Financial Modeling [With CDROM]

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Financial Modeling [With CDROM]

Format:  Hardcover,

1132 pages

Publisher: Mit Pr

Publish Date: Jan 2008

ISBN-13: 9780262026284

ISBN-10: 0262026287

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Too often, finance courses stop short of making a connection between textbook finance and the problems of real-world business. " Financial Modeling" bridges this gap between theory and practice by providing a nuts-and-bolts guide to solving common financial models with spreadsheets. Simon Benninga takes the reader step by step through each model, showing how it can be solved using Microsoft Excel. The long-awaited third edition of this standard text maintains the "cookbook" features and Excel dependence that have made the first and second editions so popular. It also offers significant new material, with new chapters covering such topics as bank valuation, the Black-Litterman approach to portfolio optimization, Monte Carlo methods and their applications to option pricing, and using array functions and formulas. Other chapters, including those on basic financial calculations, portfolio models, calculating the variance-covariance matrix, and generating random numbers, have been revised, with many offering substantially new and improved material. Other areas covered include financial statement modeling, leasing, standard portfolio problems, value at risk (VaR), real options, duration and immunization, and term structure modeling. Technical chapters treat such topics as data tables, matrices, the Gauss-Seidel method, and tips for using Excel. The last section of the text covers the Visual Basic for Applications (VBA) techniques needed for the book. The accompanying CD contains Excel worksheets and solutions to end-of-chapter exercises.

Specifications

Author:
Publisher: Mit Pr
Publish Date: Jan 2008
ISBN-13: 9780262026284
ISBN-10: 0262026287
Format: Hardcover
Number of Pages: 1132
Shipping Weight (in pounds): 4.0
Product in Inches (L x W x H): 7.3 x 1.9 x 9.3
Walmart No.: 9780262026284

Chapter outline

Complete Table of Contents
Preface
Preface to the Second Edition
Preface to the First Edition
Corporate Finance Models
Basic Financial Calculations
Calculating the Cost of Capital
Financial Statement Modeling
Building a Financial Model: The Case of PPG Corp.
Bank Valuation
The Financial Analysis of Leasing
The Financial Analysis of Leveraged Leases
Portfolio Models
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
Option-Pricing Models
An Introduction to Options
The Binomial Option-Pricing Model
The Lognormal Distribution
The Black-Scholes Model
Option Greeks
Portfolio Insurance
An Introduction to Monte Carlo Methods
Using Monte Carlo Methods For Option Pricing
Real Options
Bonds
Duration
Immunization Strategies
Modeling the Term Structure
Calculating Default-Adjusted Expected Bond Returns
Technical Considerations
Generating Random Numbers
Data Tables
Matrices
The Gauss-Seidel Method
Excel Functions
Using Array Functions and Formulas
Some Excel Hints
Introduction to Visual Basic for Applications
User-Defined Functions with VBA
Types and Loops
Macros and User Interaction
Arrays
Objects and Add-Ins
Information from the Web
Excerpts from the Help File
The R1C1 Reference Style
References
Index

Book description

Too often, finance courses stop short of making a connection between textbook financeand the problems of real-world business. Financial Modeling bridges this gapbetween theory and practice by providing a nuts-and-bolts guide to solving common financial modelswith spreadsheets. Simon Benninga takes the reader step by step through each model, showing how itcan be solved using Microsoft Excel. The long-awaited third edition of this standard text maintainsthe "cookbook" features and Excel dependence that have made the first and second editionsso popular.

It also offers significant new material, with new chapters covering such topics as bankvaluation, the Black-Litterman approach to portfolio optimization, Monte Carlo methods and theirapplications to option pricing, and using array functions and formulas. Other chapters, includingthose on basic financial calculations, portfolio models, calculating the variance-covariance matrix, and generating random numbers, have been revised, with many offering substantially new and improvedmaterial. Other areas covered include financial statement modeling, leasing, standard portfolioproblems, value at risk (VaR), real options, duration and immunization, and term structure modeling.

Technical chapters treat such topics as data tables, matrices, the Gauss-Seidel method, and tips forusing Excel. The last section of the text covers the Visual Basic for Applications (VBA) techniquesneeded for the book. The accompanying CD contains Excel worksheets and solutions to end-of-chapterexercises.

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