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02361nam a2200229 a 4500 |
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547831 |
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20171111230012.0 |
| 008 |
070920s2008 maua b 001 0 eng |
| 020 |
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|a 0262026287 (hbk.)
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| 040 |
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|a DLC
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| 050 |
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|a HG173
|b .B46 2008
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| 082 |
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|2 22
|a 332.01/5118
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| 100 |
1 |
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|a Benninga, Simon
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| 245 |
1 |
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|a Financial modeling /
|c Simon Benninga ; with a section on Visual Basic for applications by Benjamin Czaczkes.
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| 250 |
1 |
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|a 3rd ed.
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| 260 |
1 |
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|a Cambridge, MA :
|b MIT Press,
|c c2008.
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| 300 |
1 |
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|a xxviii, 1132 p. :
|b ill. ;
|c 24 cm. +
|e 1 CD-ROM (4 3/4 in.)
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| 504 |
1 |
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|a Includes bibliographical references (p. [1095]-1106) and index.
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| 505 |
1 |
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|a 1. Basic financial calculations -- 2. Calculating the cost of capital -- 3. Financial statement modeling -- 4. Building a financial model : the case of PPG corporation -- 5. Bank valuation -- 6. The financial analysis of leasing -- 7. The financial analysis of leveraged leases -- 8. Portfolio models - introduction -- 9. Calculating efficient portfolios when there are no short-sale restrictions -- 10. Calculating the variance-covariance matrix -- 11. Estimating betas and the security market line -- 12. Efficient portfolios without short sales -- 13. The Black-Litterman approach to portfolio optimization -- 14. Event studies -- 15. Value at risk -- 16. An introduction to options -- 17. The binomial option-pricing model -- 18. The lognormal distribution -- 19. The Black-Scholes model -- 20. Option Greeks -- 21. Portfolio insurance -- 22. An introduction of Monte Carlo methods -- 23. Using Monte Carlo methods for option pricing -- 24. Real options -- 25. Duration -- 26. Immunization strategies -- 27. Modeling the term structure -- 28. Calculating default-adjusted expected bond returns -- 29. Generating random numbers -- 30. Data tables -- 31. Matrices -- 32. The Gauss-Seidel method -- 33. Excel functions -- 34. Using array functions and formulas -- 35. Some Excel hints -- 36. User-defined functions with VBA -- 37. Types and loops -- 38. Macros and user interaction -- 39. Arrays -- 40. Objects and add-ins -- 41. Information from the Web -- Appendix 1. Excerpts from the Help file -- Appendix 2. The R1C1 reference style.
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| 650 |
1 |
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|a Finance
|x Mathematical models
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| 700 |
1 |
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|a Czaczkes, Benjamin
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| 952 |
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|a GrThPMO
|b 59b00fef6c5ad17d7e5ac10e
|c 952a
|d 9528
|e HG173.B46 2008
|t 14
|x m
|z Books
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