Financial modeling /

Financial modeling /

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Bibliographic Details
Main Author: Benninga, Simon
Format: Book
Language:English
Published: Cambridge, MA : MIT Press, 2008.
Edition:3rd ed.
Subjects:
Microsoft Visual Basic for applications.
Finance > Mathematical models.
Table of Contents:
  • Basic financial calculations
  • calculating the cost of capitol
  • Financial statement modeling
  • Building a financial model: the case of PPG corporation
  • Bank Valuation
  • The financial analysis of leasing
  • The financial analysis of leveraged leases
  • Portfolio Models-introduction
  • Calculating efficient portfolios when there are no short-sale restrictions
  • Calculating the variance-covariance matrix
  • Estimating betas and the security market line
  • Efficient portfolios without short sales
  • The black-litterman approach to portfolio optimization
  • Event studies
  • Value at risk
  • An introduction to options
  • the binomial option-pricing model
  • The lognormal distribution
  • The Black-Scholes model
  • Option Greeks
  • Portfolio insurance
  • An introduction of Monte Carlo methods
  • Using Monte Carlo methods for option pricing
  • Real options
  • Duration
  • Immunization strategies
  • Modeling the term structure
  • Calculating default-adjusted expected bond returns
  • Generating random numbers
  • Data tables
  • Matrices
  • The Gauss-Seidel method
  • Excel functions
  • Using Array functions and formulas
  • Some excel hints
  • User-defined functions with VBA
  • Types and loops
  • Macros and user interaction
  • Arrays
  • Objects and add-ins
  • Information from the web.

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