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Don't worry as I don't post stupid cat videos or what I eat. Per FTC guidelines, MyMoneyBlog has financial relationships with the merchants mentioned. The numbers in each cell sum to zero; whatever one player wins the other loses. With call-vs. Vincent. 2 Continuouslypounded versus Geometric Returns 148 8 Calculating the Variance-Covariance Matrix 151 9 Calculating Efficient Portfolios When There Are No Short-Sale Restrictions 161 Appendix 179 10 Estimating Betas and the Security Market Line 185 11 Efficient Portfolios without Short Sales 199 12 Value at Risk (VaR) 209 App How to Bootstrap: Making a Bingo Card in Excel 219 III Option-Pricing Models 229 13 An Introduction to Options 231 14 The Binomial Option-Pricing Model 253 15 The Lognormal Distribution 277 16 The Black-Scholes Model 297 17 Portfolio Insurance 311 18 Real Options 329 19 Early Exercise Boundaries 343 App Proof 358 IV Bonds and Duration 361 20 Duration 363 21 Immunization Strategies 381 22 Modeling the Term Structure 393 23 Calculating Default-Adjusted Expected Bond Returns 401 24 Duration and the Cheapest-to-Deliver Problem for Treasury Bond Futures Contracts 417 V Technical Considerations 429 25 Random Numbers 431 26 Data Tables 443 27 Matrices 449 28 The Gauss-Seidel Method 457 29 Excel Functions 461 30 Some Excel Hints 479 VI Introduction to Visual Basic for Applications 491 31 User-Defined Functions with Visual Basic for Applications 493 App Cell Errors in Excel and VBA 516 32 Types and Loops 519 33 Macros and User Interaction 539 34 Arrays 557 35 Objects 581 App Excel Object Hierarchy 601 References 603 Index 611 Table of Contents Foreword Preface 1 Probability theory: basic notions 1 2 Statistics of real prices 47 3 Extreme risks and optimal portfolios 91 4 Futures and options: fundamental concepts 130 5 Options: some more specific problems 186 Short glossary of financial terms 209 Index of symbols 211 Index 217 DEROSA Options on Foreign Exchange Table of Contents Ch.
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