000 01538 a2200241 4500
999 _c51474
_d51474
008 191220b ||||| |||| 00| 0 eng d
020 _a9780262027281
082 _a332.01​5118 BEN
100 _aBenninga, Simon
245 _aFinancial modeling
250 _a4th ed.
260 _bMIT Press,
_c2014
_aCambridge:
300 _axxiv; 1111p.
_bhb;
_c24 cm
365 _aUSD
_b125.00
520 _aThis 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.
650 _aMicrosoft Excel (Computer file)
650 _aInvestments -- Mathematical Models.
650 _aFinance -- Mathematical Models
650 _aCorporations -- Valuation.
650 _aMicrosoft Visual Basic for Applications
650 _aBUSINESS &​ ECONOMICS -- Finance
942 _2ddc
_cTD