Securities Valuation

《S鲜ecuritiesValuation》是2005年OxfordU言阻解niversityPress,USA出来自版社出版的图书，作者是HoThomasA.，款济湖速安项LeeSangBin。

• 作    者 Ho Thomas A.， Lee Sang Bin
• 出版社 Oxford University Press, USA
• 又    名 Applications of Financial Modeling
• 页    数 236
• 书    名 Securities Valuation

简介

　　​内容简介

　　"Securities 怕几灯毛妒维Valuation: Applications of Financial Modeling" is a clear, concise gui内好错de to securities valuation and the principles of financial theory. It describes state-of-the-art 来自methods for valuing a broad 360百科range of securities: equity, equity and interest rate options, swaps and swaptions, treasuries, corporate bonds with and without credit risks, mortgage-backed securities, collateralized mortgage obligations, credit derivative swaps, and more.

　　注州至Thomas Ho and Sang Bin Lee use their combined fifty years of exper朝战安导派时思双限ience in academia该针关在七器殖法易送, financial business and public services, to present students and general readers with twenty-six challenging cases. These cases describe t振坏烟he contexts in which financial model五费阿激划曲我s are used, the practical comp独lications of th措一陆结脱解围ese models, and ways to deal with their limitations. Each chapter begins with a problem in valuat配省伤你上选ion, formulates models for it, and then provides the solutions.

　　The assumptions, input data, and output solutions for each model are clearly 害推太溶守烈困stated. The model is illustrated by a numerical example rendered 按垂游米据亲工裂新in Excel. A companion website contains more than 130 E经座制局片点己距注xcel files of all the financial m剂动华odels, from this book and its th赵ree companion volumes. Users can download the models, analyze them on t青建振沙heir spread道素氢sheets, and use them to do practice exercises完系. "Securities Valuation: Applications of Financial Modeling" is ideal for undergraduate and graduate courses in finance and mathematical finance as well as for professional training programs. It is part of a series on financial modeling by the authors that also includes "The Oxford Guide to Financial Modeling". Future titles in the series will focus on financial modeling for options, futures, and derivatives and financial modeling for financial institutions.