Overview

  For courses in corporate finance or financial management at the undergraduate and graduate level.   Excel Modeling in Investments, Fifth Edition approaches building and estimating models with Microsoft® Excel®. Students are shown the steps involved in building models, rather than already-completed spreadsheets.

Full Product Details

Author:   Craig Holden
Publisher:   Pearson Education (US)
Imprint:   Pearson
Edition:   5th edition
Dimensions:   Width: 10.00cm , Height: 10.00cm , Length: 10.00cm
Weight:   0.100kg
ISBN:  

9780205987245

ISBN 10:   0205987249
Pages:   256
Publication Date:   01 April 2014
Audience:   College/higher education ,  Tertiary & Higher Education
Format:   Paperback
Publisher's Status:   Active
Availability:   Available To Order  
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Table of Contents

Preface vii Fifth Edition Changes vii Ready-To-Build Spreadsheets vii What Is Unique About This Book xi Conventions Used In This Book xii Craig's Challenge xiv Excel (R) Modeling Books xiv Suggestions for Faculty Members xiv Acknowledgements xv About The Author xvi PART 1 BONDS / FIXED INCOME SECURITIES 1 Chapter 1 Bond Pricing 1 1.1 Annual Payments 1 1.2 EAR, APR, and Foreign Currencies 2 1.3 Duration and Convexity 7 1.4 Price Sensitivity 9 1.5 Immunization 11 1.6 System of Five Bond Variables 17 Problems 18 Chapter 2 The Yield Curve 21 2.1 Obtaining It From Treasury Bills and Strips 21 2.2 Using It To Price A Coupon Bond 22 2.3 Using It To Determine Forward Rates 23 Problems 24 Chapter 3 Affine Yield Curve Models 25 3.1 US Yield Curve Dynamics 25 3.2 The Vasicek Model 30 3.3 The Cox-Ingersoll-Ross Model 32 Problems 34 PART 2 PORTFOLIO MANAGEMENT 35 Chapter 4 Portfolio Optimization 35 4.1 Two Risky Assets and a Riskfree Asset 35 4.2 Descriptive Statistics 38 4.3 Many Risky Assets and a Riskfree Asset 42 4.4 Any Number of Risky Assets 52 Problems 57 Chapter 5 Constrained Portfolio Optimization 58 5.1 No Short Sales, No Borrowing, and Other Constraints 58 5.2 Any Number of Risky Assets 68 Problems 77 Chapter 6 Portfolio Performance 78 6.1 Evaluation Measures 78 Problems 80 Chapter 7 Portfolio Diversification Lowers Risk 81 7.1 Basics 81 7.2 International 82 Problems 84 PART 3 SECURITY ANALYSIS 85 Chapter 8 Stock Valuation 85 8.1 Dividend Discount Mode

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