Description |
xxv, 735 pages : illustrations ; 26 cm |
Contents |
Pt. I. Derivatives Valuation -- 1. Introduction: Discounted Cash Flow Method -- 2. Equity Market: The Capital Asset Pricing Model -- 3. Bond Markets: The Bond Model -- 4. Equity Options: the Black-Scholes Model -- 5. Interest Rate Derivatives: Interest Rate Models -- 6. Implied Volatility Surface: Calibrating the Models -- 7. Exotic Options: Bellman's Optimization, the Filtration Model, and the n-Factor Model -- Pt. II. Corporate Liabilities -- 8. Investment Grade Corporate Bonds: Option Adjusted Spreads -- 9. High-Yield Corporate Bonds: The Structural Models -- 10. Convertibles, MBS/CMO, and Other Bonds: The Behavioral Models -- 11. Financial Institutions' Liabilities: Required Option Adjusted Spread -- Pt. III. Corporate Finance -- 12. Valuation of a Firm: The Business Model -- 13. Strategic Value of a Firm: Real Options -- 14. Optimal Corporate Financial Decisions: Corporate Model -- 15. Risk Management -- 16. Financial Institutions: Applications of Financial Models |
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17. Structured Finance: Foreign Exchange Models -- 18. Concluding Thoughts -- 19. Technical Matters: Market Model and Binomial Lattices |
Summary |
"The book is written for students in derivatives, investments, corporate finance, financial institution and risk management, and other course programs at both the undergraduate and graduate levels. It is also written for practitioners, including actuarial professionals, bankers, risk managers, accounting professionals, and investment managers. For these groups, this book offers a perspective of each respective profession as an integral part of the finance profession, not as an isolated entity."--BOOK JACKET |
Notes |
Includes index |
Bibliography |
Includes bibliographical references and index |
Subject |
Finance.
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Finance -- Case studies.
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Derivative securities.
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Derivative securities -- Case studies.
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Corporations -- Finance.
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Corporations -- Finance -- Case studies.
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Genre/Form |
Case studies.
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Author |
Yi, Sang-bin.
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LC no. |
2003018741 |
ISBN |
019516962X hardcover alkaline paper |
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