000			02269nam a2200193Ia 4500
020			_a9780262024822
020			_a0262024829
082			_a332.015118 _bBEN
100			_aBenninga, Simon
245			_aFinancial Modeling
250			_a2nd edition
260			_aCambridge, Mass. : _bMIT Press, _c©2000.
300			_axiv, 622 pages : _billustrations ; _eCD ROM
500			_aIncludes index,
505			_aCorporate finance models -- Basic financial calculations -- Calculating the cost of capital -- Financial statement modeling -- Using financial statement models for valuation -- The financial analysis of leasing -- The financial analysis of leveraged leases -- Portfolio models -- Portfolio models -- introduction -- Calculating the variance-covariance matrix -- Calculating efficient portfolios when there are no short-sale restrictions -- Estimating betas and the security market line -- Efficient portfolios without short sales -- Value at risk (VaR) -- Option-pricing models -- An introduction to options -- The binomial option-pricing model -- The lognormal distribution -- The Black-Scholes model -- Portfolio insurance -- Real options -- Early exercise boundaries -- Bonds and duration -- Duration -- Immunization strategies -- Modeling the term structure -- Calculating default-adjusted expected bond returns -- Duration and the cheapest-to-deliver problem for treasury bond futures contracts -- Technical considerations -- Random numbers -- Data tables -- Matrices -- The Gauss-Seidel method -- Excel functions -- Some excel hints -- Introduction to visual basic for applications -- User-defined functions with visual basic for applications -- Types and loops -- Macros and user interaction -- Arrays -- Objects.
520			_a "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."--Jacket.
650			_aFinance -- Mathematical models.
942			_cPR
999			_c39683 _d39683