Securities Valuation: Applications of Financial Modeling

Ho, Thomas S.Y.

ISBN 10: 0195172744 / ISBN 13: 9780195172744

Published by OUP USA, 2005

About this Item

Provides a description of valuation models over a range of securities. This textbook helps students, study both the theories and the practical implementations of these models. They can also use the extensive Excel models applying to practical problems and exercises. It combines the theories and case studies for the courses in securities valuation. Num Pages: 336 pages, 259 line illus. BIC Classification: KFFM. Category: (U) Tertiary Education (US: College). Dimension: 260 x 185 x 28. Weight in Grams: 788. . 2005. Illustrated. hardcover. . . . . Books ship from the US and Ireland.

Seller Inventory # V9780195172744

Bibliographic Details

• Title: Securities Valuation: Applications of Financial Modeling
• Publisher: OUP USA
• Publication Date: 2005
• Language: English
• ISBN 10: 0195172744
• ISBN 13: 9780195172744
• Binding: Hardcover
• Condition: New

About this title

Synopsis

Securities Valuation: Applications of Financial Modeling is a clear, concise guide to securities valuation and the principles of financial theory. It describes state-of-the-art methods for valuing a broad 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.

Thomas Ho and Sang Bin Lee use their combined fifty years of experience in academia, financial business, and public services to present students and general readers with twenty-six challenging cases. These cases describe the contexts in which financial models are used, the practical complications of these models, and ways to deal with their limitations.

Each chapter begins with a problem in valuation, formulates models for it, and then provides the solutions. The assumptions, input data, and output solutions for each model are clearly stated. The model is illustrated by a numerical example rendered in Excel. A companion website-www.thomasho.com-contains more than 130 Excel files of all the financial models from this book and its three companion volumes. Users can download the models, analyze them on their spreadsheets, and use them to do practice exercises

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.

About the Author

Thomas S.Y. Ho is the President of the Thomas Ho Company, Ltd. He is the founder/CEO of Global Advanced Technology and a former professor of finance at the Stern School of Business, New York University.

Sang Bin Lee is Professor of Finance at Hanyang University in Korea and a Commissioner of the Korean SEC. He was president of the Korean Securities Association and an independent director and member of the risk management committee at Hana Bank in Korea.