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Author Ho, Thomas S. Y.

Title The Oxford guide to financial modeling : applications for capital markets, corporate finance, risk management, and financial institutions / Thomas S. Y. Ho, Sang Bin Lee
Published Oxford ; New York : Oxford University Press, 2004


Location Call no. Vol. Availability
 MELB  332.011 Hoa/Ogt  AVAILABLE
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
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.
Finance -- Case studies.
Derivative securities.
Derivative securities -- Case studies.
Corporations -- Finance.
Corporations -- Finance -- Case studies.
Genre/Form Case studies.
Author Yi, Sang-bin.
LC no. 2003018741
ISBN 019516962X hardcover alkaline paper
Other Titles Financial modeling