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Excel Modeling in Investments Book and CD-ROM, 2/E
Craig W. Holden, Indiana University

ISBN-10: 0131611372
ISBN-13:  9780131611375

Publisher:  Prentice Hall
Copyright:  2005
Format:  Kit/Package/ShrinkWrap
Published:  01/23/2004


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Description

For graduate courses in Investments.

Excel Modeling in Investments is a supplemental book and CD. It teaches students how to build step-by-step financial models in Excel. This supplement is intended to accompany any graduate investments textbook, including Prentice Hall and non-Prentice Hall textbooks such as Bodie, Francis, Haugen, Jones, Reilly, and Sharpe.


Features

  • NEW - Updated coverage—Adds an Annual Payments model to the Bond Pricing chapter, adds saving as a percentage of wealth to the Lifetime Financial Planning chapter, updates the yield curve database, updates the tax rates and updates the dates in all examples, and corrects all known typos.

    • Keeps text current and relevant for students.

  • Instructions for building financial models, not templates.

    • Teaches students how to really learn finance by building financial models themselves (active learning), not from using canned templates which are “black boxes” (passive learning).

  • Every chapter has end-of-chapter problems.

    • Provides students with the opportunity to practice their skills.

  • Progression from simple examples to practical, real-world applications—Including Portfolio Optimization that uses real data on 20 stocks to calculate the efficient frontier, the tangent line, the weights of the tangent portfolio, and then graph everything; US Yield Curve Dynamics shows you a “movie” of 30 years of monthly zero-coupon, yield curves highlighting the dynamics of the US yield curve history; 50-Period Binomial Option Pricing model using a stock volatility that students estimate from real data.

    • Provides step-by-step, real-world applications that students will be excited about.

  • Can accompany any popular graduate investments textbook because the CD provides alternative notation versions—The printed book matches the notation of the Bodie book (Investments by Bodie, Kane, and Marcus). The CD contains PDF files with alternative chapters that match the notation of other popular graduate investments books, including:

    • Investments: A Global Perspective by Francis and Ibbotson

    • Modern Investment Theory by Haugen

    • Investments by Jones

    • Investment Analysis and Portfolio Management by Reilly and Brown

    • Investments by Sharpe, Alexander, and Bailey.


New To This Edition

  • Updated coverage—Adds an Annual Payments model to the Bond Pricing chapter, adds saving as a percentage of wealth to the Lifetime Financial Planning chapter, updates the yield curve database, updates the tax rates and updates the dates in all examples, and corrects all known typos.

    • Keeps text current and relevant for students.


Table of Contents

I. BONDS/FIXED INCOME SECURITIES.

1. Reading Bond Listings.

Basics.

2. Bond Pricing.

Annual Payments. APR vs. EAR. By Yield to Maturity. System of Five Bond Variables. Dynamic Chart. Problems.

3. Bond Duration.

Basics. Price Sensitivity Using Duration. Dynamic Chart. Problems.

4. Bond Convexity.

Basics. Price Sensitivity Including Convexity. Dynamic Chart. Problems.

5. Using the Yield Curve.

To Price a Coupon Bond. To Determine Forward Rates. Problems.

6. U.S. Yield Curve Dynamics.

Dynamic Chart.

7. Linear Factor Models of the Yield Curve.

Background.

8. The Vasicek Model.

Basics. Dynamic Chart. Problems.

II. STOCKS/SECURITY ANALYSIS.

9. Portfolio Optimization.

Two Assets. Many Assets. Dynamic Chart. Full-Scale Real Data. Problems.

10. Portfolio Diversification Lowers Risk.

Basics. International.

11. Life-Cycle Financial Planning.

Basics. Problems.

12. Dividend Discount Models.

Two Stage. Dynamic Chart. Problems.

13. Du Pont System of Ratio Analysis.

Basics. Problems.

III. OPTIONS/FUTURES/DERIVATIVES.

14. Options Payoffs and Profits.

Basics. Problems.

15. Option Trading Strategies.

Two Assets. Four Assets. Problems.

16. Put-Call Parity.

Basics. Payoff Diagram. Problems.

17. Binomial Option Pricing.

Single Period. Multi-Period. Risk Neutral. Full-Scale Real Data. Problems.

18. Black Scholes Option Pricing.

Basics. Dynamic Chart. Continuous Dividend. Implied Volatility. Problems.

19. Spot-Futures Parity (Cost of Carry).

Basics. Index Arbitrage. Problems.

20. Interest Rate Parity.

Basics. Term Structure of Forward Rates. Problems.


Next Edition(s)

  • Excel Modeling and Estimation in Investments, 3/E
    Holden
    ©2009  |  Prentice Hall  |  Paper; 256 pp  |  Instock
    ISBN-10: 0132079909  |  ISBN-13: 9780132079907
    Brief Description  |  More Info

  • Excel Modeling in Investments, 4/E
    Holden
    ©2012  |  Prentice Hall  |  Paper; 240 pp  |  Instock
    ISBN-10: 0132497875  |  ISBN-13: 9780132497879
    Brief Description  |  More Info



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Faculty Excel Files, 2/E
Holden
©2005  |  Prentice Hall  |  On-line Supplement  |  Live
ISBN-10: 0131424041  |  ISBN-13: 9780131424043
URL: http://www.prenhall.com/holden

Show Downloadable Files
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For the Finance Discipline

FinCoach 2.0: CD-ROM Edition
Handa
©2002  |  Prentice Hall  |  CD-ROM Only  |  Instock
ISBN-10: 0130606189  |  ISBN-13: 9780130606181
More Info

Research Navigator: Resources for College Research
Pearson
©2006  |  Prentice Hall  |  Paper  |  Instock
ISBN-10: 0321186079  |  ISBN-13: 9780321186072
More Info


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Package ISBN-10: 0131634577 | ISBN-13: 9780131634572
©2005 | Instock
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This package contains:

Holden | ©2005 | Prentice Hall | Kit/Package/ShrinkWrap
Francis & Ibbotson | ©2002 | Prentice Hall | Cloth Package


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