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Financial modeling/ Simon Benninga.

By: Benninga, SimonMaterial type: Text

TextPublication details: London: MIT Press, 2014Edition: 4th edDescription: xxi, 1111 p. : ill. ; 28 cmISBN: 9780262027281Subject(s): Finance--Mathematical models | Microsoft Excel (Computer file) | Economics--Mathematical models DDC classification: 332.015118

Contents:

preface Before all Else 1 Corporate Finance and valuation i Basic Financial Calculation 2 Corporate Valuation Overview 3 Calculation the weighted average cost of capital (WACC) 4 Valuation Based on the Consolidated statement of cash flows 5 Pro forma financial statement modeling 6 Building a pro from model :The case of caterpillar 7 Financial analysis of leasing II PORTFOLIO MODELS 8 Portfolio Models—Introduction 9 Calculating Efficient Portfolios 10 Calculating the Variance-Covarlauce 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 III EVALUATION OF OPTIONS 15 Introduction to Options 16 The Binomial Option Pricing Model 17 The Black-Scholes Model 18 Option Greeks 19 Real Options IV VALUING BONDS 20 Duration 21 Immunization Strategies 22 Modeling the Term Structure 23 Calculating Default-Adjusted Expected Bond Returns V MONTE CARLO METHODS 24 Generating and U.sing Random Numbers 25 An Introduction to Monte Carlo Methods 26 Simulating Stock Prices 27 Monte Carlo Simulations for Investments 28 Value at Risk (VaR) 29 Simulating Options and Option Strategies 30 Using Monte Carlo Methods for Option Pricing VI EXCEL TECHNIQUES 31 Data Tables 32 Matrices 33 Excel Functions 34 Array Functions 35 Some Excel Hints VII VISUAL BASIC FOR APPLICATIONS (VBA) 36 User-Defined Functions with VBA 37 Variables and Arrays 38 Subroutines and User Interaction 39 Objects and Add-Ins Selected References Index

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Holdings
Item type	Current library	Call number	Status	Date due	Barcode	Item holds
General Books	Central Library, Sikkim University General Book Section	332.015118 BEN/F (Browse shelf(Opens below))	Available		P41125

Total holds: 0

preface

Before all Else

1 Corporate Finance and valuation
i Basic Financial Calculation

2 Corporate Valuation Overview

3 Calculation the weighted average cost of capital (WACC)

4 Valuation Based on the Consolidated statement of cash flows

5 Pro forma financial statement modeling

6 Building a pro from model :The case of caterpillar

7 Financial analysis of leasing

II PORTFOLIO MODELS

8 Portfolio Models—Introduction

9 Calculating Efficient Portfolios

10 Calculating the Variance-Covarlauce 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

III EVALUATION OF OPTIONS

15 Introduction to Options

16 The Binomial Option Pricing Model

17 The Black-Scholes Model

18 Option Greeks

19 Real Options

IV VALUING BONDS

20 Duration

21 Immunization Strategies

22 Modeling the Term Structure

23 Calculating Default-Adjusted Expected Bond Returns

V MONTE CARLO METHODS

24 Generating and U.sing Random Numbers

25 An Introduction to Monte Carlo Methods

26 Simulating Stock Prices

27 Monte Carlo Simulations for Investments

28 Value at Risk (VaR)

29 Simulating Options and Option Strategies

30 Using Monte Carlo Methods for Option Pricing

VI EXCEL TECHNIQUES

31 Data Tables

32 Matrices

33 Excel Functions

34 Array Functions

35 Some Excel Hints

VII VISUAL BASIC FOR APPLICATIONS (VBA)

36 User-Defined Functions with VBA

37 Variables and Arrays

38 Subroutines and User Interaction

39 Objects and Add-Ins

Selected References

Index

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