| Description |
xiv, 622 pages : illustrations ; 24 cm + 1 computer optical disc (4 3/4 in.) |
|
4 3/4 in |
| Contents |
I. Corporate Finance Models. 1. Basic Financial Calculations. 2. Calculating the Cost of Capitol. App. 1. A Rule of Thumb for Calculating Debt Betas -- App. 2. Why Is [beta] Such a Good Measure of Risk? Portfolio [beta] versus Individual Stock [beta] -- App. 3. Getting Data from the Internet. 3. Financial Statement Modeling. App. 1. Calculating the Free Cash Flows When There Are Negative Profits -- App. 2. Accelerated Depreciation in Pro Forma Models. 4. Using Financial Statement Models for Valuation. 5. The Financial Analysis of Leasing. App. The Tax and Accounting Treatment of Leases. 6. The Financial Analysis of Leveraged Leases -- II. Portfolio Models. 7. Portfolio Models - Introduction. App. 1. Adjusting for Dividends -- App. 2. Continuously Compounded versus Geometric Returns. 8. Calculating the Variance-Covariance Matrix. 9. Calculating Efficient Portfolios When There Are No Short-Sale Restrictions. 10. Estimating Betas and the Security Market Line. 11. Efficient Portfolios without Short Sales. 12. Value at Risk (VaR). App. How to Bootstrap: Making a Bingo Card in Excel -- III. Option-Pricing Models. 13. An Introduction to Options. 14. The Binomial Option-Pricing Model. 15. The Lognormal Distribution. 16. The Black-Scholes Model. 17. Portfolio Insurance. 18. Real Options. 19. Early Exercise Boundaries. App. Proof -- IV. Bonds and Duration. 20. Duration. 21. Immunization Strategies. 22. Modeling the Term Structure. 23. Calculating Default-Adjusted Expected Bond Returns. 24. Duration and the Cheapest-to-Deliver Problem for Treasury Bond Futures Contracts -- V. Technical Considerations. 25. Random Numbers. 26. Data Tables. 27. Matrices. 28. The Gauss-Seidel Method. 29. Excel Functions. 30. Some Excel Hints -- VI. Introduction to Visual Basic for Applications. 31. User-Defined Functions with Visual Basic for Applications. App. Cell Errors in Excel and VBA. 32. Types and Loops. 33. Macros and User Interaction. 34. Arrays. 35. Objects. App. Excel Object Hierarchy |
| Summary |
"Although 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."--BOOK JACKET |
| Related To |
Issued with: Benninga, Simon CD to accompany financial modeling |
| Issued With |
Benninga, Simon CD to accompany financial modeling |
| Notes |
Includes CD-ROM in pocket |
|
Previous ed.: 1997 |
| Bibliography |
Includes bibliographical references (pages [603]-610) and index |
| Notes |
Also available online via the World Wide Web, by subscription to Books24x7 (BusinessPro) |
|
System requirements for accompanying disc: IBM compatible PC; Windows; Microsoft Excel (hard disk drive) |
| SUBJECT |
Microsoft Excel (Computer file) http://id.loc.gov/authorities/names/n86025775
|
| Subject |
Visual Basic for Applications (Computer program language)
|
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Finance -- Mathematical models.
|
| Author |
Czaczkes, Benjamin.
|
|
Books24x7, Inc.
|
| LC no. |
00035473 |
| ISBN |
0262024829 |
|
