Detalles de la obra

Financial modeling
Benninga, Simon
Pie de imprenta:
Cambridge: MIT, 1997
Descripción física:
415 p. tbls., grafs.
Contiene: I. Corporate finance models. 1. Financial statement modeling. 2. Using financial statement models for valuation. 3. The finacial analysis of leasing. 4. The finacial 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 longnormal 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 features contracts.- V. Technical considerations. 19. General 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.
Incluye: Visual Basic for Applications / Benjamin Czaczkes. Incluye un dk 3 y 1/2 "
Referencias bibliográficas:
Incluye Bibliografía
Ubicación física:
332.028 5 / BEN
Tipo de material:
[Material Impreso]