Financial modeling
Author(s)
Bibliographic Information
Financial modeling
MIT Press, c1997
Available at 28 libraries
  Aomori
  Iwate
  Miyagi
  Akita
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  Ibaraki
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  Okayama
  Hiroshima
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  Tokushima
  Kagawa
  Ehime
  Kochi
  Fukuoka
  Saga
  Nagasaki
  Kumamoto
  Oita
  Miyazaki
  Kagoshima
  Okinawa
  Korea
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  United Kingdom
  Germany
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  France
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  United States of America
Note
Includes bibliographical references and index
The disk contains the file Chapters. Exe and Problems. Exe.
Description and Table of Contents
Description
This textbook aims to bridge a gap between theory and practice in financial courses by providing a nuts-and-bolts guide to solving common financial models with spreadsheets. Simon Benninga takes the reader step by step through each model, showing how it can be solved using Microsoft Excel. In this sense, this is a finance "cookbook", providing recipes with lists of ingredients and instructions. Areas covered include the computation of corporate finance problems, standard portfolio problems, option pricing and applications, and duration and immunization. The author includes a set of chapters dealing with advanced techniques, including random number generation, matrix manipulation, and the Gauss-Seidel method. Although the reader should know enough about Excel to set up a simple spreadsheet, the author explains advanced Excel techniques such as functions, macros, the use of data tables, and VBA programming. The book comes with a disk containing Excel worksheets and solutions to end-of-chapter exercises.
Table of Contents
- Part 1 Corporate finance models: financial statement modelling
- using financial statement models for valuation
- the financial analysis of leasing
- the financial analysis of leveraged leases. Part 2 Portfolio models: portfolio models - introduction
- calculating the variance-covariance matrix
- calculating efficient portfolios when there are not short sale restrictions
- estimating Betas and the security market line
- efficient portfolios without short sales. Part 3 Option pricing models: an introduction to Options
- the binomial option-pricing model
- the Longnormal distribution
- the Black-Scholes model
- portfolio insurance. Part 4 Bonds and duration: duration
- immunization strategies
- calculating default-adjusted expected bond returns
- duration and the cheapest-to-deliver- problem for treasury bond futures contracts. Part 5 Technical considerations: generating random numbers
- data table commands
- matrices
- the Gauss-Seidel method
- Excel functions. Part 6 Introduction to Visual Basic for Applications: programming in Microsoft Excel
- introduction to User-Defined functions in Visual-Basic for Applications.
by "Nielsen BookData"