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The Innovative Investor The Innovative Investor, by David Shimko, is now available in both Windows and DOS formats, which use Excel spreadsheets. This software is designed to provide students quick access to difficult financial calculations, in applications covering stocks, bonds callables and convertibles, options, futures, asset allocation, and portfolio performance valuation. All spreadsheets come with comprehensive analysis and automatic graphing and printing capabilities. The "real-world" applications presented in The Innovative Investor are designed to enhance the student's understanding of the concepts and techniques presented in the text.
Individual Program/Template Descriptions (To use these templates, the user must have an IBM-PC or compatible, 640k memory, and Microsoft® Excel for Windows® version 5.0 or higher.)
BONDRISK - This program determines duration, modified duration, and convexity from quoted bond prices. It can also calculate prices. It can also calculate prices from given yields. The user can specify three portfolios for comparative analysis. The program analyzes profits and losses on the three portfolios, and automatically determines duration-matching and convexity-matching strategies. Graphical displays and automated print procedures are included. CLICK HERE TO DOWNLOAD THE BONDRISK TEMPLATE.
EFFPORT - Efficient Portfolio Calculations. The user provides expected returns, standard deviations, and correlations for a set of up to 10 securities. Alternatively, if the user runs "CRUNCH!", the data will be read automatically. The program calculates characteristics of various portfolios given these inputs. With or without a riskless asset, the user can select efficient portfolios by target return or risk aversion levels. In all cases full portfolio composition is provided. Snazzy graphics show in risk/return coordinates the location of the assets, the efficient frontier, and the maximum attainable utility level curve. CLICK HERE TO DOWNLOAD THE EFFPORT TEMPLATE.
QUICKOPT - Quick Option Calculations. Assuming the conditions of the Black-Scholes model of option pricing, with a continuous dividend yield, this spreadsheet calculates option and position values for differing underlying parameters. it constructs a "What-if?" table in Lotus, and graphically demonstrates the sensitivities of option or position values with respect to the underlying parameters of the model. CLICK HERE TO DOWNLOAD THE QUICKOPT TEMPLATE.
U.S. Equities On Floppy Educational Version
U.S. Equities on Floppy Educational Version U.S. Equities on Floppy is a fundamental database and analysis system of approximately 6,000 companies with common stock trained on the NYSE, AMEX, and Nasdaq National Market exchanges. This software can be packaged with the textbook. For additional information, please contact your local Irwin/McGraw-Hill representative
Iowa Electronic Markets - IEM DEMO
The Iowa Electronic Markets are real-money futures markets where contract payoffs depend on economic and political events such as elections. These markets are operated by faculty at the University of Iowa College of Business as part of our research and teaching mission.
