Financial Modeling 2e +CD - Hardcover

Benninga, Simon

Hardcover

ISBN 10: 0262024829 ISBN 13: 9780262024822

Publisher: MIT Press, 2000

Synopsis

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®. In this sense, this is a finance "cookbook," providing recipes with lists of ingredients and instructions.

Areas covered include computation of corporate finance problems, standard portfolio problems, option pricing and applications, and duration and immunization. The second edition contains six new chapters covering financial calculations, cost of capital, value at risk (VaR), real options, early exercise boundaries, and term structure modeling. A new technical chapter contains a potpourri of tips for using Excel®.

Although the reader should know enough about Excel™ to set up a simple spreadsheet, the author explains advanced Excel® techniques used in the book. The book includes chapters dealing with random number generation, data tables, matrix manipulation, and VBA programming. It also comes with a CD-ROM containing Excel® worksheets and solutions to end-of-chapter exercises.

Edition details

• Publisher: MIT Press
• Publication date: 2000
• Language: English
• ISBN 10: 0262024829
• ISBN 13: 9780262024822
• Binding: Hardcover
• Edition number: 2
• Number of pages: 640