TY  - BOOK
AU  - Benninga,Simon
AU  - Czaczkes,Benjamin
TI  - Financial modeling
SN  - 0262024829
U1  - 332.015118 / 
PY  - 2000///
CY  - Cambridge, MA
PB  - MIT Press
KW  - Microsoft excel (archivo para computador)
KW  - Visual basic (lenguaje de programación para computadores)
KW  - Excel
KW  - Aplicaciones financieras
KW  - Finanzas
KW  - Modelos matemáticos
N1  - Incluye referencias bibliográficas e índice; I. Corporate Finance Models. 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 -- II. Portfolio Models: 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-Letterman Approach to Portfolio Optimization ; 14. Event Studies ; 15. Value at Risk -- III. Option-Pricing Models: 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 -- IV. Bonds: 25. Duration ; 26. Immunization Strategies ; 27. Modeling the Term Structure ; 28. Calculating Default-Adjusted Expected Bond Returns -- V. Technical Considerations: 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 -- VI. Introduction to Visual Basic for Applications: 36. User-Defined Functions with VBA ; 37. Types and Loops ; 38. Macros and User Interaction ; 39. Arrays ; 40. Objects and Add-Ins 975 ; 41. Information from the Web; Anx.1 : CD complemento del libro
ER  -