TY  - BOOK
AU  - Benninga,Simon
ED  - M.I.T. Press
TI  - Financial modeling
SN  - 9780262026284
AV  - HG173 .B46 2008
PY  - 2008///
CY  - Cambridge, MA
PB  - MIT Press
KW  - Finance
KW  - Mathematical models
N1  - Includes bibliographical references (pages [1095]-1106) and index; -- Basic financial calculations; -- calculating the cost of capitol; -- Financial statement modeling; -- Building a financial model: the case of PPG corporation; -- Bank Valuation; -- The financial analysis of leasing; -- The financial analysis of leveraged leases; -- Portfolio Models-introduction; -- Calculating efficient portfolios when there are no short-sale restrictions; -- Calculating the variance-covariance matrix; -- Estimating betas and the security market line; -- Efficient portfolios without short sales; -- The black-litterman approach to portfolio optimization; -- Event studies; -- Value at risk; -- An introduction to options; -- the binomial option-pricing model; -- The lognormal distribution; -- The Black-Scholes model; -- Option Greeks; -- Portfolio insurance; -- An introduction of Monte Carlo methods; -- Using Monte Carlo methods for option pricing; -- Real options; -- Duration; -- Immunization strategies; -- Modeling the term structure; -- Calculating default-adjusted expected bond returns; -- Generating random numbers; -- Data tables; -- Matrices; -- The Gauss-Seidel method; -- Excel functions; -- Using Array functions and formulas; -- Some excel hints; -- User-defined functions with VBA; -- Types and loops; -- Macros and user interaction; -- Arrays; -- Objects and add-ins; -- Information from the web
N2  - The third edition of this standard text retains the popular 'cookbook' features of the earlier editions and includes expanded and new coverage of such topics as bank valuation, the Black-Litterman portfolio selection model, Monte Carlo pricing methods, array function, and getting information from the Internet with VBA
ER  -