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Financial modeling

Author: Simon Benninga; Benjamin Czaczkes
Publisher: Cambridge, Massachusetts : The MIT Press, [2008]
Edition/Format:   Print book : English : Third editionView all editions and formats
Summary:
The third edition of this standard text retains the popular 'cookbook' features of the earlier editions and includes expanded and new coverage of such topics as bank valuation, the Black-Litterman portfolio selection model, Monte Carlo pricing methods, array function, and getting information from the Internet with VBA.
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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Simon Benninga; Benjamin Czaczkes
ISBN: 9780262026284 0262026287
OCLC Number: 141383024
Description: xxviii, 1132 pages : illustrations ; 24 cm + 1 CD-ROM (4 3/4 in.)
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.
Responsibility: Simon Benninga ; with a section on Visual Basic for Applications by Benjamin Czaczkes.
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Abstract:

The third edition of this standard text retains the popular "cookbook" features of earlier editions and includes expanded and new coverage of such topics as bank valuation, the Black-Litterman  Read more...

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For the 2nd Edition: "Benninga has a clear writing style and uses numerous illustrations, which make this book one of the best texts on using Excel for finance that I've seen." Ed McCarthy Ticker Read more...

 
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