Securities valuation : applications of financial modeling

著者

書誌事項

Securities valuation : applications of financial modeling

Thomas S.Y. Ho, Sang Bin Lee

Oxford University Press, 2005

  • : pbk

大学図書館所蔵 件 / 全8件

この図書・雑誌をさがす

注記

Includes bibliographies and index

内容説明・目次

巻冊次

ISBN 9780195172744

内容説明

A textbook that provides a coherent description of valuation models over a wide range of securities. Students can study both the theories and the practical implementations of the valuation models. Further, students can use the extensive Excel models applying to practical problems ( the cases) and exercises. The book is the only textbook that is supported by a complete set of excel models enabling students to use the models in 'real life' cases. This book combines the theories and case studies in one coherent treatment for the courses in securities valuation.
巻冊次

: pbk ISBN 9780195172751

内容説明

Securities Valuation: Applications of Financial Modeling is a clear, concise guide to securities valuation and the principles of financial theory. It describes state-of-the-art methods for valuing a broad range of securities: equity, equity and interest rate options, swaps and swaptions, treasuries, corporate bonds with and without credit risks, mortgage-backed securities, collateralized mortgage obligations, credit derivative swaps, and more. Thomas Ho and Sang Bin Lee use their combined fifty years of experience in academia, financial business, and public services to present students and general readers with twenty-six challenging cases. These cases describe the contexts in which financial models are used, the practical complications of these models, and ways to deal with their limitations. Each chapter begins with a problem in valuation, formulates models for it, and then provides the solutions. The assumptions, input data, and output solutions for each model are clearly stated. The model is illustrated by a numerical example rendered in Excel. A Online Resource Centre-www.thomasho.com-contains more than 130 Excel files of all the financial models from this book and its three companion volumes. Users can download the models, analyze them on their spreadsheets, and use them to do practice exercises Securities Valuation: Applications of Financial Modeling is ideal for undergraduate and graduate courses in finance and mathematical finance as well as for professional training programs. It is part of a series on financial modeling by the authors that also includes The Oxford Guide to Financial Modeling. Future titles in the series will focus on financial modeling for options, futures, and derivatives and financial modeling for financial institutions.

目次

  • 1. INTRODUCTION
  • 2. EQUITY OPTIONS
  • 3. EXOTIC OPTIONS
  • 4. BOND MATHEMATICS, TREASURY SECURITIES, AND SWAPS
  • 5. BOND OPTIONS
  • 6. CORPORATE BONDS-INVESTMENT GRADE
  • 7. CORPORATE BONDS-HIGH YIELD BONDS
  • 8. OTHER BONDS: CONVERTIBLE BONDS, MBS, CMO

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