Financial models. / Matt Davison
Material type:
TextSeries: Publication details: London, Ontario: Ivey Business School, 2014.Description: [various pagings].: illOther title: - MBA 9443 - 2013/2014 - Elective
- HF5681.B2.D26
Contents:
Contents: Monte Carlo simulation in Excel without using Add-ins -- Modelling defaultable bonds and CDOs -- Modelling stock prices -- Modeling stock prices -- Kramer v. Kramer -- Arundel partners: The Sequel project -- Sprigg lane (A) -- Sprigg lane (B) -- Note on risk arbitrage --
| Cover image | Item type | Current library | Home library | Collection | Shelving location | Call number | Materials specified | Vol info | URL | Copy number | Status | Notes | Date due | Barcode | Item holds | Item hold queue priority | Course reserves | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Books
|
WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA KUMASI LIBRARY General Stacks | WISCONSIN INTERNATIONAL UNIVERSITY COLLEGE, GHANA KUMASI LIBRARY | HF5681.B2.D26 (Browse shelf(Opens below)) | FIN/Dav | Available | K/1675/1675/19 |
Contents: Monte Carlo simulation in Excel without using Add-ins -- Modelling defaultable bonds and CDOs -- Modelling stock prices -- Modeling stock prices -- Kramer v. Kramer -- Arundel partners: The Sequel project -- Sprigg lane (A) -- Sprigg lane (B) -- Note on risk arbitrage --
There are no comments on this title.
Log in to your account to post a comment.
