Spreadsheet Applications to Securities Valuation and Investment Theories

By (author) Yip, Henry Y.

This workbook covers Excel spreadsheet applications in finance. It is ideal for subjects that include a lab/group work based approach to lectures and tutorials, as well as those subjects that discuss securities pricing, asset allocation, asset pricing models and portfolio performance evaluation.

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  • Microsoft Excel Module 1 Introducing Excel Applications Fixed Interest Securities Module 2 Bond Pricing Module 3 After-Tax Yield to Maturity Module 4 Term Structure of Interest Rates Module 5 Duration Portfolio Theory Module 6 Markowitz Portfolio Theory Module 7 Optimal Risky Portfolio & Optimal Balanced Portfolio Asset Pricing Models Module 8 The Capital Asset Pricing Model (CAPM) Module 9 The Single Index Model (SIM) Portfolio Performace Evaluation Module 10 Comparing the Performance of Managed Funds Module 11 Benchmark Portfolio & Attribution Analysis Market Efficiency Module 12 The Efficient Market Hypothesis Option Valuation & Analysis Module 13 Payoff & Profit/Loss Diagrams Module 14 The Black-Scholes Option Pricing Model (BSOPM) Module 15 Implied Volatility, Open Interest and Annual % Return Futures Valuation & Analysis Module 16 Futures Valuation and Analysis

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書名 Spreadsheet Applications to Securities Valuation and Investment Theories
著作者等 Yip, Henry Y.
出版元 John Wiley & Sons Australia
刊行年月 2004.10.25
ページ数 250p
ISBN 9780470807965
言語 英語
出版国 オーストラリア