TY  - BOOK
AU  - Benninga, Simon.
TI  - Financial modeling
SN  - 9780262027281
U1  - 332.015118 
PY  - 2014///
CY  - London
PB  - MIT Press
KW  - Finance--Mathematical models	
KW  - Microsoft Excel (Computer file)	
KW  - Economics--Mathematical models	
N1  - 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


ER  -