Financial modeling/ Simon Benninga.
Material type: 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: 332.015118Item 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 |
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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