Normal view MARC view ISBD view

Financial modeling

By: Benninga, Simon.
Material type: materialTypeLabelBookPublisher: Cambridge, Massachusetts MIT Press 2008Edition: 3rd ed.Description: xxviii, 1133p. With CD at Acc. No. CD1268 (164777); xxviii, 1133p. With CD at Acc. No. CD1438 (167248).ISBN: 9780262026284.Subject(s): Finance - Mathematical models | Mathematical models - FinanceDDC classification: 332.015118 Summary: The third edition of this standard text retains the popular “cookbook” features of earlier editions and includes expanded and new coverage of such topics as bank valuation, the Black-Litterman portfolio selection model, Monte Carlo pricing methods, array function, and getting information from the Internet with VBA. 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. https://mitpress.mit.edu/books/financial-modeling-third-edition
Tags from this library: No tags from this library for this title. Log in to add tags.
    average rating: 0.0 (0 votes)
Item type Current location Item location Call number Copy number Status Date due Barcode
Books Vikram Sarabhai Library
Slot 605 (0 Floor, West Wing) 332.015118 B3F4 (Browse shelf) 1 Available 164777
Books Vikram Sarabhai Library
332.015118 B3F4 (Browse shelf) 2 Available 167248

The third edition of this standard text retains the popular “cookbook” features of earlier editions and includes expanded and new coverage of such topics as bank valuation, the Black-Litterman portfolio selection model, Monte Carlo pricing methods, array function, and getting information from the Internet with VBA.

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.

https://mitpress.mit.edu/books/financial-modeling-third-edition

There are no comments for this item.

Log in to your account to post a comment.

Powered by Koha