| 000 | 02770nam a2200337 i 4500 | ||
|---|---|---|---|
| 007 | co ugu|||||||| | ||
| 008 | 070920s2008 maua b 001 0 eng | ||
| 010 | _a2007038629 | ||
| 020 |
_a9780262026284 _qhbk. : alk. paper |
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| 020 |
_a0262026287 _qhbk. : alk. paper |
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| 035 | _a(OCoLC)141383024 | ||
| 040 |
_aDLC _beng _cDLC _dYDX _dBTCTA _dBAKER _dUKM _dC#P _dYDXCP _dBWX _dIXA _dMUQ _dNLGGC _dSOI _dU5D _dHEBIS _dDEBBG _dOCL _dBAUN _erda |
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| 049 | _aBAUN_MERKEZ | ||
| 050 | 0 | 4 |
_aHG173 _b.B46 2008 |
| 082 | 0 | 0 | _222 |
| 100 | 1 | _aBenninga, Simon | |
| 245 | 1 | 0 |
_aFinancial modeling / _cSimon Benninga |
| 250 | _a3rd ed | ||
| 264 | 1 |
_aCambridge, MA : _bMIT Press, _c2008. |
|
| 300 |
_axxviii, 1132 pages : _billustrations ; _c24 cm. + _e1 CD-ROM (4 3/4 in.) |
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| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bc _2rdamedia |
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| 338 | _2rdacarrier | ||
| 504 | _aIncludes bibliographical references (pages [1095]-1106) and index | ||
| 505 | 0 | 0 |
_t-- Basic financial calculations _t-- calculating the cost of capitol _t-- Financial statement modeling _t-- Building a financial model: the case of PPG corporation _t-- Bank Valuation _t-- The financial analysis of leasing _t-- The financial analysis of leveraged leases _t-- Portfolio Models-introduction _t-- Calculating efficient portfolios when there are no short-sale restrictions _t-- Calculating the variance-covariance matrix _t-- Estimating betas and the security market line _t-- Efficient portfolios without short sales _t-- The black-litterman approach to portfolio optimization _t-- Event studies _t-- Value at risk _t-- An introduction to options _t-- the binomial option-pricing model _t-- The lognormal distribution _t-- The Black-Scholes model _t-- Option Greeks _t-- Portfolio insurance _t-- An introduction of Monte Carlo methods _t-- Using Monte Carlo methods for option pricing _t-- Real options _t-- Duration _t-- Immunization strategies _t-- Modeling the term structure _t-- Calculating default-adjusted expected bond returns _t-- Generating random numbers _t-- Data tables _t-- Matrices _t-- The Gauss-Seidel method _t-- Excel functions _t-- Using Array functions and formulas _t-- Some excel hints _t-- User-defined functions with VBA _t-- Types and loops _t-- Macros and user interaction _t-- Arrays _t-- Objects and add-ins _t-- Information from the web |
| 520 | 8 | _aThe 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 | |
| 650 | 0 |
_aFinance _xMathematical models |
|
| 710 | 2 |
_9112198 _aM.I.T. Press |
|
| 900 | _a30898 CD00594 | ||
| 942 |
_2lcc _cKT |
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| 999 |
_c27757 _d27757 |
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