The oxford guide to financial modeling applications for capital markets thomas s y ho sang bin lee
They blend cutting-edge financial theory with practical examples that are immediately useful. This approach enables the student and practitioner to develop the thinking processes needed to formulate and solve a broad range of contemporary financial problems. The Guide has been exceedingly useful in my own work. Ho's tireless journey into the frontier of finance over the years.
It clearly demonstrates how various rigorous financial models can be practically incorporated into companies' strategic decision making and enterprise risk management. The book challenges our conventional thinking in capital structure theory, interest rate behavior and default risk pricing. It should provoke debate for many years to come. Ho and Lee have written a superb textbook that combines academic rigor and real-world applicability.
The book is well-suited for derivatives and fixed income courses. He was president of the Korean Securities Association and an independent director and member of the risk management committee at Hana Bank in Korea. Beta Systematic Risk; 1. Dividend Discount Model; 1.
Dividend Discount Model; Case: Put Call Parity; 2. The Option Behavior and Sensitivity Analysis; 2. Applications of the Option Model; Excel Exercise 2.
Cox Ross Rubinstein Model; Case: Put Call Parity; Case: Proprietary Trading Desk; Excel Exercise 2. Risk Neutral and Market Probability; Case: Asset Allocation and the Expected Returns of an Option; 3. Options with Alternative Payoffs at Expiration; 3. Options with Boundary Conditions; 3. Compound Options; Excel Exercise 3. American Stock Option; Case: Bonds and Bond Markets; 4.
Economics of the Yield Curve; 4. The Bond Model; 4. Duration and Convexity; 4. Applications of the Bond Analytics; Excel Exercise 4. Par Curve and Spot Curve; Case: Cox, Ingersoll, and Ross Model; Case: Black Bond Option; Case: Proprietary Trading Desk; Excel Exercise 5. Marking to Market an Illiquid Derivative Position; 6. Descriptions the oxford guide to financial modeling applications for capital markets thomas s y ho sang bin lee a Corporate Bond; 6.
Valuation of a Bond; 6. Option Adjusted Spreads; 6. Sinking Fund Bond; Case: Securitization and Asset Backed 5 minuten binare optionsstrategie 7. An Example of a High Yield Bond; 7. Institutional Framework of Bankruptcy and Bankruptcy Proceedings; 7.
The Fisher Model; 7. An Actuarial Model; 7. The Reduced Form Model; 7. The Structural Model; Excel Exercise 7. Credit Default Swap; Case: Reorganization and The oxford guide to financial modeling applications for capital markets thomas s y ho sang bin lee Restructuring; 8.
Description of a Convertible Bond; 8. Prepayment Modeling and Valuation; 8. Principles Ray Dalio Inbunden. Skickas inom vardagar. 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 the 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.
Oxford Guide to Financial Modeling: Bloggat om Securities Valuation.