The Oxford Guide to Financial Modeling Applications for Capital Markets, Corporate Finance, Risk Management and Financial Institutions
, by Ho, Thomas S. Y.; Lee, Sang Bin- ISBN: 9780195169621 | 019516962X
- Cover: Hardcover
- Copyright: 1/15/2004
Thomas S.Y. Ho,is president of Thomas Ho Company. Previously he was Executive Vice President of BARRA, Inc. He founded GAT, a financial software company that had over 200 institutional clients globally. He served as a professor in finance at New York University's Stern School of Business. He is an associate editor of the Journal of Investment Management, International Journal of Theoretical and Applied Finance, and Journal of Derivatives. He received his Ph.D. in Mathematics from the University of Pennsylvania. Sang Bin Lee, is a professor of finance at the School of Busines Administration, Hangyang University in Seoul, Korea and President of the Korean Securities Association. Previously, he was an assistant director Ministry of Finance, Korea and an Independent Director and a member of Risk Management Committee, Hana Bank. Currently, he serves as a member of Primary Dealers Screening Committee, Ministry of Finance, Korea and a member of Unfair Trading Examination Committee, Financial Supervisory Service, Korea. Professor Lee received his Ph.D. in Finance from New York University's Stern School of Business. Dr. Ho and Professor Lee have published extensively in major journals. They are the authors of the Ho-Lee Model, the first and widely cited arbitrage-free interest rate model.
Model List | xxiii | ||||
PART I. DERIVATIVES VALUATION | |||||
|
3 | (13) | |||
|
3 | (3) | |||
|
6 | (3) | |||
|
9 | (5) | |||
|
14 | (2) | |||
|
16 | (27) | |||
|
17 | (1) | |||
|
18 | (4) | |||
|
22 | (2) | |||
|
24 | (1) | |||
|
25 | (4) | |||
|
29 | (2) | |||
|
31 | (2) | |||
|
33 | (2) | |||
|
35 | (1) | |||
|
35 | (2) | |||
|
37 | (1) | |||
|
37 | (1) | |||
|
38 | (5) | |||
|
43 | (37) | |||
|
44 | (2) | |||
|
46 | (2) | |||
|
48 | (1) | |||
|
49 | (4) | |||
|
53 | (3) | |||
|
56 | (6) | |||
|
62 | (8) | |||
|
70 | (3) | |||
|
73 | (1) | |||
|
74 | (1) | |||
|
75 | (1) | |||
|
76 | (1) | |||
|
77 | (3) | |||
|
80 | (43) | |||
|
80 | (2) | |||
|
82 | (1) | |||
|
83 | (2) | |||
|
85 | (7) | |||
|
92 | (4) | |||
|
96 | (2) | |||
|
98 | (2) | |||
|
100 | (2) | |||
|
102 | (1) | |||
|
103 | (3) | |||
|
106 | (1) | |||
|
107 | (1) | |||
|
108 | (1) | |||
|
109 | (4) | |||
|
113 | (1) | |||
|
114 | (1) | |||
|
115 | (1) | |||
|
116 | (7) | |||
|
123 | (49) | |||
|
124 | (5) | |||
|
129 | (3) | |||
|
132 | (4) | |||
|
136 | (20) | |||
|
156 | (1) | |||
|
157 | (6) | |||
|
163 | (1) | |||
|
164 | (1) | |||
|
164 | (8) | |||
|
172 | (42) | |||
|
173 | (2) | |||
|
175 | (7) | |||
|
182 | (3) | |||
|
185 | (1) | |||
|
186 | (2) | |||
|
188 | (5) | |||
|
193 | (2) | |||
|
195 | (5) | |||
|
200 | (3) | |||
|
203 | (4) | |||
|
207 | (2) | |||
|
209 | (1) | |||
|
210 | (1) | |||
|
211 | (3) | |||
|
214 | (45) | |||
|
215 | (1) | |||
|
216 | (2) | |||
|
218 | (5) | |||
|
223 | (2) | |||
|
225 | (7) | |||
|
232 | (1) | |||
|
233 | (5) | |||
|
238 | (2) | |||
|
240 | (2) | |||
|
242 | (1) | |||
|
243 | (4) | |||
|
247 | (1) | |||
|
248 | (1) | |||
|
249 | (1) | |||
|
249 | (3) | |||
|
252 | (7) | |||
PART II. CORPORATE LIABILITIES | |||||
|
259 | (39) | |||
|
260 | (5) | |||
|
265 | (9) | |||
|
274 | (6) | |||
|
280 | (3) | |||
|
283 | (1) | |||
|
284 | (2) | |||
|
286 | (2) | |||
|
288 | (2) | |||
|
290 | (1) | |||
|
290 | (2) | |||
|
292 | (6) | |||
|
298 | (34) | |||
|
299 | (4) | |||
|
303 | (3) | |||
|
306 | (1) | |||
|
306 | (2) | |||
|
308 | (4) | |||
|
312 | (1) | |||
|
313 | (4) | |||
|
317 | (4) | |||
|
321 | (1) | |||
|
322 | (1) | |||
|
323 | (1) | |||
|
324 | (3) | |||
|
327 | (5) | |||
|
332 | (34) | |||
|
333 | (8) | |||
|
341 | (8) | |||
|
349 | (3) | |||
|
352 | (4) | |||
|
356 | (2) | |||
|
358 | (5) | |||
|
363 | (3) | |||
|
366 | (47) | |||
|
367 | (1) | |||
|
368 | (6) | |||
|
374 | (2) | |||
|
376 | (4) | |||
|
380 | (5) | |||
|
385 | (19) | |||
|
404 | (2) | |||
|
406 | (1) | |||
|
407 | (1) | |||
|
408 | (5) | |||
PART III. CORPORATE FINANCE | |||||
|
413 | (39) | |||
|
414 | (3) | |||
|
417 | (2) | |||
|
419 | (2) | |||
|
421 | (7) | |||
|
428 | (2) | |||
|
430 | (10) | |||
|
440 | (1) | |||
|
441 | (1) | |||
|
442 | (1) | |||
|
443 | (1) | |||
|
444 | (2) | |||
|
446 | (6) | |||
|
452 | (41) | |||
|
453 | (1) | |||
|
454 | (3) | |||
|
457 | (4) | |||
|
461 | (2) | |||
|
463 | (2) | |||
|
465 | (2) | |||
|
467 | (3) | |||
|
470 | (1) | |||
|
471 | (4) | |||
|
475 | (4) | |||
|
479 | (1) | |||
|
479 | (1) | |||
|
480 | (1) | |||
|
481 | (12) | |||
|
493 | (32) | |||
|
494 | (3) | |||
|
497 | (3) | |||
|
500 | (4) | |||
|
504 | (2) | |||
|
506 | (6) | |||
|
512 | (1) | |||
|
513 | (3) | |||
|
516 | (1) | |||
|
517 | (1) | |||
|
518 | (7) | |||
|
525 | (40) | |||
|
526 | (2) | |||
|
528 | (1) | |||
|
529 | (6) | |||
|
535 | (2) | |||
|
537 | (1) | |||
|
538 | (2) | |||
|
540 | (6) | |||
|
546 | (2) | |||
|
548 | (1) | |||
|
549 | (4) | |||
|
553 | (1) | |||
|
554 | (1) | |||
|
554 | (5) | |||
|
559 | (6) | |||
|
565 | (41) | |||
|
566 | (3) | |||
|
569 | (3) | |||
|
572 | (3) | |||
|
575 | (1) | |||
|
576 | (2) | |||
|
578 | (14) | |||
|
592 | (2) | |||
|
594 | (5) | |||
|
599 | (1) | |||
|
600 | (2) | |||
|
602 | (4) | |||
|
606 | (14) | |||
|
606 | (1) | |||
|
607 | (1) | |||
|
608 | (3) | |||
|
611 | (3) | |||
|
614 | (1) | |||
|
615 | (1) | |||
|
616 | (1) | |||
|
617 | (1) | |||
|
618 | (1) | |||
|
618 | (1) | |||
|
619 | (1) | |||
|
620 | (13) | |||
|
621 | (1) | |||
|
622 | (2) | |||
|
624 | (3) | |||
|
627 | (1) | |||
|
628 | (3) | |||
|
631 | (2) | |||
|
633 | (48) | |||
|
634 | (13) | |||
|
647 | (13) | |||
|
660 | (9) | |||
|
669 | (5) | |||
|
674 | (3) | |||
|
677 | (4) | |||
Glossary of Notations | 681 | (6) | |||
Glossary of Terms | 687 | (18) | |||
Index | 705 |
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