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00584nam 2200205 c 4500
000003922599
20220101120000
091201s2008 us 000 eng
▼a 9780262026284(2008):
▼c US$85.00
▼a 211070
▼c 211070
▼l WM0000012880
▼v 2008
▼a HG173
▼a HG173
▼b B46
▼c 2008
▼a Benninga, Simon
▼a Financial Modeling/
▼d Simon Benninga
▼a 3rd ed.
▼a Cambridge:
▼b The MIT Press,
▼c 2008.
▼a 1133 p.;
▼c 24 cm+
▼e CD1.
▼a FINANCIAL
▼a MODELING
▼a Finance
▼a Methematical models
▼b US$85.00
▼a 단행본
| 자료유형 : | 단행본 |
|---|---|
| ISBN : | 9780262026284(2008): |
| 분류기호 : | HG173 |
| 개인저자 : | Benninga, Simon |
| 서명/저자사항 : | Financial Modeling/ Simon Benninga |
| 판사항 : | 3rd ed. |
| 발행사항 : | Cambridge: The MIT Press, 2008. |
| 형태사항 : | 1133 p.; 24 cm+ CD1. |
| 언어 | 영어 |
권 호 :
발행년 : 2008
발행처 : The MIT Press
서 명 : Financial Modeling
목차
I. Corporate Finance Models
1. Basic Financial Calculations
2. Calculating the Cost of Capital
3. Financial Statement Modeling
4. Building a Financial Model : The Case of PPG Corporation
5. Bank Valuation
6. The Financial Analysis of Leasing
7. The Financial Analysis of Leveraged Leases
II. Portfolio Models
8. Portfolio Models - Introduction
9. Calculating Efficient Portfolios When There Are No Short-Sale Restrictions
10. Calculating the Variance-Covariance 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
15. Value at Risk
III. Option-Pricing Models
16. An Introduction to Options
17. The Binomial Option-Pricing Model
18. The Lognormal Distribution
19. The Black-Scholes Model
20. Option Greeks
21. Portfolio Insurance
22. An Introduction of Monte Carlo Methods
23. Using Monte Carlo Methods for Option Pricing
24. Real Options
IV. Bonds
25. Duration
26. Immunization Strategies
27. Modeling the Term Structure
28. Calculating Default-Adjusted Expected Bond Returns
V. Technical Considerations
29. Generating Random Numbers
30. Data Tables
31. Matrices
32. The Gauss-Seidel Method
33. Excel Functions
34. Using Array Functions and Formulas
35. Some Excel Hints
VI. Introduction to Visual Basic for Applications
36. User-Defined Functions with VBA
37. Types and Loops
38. Macros and User Interaction
39. Arrays
40. Objects and Add-Ins
41. Information from the Web
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