MOMENTAN AUSVERKAUFT
Über dieses Produkt
Product Identifiers
PublisherMIT Press
ISBN-100262046423
ISBN-139780262046428
eBay Product ID (ePID)25050015088
Product Key Features
Book TitleFinancial Modeling, Fifth Edition
Number of Pages1048 Pages
LanguageEnglish
Publication Year2022
TopicFinance / Financial Engineering, Finance / General, Corporate Finance / General
IllustratorYes
GenreBusiness & Economics
AuthorTal Mofkadi, Simon Benninga
FormatHardcover
Dimensions
Item Height1.7 in
Item Weight57.1 Oz
Item Length9.3 in
Item Width7.4 in
Additional Product Features
Intended AudienceTrade
LCCN2021-001029
Dewey Edition23
Dewey Decimal658.150285536
Table Of ContentPreface and Acknowledgments xix Before All Else 1 I Corporate Finance 13 1 Basic Financial Analysis 15 2 Corporate Valuation Overview 53 3 Calculating the Weighted Average Cost of Capital (WACC) 73 4 Pro Forma Analysis and Valuation Based on the Discounted Cash Flow Approach 111 5 Building a Pro Forma Model: The Case of Merck 145 6 Financial Analysis of Leasing 161 II Bonds 177 7 Bond's Duration 179 8 Modeling the Term Structure 207 9 Calculating Default-Adjusted Expected Bond Returns 231 III Portfolio Theory 253 10 Portfolio Models--Introduction 255 11 Efficient Portfolios and the Efficient Frontier 287 12 Calculating the Variance-Covariance Matrix 337 13 Estimating Betas and the Security Market Line 357 14 Event Studies 377 15 The Black-Litterman Approach to Portfolio Optimization 405 IV Options 435 16 Introduction to Options 437 17 The Binomial Option Pricing Model 459 18 The Black-Scholes Model 499 19 Option Greeks 537 20 Real Options 569 V Monte Carlo Methods 591 21 Generating and Using Random Numbers 593 22 An Introduction to Monte Carlo Methods 639 23 Simulating Stock Prices 661 24 Monte Carlo Simulations for Investments 689 25 Value at Risk (VaR) 715 26 Replicating Options and Option Strategies 733 27 Using Monte Carlo Methods for Option Pricing 765 VI Technical 829 28 Data Tables 831 29 Matrices 849 30 Excel Functions 859 31 Array Functions 905 32 Some Excel Hints 919 33 Essentials of R Programming 951 Selected References 963 Index 975
SynopsisA substantially updated new edition of the essential text on financial modeling, with revised material, new data, and implementations shown in Excel, R, and Python. Financial Modeling has become the gold-standard text in its field, an essential guide for students, researchers, and practitioners that provides the computational tools needed for modeling finance fundamentals. This fifth edition has been substantially updated but maintains the straightforward, hands-on approach, with an optimal mix of explanation and implementation, that made the previous editions so popular. Using detailed Excel spreadsheets, it explains basic and advanced models in the areas of corporate finance, portfolio management, options, and bonds. This new edition offers revised material on valuation, second-order and third-order Greeks for options, value at risk (VaR), Monte Carlo methods, and implementation in R. The examples and implementation use up-to-date and relevant data. Parts I to V cover corporate finance topics, bond and yield curve models, portfolio theory, options and derivatives, and Monte Carlo methods and their implementation in finance. Parts VI and VII treat technical topics, with part VI covering Excel and R issues and part VII (now on the book's auxiliary website) covering Excel's programming language, Visual Basic for Applications (VBA), and Python implementations. Knowledge of technical chapters on VBA and R is not necessary for understanding the material in the first five parts. The book is suitable for use in advanced finance classes that emphasize the need to combine modeling skills with a deeper knowledge of the underlying financial models.
LC Classification NumberHG173.B46 2021
