000			00354nam a2200145Ia 4500
999			_c186111 _d186111
020			_a9780262027281
040			_cCUS
082			_a332.015118 _bBEN/F
100			_aBenninga, Simon.
245		0	_aFinancial modeling/ _cSimon Benninga.
250			_a4th ed.
260			_aLondon: _bMIT Press, _c2014.
300			_axxi, 1111 p. : _bill. ; _c28 cm.
505			_apreface 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
650			_aFinance--Mathematical models
650			_aMicrosoft Excel (Computer file)
650			_aEconomics--Mathematical models
942			_cWB16