| 000 | 02194nam a2200169Ia 4500 | ||
|---|---|---|---|
| 020 | _a978-0262024829 | ||
| 100 | _aBenninga, Simon | ||
| 245 | _aFinancial modeling | ||
| 250 | _a2 | ||
| 260 |
_c2000 _bMIT Press _aLondon |
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| 300 |
_axiv,622p+CD _b22 cm ; Hard Bound |
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| 500 | _a$58.95 | ||
| 505 | _aCorporate finance models -- Basic financial calculations -- Calculating the cost of capital -- Financial statement modeling -- Using financial statement models for valuation -- The financial analysis of leasing -- The financial analysis of leveraged leases -- Portfolio models -- Portfolio models -- introduction -- Calculating the variance-covariance matrix -- Calculating efficient portfolios when there are no short-sale restrictions -- Estimating betas and the security market line -- Efficient portfolios without short sales -- Value at risk (VaR) -- Option-pricing models -- An introduction to options -- The binomial option-pricing model -- The lognormal distribution -- The Black-Scholes model -- Portfolio insurance -- Real options -- Early exercise boundaries -- Bonds and duration -- Duration -- Immunization strategies -- Modeling the term structure -- Calculating default-adjusted expected bond returns -- Duration and the cheapest-to-deliver problem for treasury bond futures contracts -- Technical considerations -- Random numbers -- Data tables -- Matrices -- The Gauss-Seidel method -- Excel functions -- Some excel hints -- Introduction to visual basic for applications -- User-defined functions with visual basic for applications -- Types and loops -- Macros and user interaction -- Arrays -- Objects. | ||
| 520 | _aAlthough the reader should know enough about Excel to set up a simple spreadsheet, the author explains advanced Excel techniques used in the book. The book includes chapters dealing with random number generation, data tables, matrix manipulation and VBA programming. It also comes with a CD-ROM containing Excel worksheets and solutions to end-of-chapter exercises. The CD-ROM is platform-independent."--Jacket. | ||
| 650 |
_aFinance _aFinance--Mathematical models _aMicrosoft Excel (Computer file) _aMicrosoft Visual Basic for applications |
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| 942 | _cBK | ||
| 999 |
_c87861 _d87861 |
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