Financial Modeling

Review Financial Modeling

by Simon Benninga

Financial Modeling

Description

Simon Benninga’s “Financial Modeling” offers crystal-clear guidance and information for various financial modeling examples in the Excel software. Using real-world applications and examples, “Financial Modeling” offers an in-depth perspective of how major financial entities go about to implanting an array of formulas for their quant finances. Well thought out and easy to understand, this book can be a great must-have and would benefit those with doing investment valuations or in long-term financial management.

About the Author

The late Simon Benninga was Professor of Finance and Director of the Sofaer International MBA program at the Faculty of Management at Tel-Aviv University. For many years he was a Visiting Professor at the Wharton School of the University of Pennsylvania.

Table of Contents

  • Preface
  • Before All Else
    • CORPORATE FINANCE AND VALUATION
  • Basic Financial Calculations
  • Corporate Valuation Overview
  • Calculating the Weighted Average Cost of Capital (WACC)
  • Valuation Based on the Consolidated Statement of Cash Flows
  • Pro Forma Financial Modeling
  • Building a Pro Forma Model: The Case of a Caterpillar
  • Financial Analysis of Leasing
    • PORTFOLIO MODELS
  • Portfolio Models – Introduction
  • Calculating Efficient Portfolios
  • Calculating the Variance-Covariance Matrix
  • Estimating Betas and the Security Marked Line
  • Efficient Portfolios Without Short Sales
  • The Black-Litterman Approach to Portfolios Optimization
  • Event Studies
    • VALUATION OF OPTIONS
  • Introduction to Options
  • The Binomial Option Pricing Model
  • The Black-Scholes Model
  • Option Greeks
    • VALUING BONDS
  • Duration
  • Immunization Strategies
  • Modeling the Term Structure
  • Calculating Default-Adjusted Expected Bond Returns
    • MONTE CARLO METHODS
  • Generating and Using Random Numbers
  • An Introduction to Monte Carlo Methods
  • Simulating Stock Prices
  • Monte Carlo Simulations for Investments
  • Value at Risk (VaR)
  • Simulating Options and Options Strategies
  • Using Monte Carlo Methods for Option Pricing
    • EXCEL TECHNIQUES
  • Data Tables
  • Matrices
  • Excel Functions
  • Array Functions
  • Some Excel Hints
    • VISUAL BASIC FOR APPLICATIONS (VBA)
  • User-Defined Functions with VBA
  • Variables and Arrays
  • Subroutine and User Interaction
  • Objects and Add-In
    • Selected References
    • Index

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