The Oxford guide to financial modeling : applications for capital markets, corporate finance, risk management, and financial institutions / Thomas S. Y. Ho, Sang Bin Lee.
نوع المادة : نصالناشر:Oxford ; New York : Oxford University Press, 2004وصف:xxv, 735 pages : illustrations ; 26 cmنوع المحتوى:- text
- unmediated
- volume
- 019516962X (hbk)
- 9780195169621 (hbk)
- Financial modeling
- HG173 H583 2004
نوع المادة | المكتبة الحالية | رقم الطلب | رقم النسخة | حالة | تاريخ الإستحقاق | الباركود | |
---|---|---|---|---|---|---|---|
كتاب | UAE Federation Library | مكتبة اتحاد الإمارات General Collection | المجموعات العامة | HG173 H583 2004 (إستعراض الرف(يفتح أدناه)) | C.1 | Library Use Only | داخل المكتبة فقط | 30010000074648 |
Browsing UAE Federation Library | مكتبة اتحاد الإمارات shelves, Shelving location: General Collection | المجموعات العامة إغلاق مستعرض الرف(يخفي مستعرض الرف)
HG173 G68 2011 Governance and control of financial systems : a resilience engineering perspective / | HG173 .H345 2003 Handbook of the economics of finance / | HG173 .H47 1995 Financial regulation in the global economy | HG173 H583 2004 The Oxford guide to financial modeling : applications for capital markets, corporate finance, risk management, and financial institutions / | HG173 H69 1998 Money, banking and finance : a European text / | HG173 I573 2003 The international handbook on financial reform / | HG173 I573 2003 The international handbook on financial reform / |
Includes bibliographical references and index.
Introduction. Discounted cash flow method -- Equity market : the capital asset pricing model -- Bond markets : the bond model -- Equity options : the Black-Scholes model -- Interest rate derivatives : interest rate models -- Implied volatility surface : calibrating the models -- Exotic options : Bellman's optimization, filtration model, and n-factor model -- Investment grade corporate bonds : option adjusted spreads -- High-yield corporate bonds : the structural models -- Convertibles, MBS/CMO, and other bonds : the behavioral models -- Financial institutions' liabilities : required option adjusted spread -- Valuation of a firm : the business model -- Strategic value of a firm : real options -- Optimal corporate financial decisions : corporate model -- Risk management -- Financial institutions : applications of financial models -- Structured finance : foreign exchange models -- Concluding thoughts -- Technical matters : market model and binomial lattices.