Financial modeling
By: Benninga, Simon
Title By: Czaczkes, Benjamin
Material type: BookPublisher: Cambridge, Mass. : The MIT Press, c2014.Edition: 4th ed.Description: xxiv, 1111 p. : ill. ; 23 cm.ISBN: 9780262027281Subject(s): Finance -- Mathematical modelsDDC classification: 332.015118 Online resources: Location MapItem type | Home library | Call number | Status | Date due | Barcode | Item holds |
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REGULAR | University of Wollongong in Dubai Main Collection | 332.015118 BE FI (Browse shelf) | Available | T0053256 |
, Shelving location: Main Collection Close shelf browser
332.0113 ST AU Automate this : | 332.0151 GU MA Mathematics of interest rates and finance / | 332.0151 JE MA Mathematical methods for financial markets / | 332.015118 BE FI Financial modeling | 332.01519 KO PR Probability for finance / | 332.015192 CH AP Applied probabilistic calculus for financial engineering : | 332.015195 BR IN Introductory econometrics for finance |
with a section on Visual Basic for Applications by Benjamin Czaczkes
Includes bibliographical references (p. 1073-1083) and index.
This book is the standard text for explaining the implementation of financial models in Excel. As in previous editions, this fourth edition maintains the "cookbook" features and Excel dependence; it explains basic and advanced models in the areas of corporate finance, portfolio management, options, and bonds with detailed Excel spreadsheets. It also includes: a new section explaining the principles of Monte Carlo methods and their application to portfolio management and exotic option valuation; a new chapter discussing term structure modeling, with special emphasis on the Nelson-Siegel model; and a discussion of corporate valuation using pro forma models with the introduction of a new, simple model for corporate valuation based on accounting data and a minimal number of valuation parameters.