Limit search to available items
Book Cover
Author Benninga, Simon.

Title Financial modeling / Simon Benninga ; with a section on Visual Basic for Applications by Benjamin Czaczkes
Published Cambridge, Mass. ; London : MIT Press, [1997]


Location Call no. Vol. Availability
 MELB  332.015118 Ben/Fmo  AVAILABLE
Description xiii, 415 pages : illustrations ; 23 cm + 1 computer disk (3 1/2 in.)
Contents I. Corporate Finance Models. 1. Financial Statement Modeling. 2. Using Financial Statement Models for Valuation. 3. The Financial Analysis of Leasing. 4. The Financial Analysis of Leveraged Leases -- II. Portfolio Models. 5. Portfolio Models - Introduction. 6. Calculating the Variance-Covariance Matrix. 7. Calculating Efficient Portfolios When There Are No Short Sale Restrictions. 8. Estimating Betas and the Security Market Line. 9. Efficient Portfolios without Short Sales -- III. Option Pricing Models. 10. An Introduction to Options. 11. The Binomial Option-Pricing Model. 12. The Lognormal Distribution. 13. The Black-Scholes Model. 14. Portfolio Insurance -- IV. Bonds and Duration. 15. Duration. 16. Immunization Strategies. 17. Calculating Default-Adjusted Expected Bond Returns. 18. Duration and the Cheapest-to-Deliver Problem for Treasury Bond Futures Contracts -- V. Technical Considerations. 19. Generating Random Numbers. 20. Data Table Commands. 21. Matrices
22. The Gauss-Seidel Method. 23. Excel Functions -- VI. Introduction to Visual Basic for Applications. 24. Programming in Microsoft Excel. 25. Introduction to User-Defined Functions in Visual Basic for Applications
Notes Disk in pocket
Bibliography Includes bibliographical references and index
Notes System requirements for computer disk: IBM PC or compatible; Excel
Subject Visual Basic (Computer program language)
Visual Basic for Applications (Computer program language)
Finance -- Mathematical models.
Author Czaczkes, Benjamin.
LC no. 97021780
ISBN 0262024373