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Financial modeling /

Main Author: Benninga, Simon
Other Authors: Czaczkes, Benjamin
Format: Book
Language:English
Published: Cambridge, MA : MIT Press, c2008.
Edition:3rd ed.
Subjects:
Finance > Mathematical models
Table of Contents:
  • 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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