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The Oxford guide to financial modeling : applications for capital markets, corporate finance, risk management, and financial institutions

PART 1. 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, Filtration Model and n-Factor Model. PART 2. CORPORATE LIABILITIES. 8. Investment Grade Corporate Bonds: the Option Adjusted Spread. 9. High Yield Corporate Bonds: the Structural Models. 10. Convertibles, MBS/CMO, and Other Bonds: the Behavioral.

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  • "Financial modeling"@en
  • "Financial modeling"

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  • "PART 1. 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, Filtration Model and n-Factor Model. PART 2. CORPORATE LIABILITIES. 8. Investment Grade Corporate Bonds: the Option Adjusted Spread. 9. High Yield Corporate Bonds: the Structural Models. 10. Convertibles, MBS/CMO, and Other Bonds: the Behavioral."@en
  • ""The Oxford guide to financial modeling presents the financial models of stock and bond options, exotic options, investment-grade and high-yield bonds, convertible bonds, mortgage-backed securities, credit derivatives, liabilities of financial institutions, the business model, and the corporate model. It also describes the applications of the models to corporate finance and relates the models to fair value accounting, enterprise risk management, and asset/liability management with illiquid instruments. Each chapter introduces a practical problem and then the financial models that provide the business solutions."--Jacket."

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  • "Casestudies (vorm)"
  • "Case studies"@en
  • "Case studies"
  • "Electronic books"@en

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  • "The Oxford guide to financial modeling : applications for capital markets, corporate finance, risk management, and financial institutions"
  • "The Oxford guide to financial modeling : applications for capital markets, corporate finance, risk management, and financial institutions"@en
  • "The Oxford Guide to Financial Modeling Applications for Capital Markets, Corporate Finance, Risk Management and Financial Institutions"@en
  • "The Oxford guide to financial modeling : applications for capital markets, corporate finance, risk management and financial institutions"@en
  • "The Oxford guide to financial modeling : applications for capital markets, corporate finance, risk management and financial institutions"
  • "The Oxford guide to financial modeling applications for capital markets, corporate finance, risk management and financial institutions"

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