Numerical Techniques in FinanceMIT Press, 1989 - 244 من الصفحات Numerical Techniques in Finance is an innovative book that shows how to create, and how to solve problems in a wide variety of complex financial models. All the models are set up using Lotus 1-2-3; some of the advanced models also make use of Lotus macros. Using the models set out in the book, students and practicing professionals will be able to enhance their evaluative and planning skills. Each of the models is preceded by an explanation of the underlying financial theory. Exercises are provided to help the reader utilize the models to create new individualized applications. Numerical Techniques in Finance covers standard financial models in the areas of corporate finance, financial statement simulation, portfolio problems, options, portfolio insurance, duration, and immunization. A separate section of the book reviews the relevant mathematical and Lotus 1-2-3 techniques. Each of the book's five parts begins with a succinct overview. |
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Overview | 3 |
Simulating Financial Statements | 9 |
4 | 40 |
Financial Analysis of Leveraged Leases | 57 |
Overview | 69 |
Calculating Efficient Portfolios | 87 |
Estimating Betas and the SecurityMarket Line | 93 |
Entering Portfolio InformationA Macro | 101 |
Option Pricing | 140 |
Portfolio Insurance | 172 |
Overview | 175 |
Immunization Strategies | 189 |
Overview | 201 |
Matrices | 211 |
RandomNumber Generators | 217 |
Macros in Lotus | 229 |
References for Portfolio Models | 107 |
The Normal Distribution | 115 |
The Lognormal Distribution | 124 |
Data Table Commands | 239 |