The Oxford guide to financial modeling : applications for capital markets, corporate finance, risk management, and financial institutions / Thomas S. Y. Ho, Sang Bin Lee.

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.