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.
「Nielsen BookData」より
[目次]
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
「Nielsen BookData」より
書名
Spreadsheet Applications to Securities Valuation and Investment Theories
