mastering financial modelling in microsoft excel pdf

9 Forward interest rates Definitions Example forward rates Hedging principles Forward rate agreement Yield curves Exercise Summary.8 Swaps Definitions How swaps save money Advantages of swaps Terminating interest rate swaps Implicit credit risk Worked single currency swap Valuation Cross currency swap Worked example Swaptions Exercise Summary.7 Amortization and depreciation Amortization Full amortization Delayed payments Sum of digits Straight line and declining balance depreciation UK declining balance method Double declining balance depreciation French depreciation Exercise Summary.6 Floating rate securities Floating rates Characteristics of interest rate securities Yield evaluation Coupon stripping Exercise Summary.

5 Bonds risks Risks Duration Convexity Comparison Exercise Summary.4 Bonds calculations Description Cash flows Zero coupons Yield Yield to call Price and yield relationship Yield curve pricing Other yield measures Yield measures Exercise Summary.3 Cash flows Net present value Internal rate of return XNPV and XIRR XNPV periodic example Modified internal rate of return Exercise Summary.2 Basic financial arithmetic Simple interest Compound interest Nominal and effective rates Continuous discounting Conversions and comparisons Exercise Summary.1 Introduction Overview Common Excel errors Systematic design method Auditing Summary.Acknowledgements About the author Conventions Overview Warranty and disclaimer.

Mastering financial modelling in microsoft excel pdf