The Oxford Guide to Financial Modeling
Summary
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The Oxford Guide to Financial Modeling by Thomas S Y Ho
The book discusses the theory and applications of more than 122 financial models currently in use and includes the financial models of stock and bond options, exotic options, investment grade and high-yield bonds, convertible bonds, mortgage-backed securities, liabilities of financial institutions' business models and corporate models.
"This book showcases DrHo's tireless journey into the frontier of finance over the years. It clearly demonstrates how various rigorous financial models can be practically incorporated into companies' strategic decision making and enterprise risk management. The book challenges our conventional thinking in capital structure theory, interest rate behavior and default risk pricing. It should provoke debate for many years to come." --Tony Kao, Managing Director, Global Fixed Income, General Motors Asset Management
"If I found Ho/Lee's Oxford Guide to Financial Modeling in a bookstore, I would consider (1) the good professional reputation of the co-authors, and (2) the book's Table of Contents for a minute, and then I would buy the book. I think every other finance professor and every other finance Ph.D. student in the world will buy the book too. Oxford University Press should be proud to publish this book."--Jack Clark Francis, Baruch College
"This book is a tour de force of finance. It is comprehensive. It is fundamental; yet it is applied. To call it a "guide to financial modeling," is an understatement. It is much more. The book develops and explains all the models used in finance - from the present value model, to the CAPM, to interest rate models, to option models - and applies these models to important business problems. The emphasis is on finance issues and how models can solve them rather than on the models alone. No work has so ably integrated the fields of corporate finance, derivatives, fixed income and accounting. The book contains many new ideas and insights, not the least of which is a new approach to enterprise valuation and risk management. Every student of finance and every financial manager will benefit from this work."--Hans R. Stoll, The Anne Marie and Thomas B. Walker Professor of Finance, Owen Graduate School of Management, Vanderbilt University
"I think this is a terrific book and a great project. No one has yet done anything quite like it."--Andrew Lo, MIT
"If I found Ho/Lee's Oxford Guide to Financial Modeling in a bookstore, I would consider (1) the good professional reputation of the co-authors, and (2) the book's Table of Contents for a minute, and then I would buy the book. I think every other finance professor and every other finance Ph.D. student in the world will buy the book too. Oxford University Press should be proud to publish this book."--Jack Clark Francis, Baruch College
"This book is a tour de force of finance. It is comprehensive. It is fundamental; yet it is applied. To call it a "guide to financial modeling," is an understatement. It is much more. The book develops and explains all the models used in finance - from the present value model, to the CAPM, to interest rate models, to option models - and applies these models to important business problems. The emphasis is on finance issues and how models can solve them rather than on the models alone. No work has so ably integrated the fields of corporate finance, derivatives, fixed income and accounting. The book contains many new ideas and insights, not the least of which is a new approach to enterprise valuation and risk management. Every student of finance and every financial manager will benefit from this work."--Hans R. Stoll, The Anne Marie and Thomas B. Walker Professor of Finance, Owen Graduate School of Management, Vanderbilt University
"I think this is a terrific book and a great project. No one has yet done anything quite like it."--Andrew Lo, MIT
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 interst rate model.
| SKU | Unavailable |
| ISBN 13 | 9780195169621 |
| ISBN 10 | 019516962X |
| Title | The Oxford Guide to Financial Modeling |
| Author | Thomas S Y Ho |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | Oxford University Press Inc |
| Year published | 2004-02-12 |
| Number of pages | 762 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |