000			03935nam a2200313Ia 4500
001			1584
008			230305s2014 xx 000 0 und d
020			_a9780262027281
043			_aen_UK
041			_aeng
245		0	_aFinancial modeling
250			_a4ª ed
260			_a _bMIT Press, _c2014
300			_axviv + 1111 p. ; 24 cm
505			_aPart I: Corporate Finance and Valuation _r1: Basic Financial Calculations-- _r2: Corporate Valuation Overview-- _r3: Calculating the Weighted Average Cost of Capital (WACC)-- _r4: Valuation Based on the Consolidated Statement of Cash Flows-- _r5: Pro Forma Financial Statement Modeling-- _r6: Building a Pro Forma Model: The Case of Caterpillar-- _r7: Financial Analysis of Leasing-- _rPart II: Portfolio Models-- _r8: Portfolio Models-Introduction-- _r9: Calculating Efficient Portfolios-- _r10: Calculating the Variance-Covariance Matrix-- _r11: Estimating Betas and the Security Market Line-- _r12: Efficient Portfolios Without Short Sales-- _r13: The Black-Litterman Approach to Portfolio Optimization-- _r14: Event Studies-- _rPart III: Valuation of Options-- _r15: Introduction to Options-- _r16: The Binomial Option Pricing Model-- _r17: The Black-Scholes Model-- _r18: Option Greeks-- _r19: Real Options-- _rPart IV: Valuing Bonds-- _r20: Duration-- _r21: Immunization Strategies-- _r22: Modeling the Term Structure-- _r23: Calculating Default-Adjusted Expected Bond Returns-- _rPart V: Monte Carlo Methods-- _r24: Generating and Using Random Numbers-- _r25: An Introduction to Monte Carlo Methods-- _r26: Simulating Stock Prices-- _r27: Monte Carlo Simulations for Investments-- _r28: Value at Risk (VaR)-- _r29: Simulating Options and Option Strategies-- _r30: Using Monte Carlo Methods for Option Pricing-- _rPart VI: Excel Techniques-- _r31: Data Tables-- _r32: Matrices-- _r33: Excel Functions-- _r34: Array Functions-- _r35: Some Excel Hints-- _rPart VII: Visual Basic for Applications (VBA)-- _r36: User-Defined Functions with VBA-- _r37: Variables and Arrays-- _r38: Subroutines and User Interaction-- _r39: Objects and Add-Ins--
520			_aA substantially revised edition of a bestselling text combining explanation and implementation using Excel; for classroom use or as a reference for finance practitioners. ; Financial Modeling is now the standard text for explaining the implementation of financial models in Excel. This long-awaited fourth edition maintains the "cookbook" features and Excel dependence that have made the previous editions so popular. As in previous editions, basic and advanced models in the areas of corporate finance, portfolio management, options, and bonds are explained with detailed Excel spreadsheets. Sections on technical aspects of Excel and on the use of Visual Basic for Applications (VBA) round out the book to make Financial Modeling a complete guide for the financial modeler. ; The new edition of Financial Modeling includes a number of innovations. A new section explains the principles of Monte Carlo methods and their application to portfolio management and exotic option valuation. A new chapter discusses term structure modeling, with special emphasis on the Nelson-Siegel model. The discussion of corporate valuation using pro forma models has been rounded out with the introduction of a new, simple model for corporate valuation based on accounting data and a minimal number of valuation parameters.
590			_bIncludes bibliographical references (pages 1073-1083) and index. ;
650			_aMicrosoft Visual Basic for applications.
650			_aFinance _xMathematical models.
650		0	_aFinance _93911
700			_aBenninga, Simon _eAuthor _92474
856			_uhttps://books.google.es/books?id=qRxWAwAAQBAJ&printsec=frontcover&dq=financial+modeling&hl=ca&sa=X&redir_esc=y#v=onepage&q=financial%20modeling&f=false
902			_a652
905			_am
912			_a2014-01-01
942			_a1
953			_d2016-10-10 18:37:49
999			_c1594 _d1594