Financial modeling / Simon Benninga ; selección Benjamin Czaczkes.
Material type:
TextLanguage: English Publisher: Cambridge, MA : MIT Press, 2000Edition: Second editionDescription: xiv, 622 páginas : ilustraciones, gráficas + incluye 1 CD RomContent type: texto Media type: sin mediación Carrier type: volumenISBN: 0262024829; 9780262024822Subject(s): Microsoft excel (archivo para computador) | Visual basic (lenguaje de programación para computadores) | Excel -- Aplicaciones financieras | Finanzas -- Modelos matemáticosDDC classification: 332.015118 / | Item type | Current library | Collection | Call number | Copy number | Status | Date due | Barcode | Item holds |
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General | 332.015118 / B469f (Browse shelf(Opens below)) | Ej.1 | Available (Sin restricciones) | 7101011331 |
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.
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