
$214.00 | Add to Cart
This package contains:
- Excel Modeling and Estimation in the Fundamentals of Investments, 3rd Edition
Craig W Holden | ©2009 | Paper; 232 pages - Fundamentals of Investing plus MyFinanceLab Student Access Kit and OTIS Student Access Kit, 10th Edition
Lawrence J. Gitman, Michael D. Joehnk | ©2008 | Cloth Package; 720 pages
