- 金融建模(以Excel为工具)(英文版)
- - 作者：(美)弗兰克·休·科格三世
  - 出版社：北京大学
  - ISBN：9787301306888
  - 出版日期：2019/10/01
  - 页数：424
- 售价：27.6

内容大纲
《金融建模：以Excel为工具（英文版）》基于作者弗兰克·休米·科格三世（Frank Hugh Koger III）所教的同名课程。在书中，作者将建模理论与金融实践相结合，系统、全面地阐释了如何通过Excel工具，建立模型，分析金融问题的方法。具体内容包括投资组合管理、期权、债券、固定收益证券，以及资产定价和风险管理等。书中开篇详细介绍了Excel操作方法及基本的金融知识，使不具备背景知识和Excel技术的读者也能够快速入门。
《金融建模：以Excel为工具（英文版）》适合作为高年级本科生、研究生以及MBA教材，也是金融从业人员理想的参考书。
作者介绍
弗兰克·休·科格三世（Frank Hugh Koger III），北京大学汇丰商学院教学副教授，特许金融分析师（CFA）, 南加利福尼亚大学MBA，杜兰大学金融学博士，研究领域为公司金融与政治、投资学。曾在美国杜兰大学、德国波鸿鲁尔大学及南方科技大学任教，获得北京大学汇丰商学院及北大深圳研究生院杰出教学奖。曾任Filtration集团总经理，德国Hoechst Celanese全球市场开发经理。
目录
Preface
About the Author
Part I Basics of Excel Functionality
  Chapter 1  Array Functions; Goal Seek; Data Tables
    1.1  Net Present Value, Internal Rate of Return
    1.2  Excel Functionality of NPV and IRR
    1.3  Example: NPV and IRR
    1.4  Random Variables, Means, Variances, Correlaton Coefficients
    1.5  Future Conditional Means
    1.6  Uniformly Distributed Random Variable
    1.6.1  Conditional Mean of a Uniformly Distributed RV
    1.6.2  Uniformly Distributed Random Variable: U[0,1
    1.7  Historical Performance Metrics
    1.8  Excel Functionality of Random Variables
    1.9  Example: Uniform Distribution
  Chapter 2  Boolean Functions; Excel's PV Function
    2.1  Bond Cash Flows, Timeline, Price, Yield
    2.2  Excel Functionality of Price-yield Curve
    2.3  Example: Bond Cash Flows and Valuation
    2.4  Normally Distributed Random Variable
    2.5  Standard Normally Distributed RV
    2.6  Excel Functionality of a Normal RV
    2.7  Example: Standard Normal Random Variable
  Chapter 3  Regressions in Excel; Matrix Functions
    3.1  Lognormal Distribution of Stock Price
    3.2  Mean, Variance, Correlation Coefficient
    3.3  Excel Functionality of Lognormal Stock Price
    3.4  Example: Lognormal Stock Price Model
    3.5  Ordinary Least Squares Linear Regression
    3.6  Excel Functionality of Linear Regressions
    3.7  Example: Linear Regression
    3.8  Linear Regression with Three Variables
    3.9  Excel Functionality of Extended Regressions
    3.10  Example: Linear Regression with Multiple Drivers
  Chapter 4  Excel's Amortization Functions; VLOOKUP
    4.1  Loan Amortization Schedule
    4.2  Excel Functionality of a Mortgage Schedule
    4.3  Example: Loan Amortization Schedule
    4.4  Option Payoffs on Expiration Date
    4.5  Excel Functionality of Option Expiration Payoffs
    4.6  Example: Option Payoffs; Nested IFs
    4.7  Matrices
    4.8  Excel Functionality of Matrices
    4.9  Example: Matrix Functions
  Chapter 5  Scatter Plot; Polynomial Regressions
    5.1  Parameter Growth
    5.2  Excel Functionality of Parameter Growth
    5.3  Example: Parameter Growth
    5.4  Effective Annual Rates
    5.5  Timeline

    5.6  Excel Functionality of Effective Annual Rates
    5.7  Polynomial Regression
    5.8  Excel Functionality of Polynomial Regression
    5.9  Example: Polynomial Regression
  Chapter 6  Excel's Solver; Excel's IRR Function
    6.1  Capital Budgeting Revisited
    6.2  Excel Functionality of Solver
    6.3  Example: Capital Budgeting and Solver
    6.4  Identity Matrix
    6.5  Excel Functionality of Identity Matrix
    6.6  Example: Identity Matrix
    6.7  Solver Application: Arbitrage Pricing Theory, APT
    6.7.1  Demanded, Expected and Implied Rates
    6.7.2  APT Continued: How to Make a Profit
    6.7.3  Implementing an Arbitrage Portfolio
    6.7.4  Example: Three Assets, Two Systematic Risk Factors
    6.7.5  Example: Four Assets, Two Systematic Risk Factors
Part II Absolute Valuation and Portfolio Management
  Chapter 7  Pro-forma Accounting Statements; Firm Value
    7.1  Growth Rate Calculations
    7.2  Historical Relationships: Income Statement
    7.3  Historical Relationships: Balance Sheet
    7.4  Future Pro-forma Statements for DCF Analysis
Part III Options
Part IV Bonds
Appendices

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