MARC details
000 -LEADER |
fixed length control field |
19188cam a2200601Li 4500 |
001 - CONTROL NUMBER |
control field |
ocn900218732 |
003 - CONTROL NUMBER IDENTIFIER |
control field |
OCoLC |
005 - DATE AND TIME OF LATEST TRANSACTION |
control field |
20240726105009.0 |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
fixed length control field |
140801s2014 maua ob 001 0 eng d |
040 ## - CATALOGING SOURCE |
Original cataloging agency |
YDXCP |
Language of cataloging |
eng |
Description conventions |
rda |
-- |
pn |
Transcribing agency |
YDXCP |
Modifying agency |
OCLCO |
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B24X7 |
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STF |
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OCLCF |
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E7B |
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TEFOD |
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COO |
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TEFOD |
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NT |
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OCLCQ |
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EBLCP |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
International Standard Book Number |
9780262321693 |
Qualifying information |
|
050 04 - LIBRARY OF CONGRESS CALL NUMBER |
Classification number |
HG173 |
Item number |
.F563 2014 |
049 ## - LOCAL HOLDINGS (OCLC) |
Holding library |
MAIN |
100 1# - MAIN ENTRY--PERSONAL NAME |
Personal name |
Benninga, Simon, |
Relator term |
Author |
245 10 - TITLE STATEMENT |
Title |
Financial modeling /Simon Benninga ; with a section on Visual Basic for applications by Benjamin Czaczkes. |
250 ## - EDITION STATEMENT |
Edition statement |
Fourth edition. |
260 ## - PUBLICATION, DISTRIBUTION, ETC. |
Place of publication, distribution, etc. |
Cambridge, Massachusetts : |
Name of publisher, distributor, etc. |
The MIT Press, |
Date of publication, distribution, etc. |
(c)2014. |
300 ## - PHYSICAL DESCRIPTION |
Extent |
1 online resource (xxiv, 1111 pages .) |
336 ## - CONTENT TYPE |
Content type term |
text |
Content type code |
txt |
Source |
rdacontent |
337 ## - MEDIA TYPE |
Media type term |
computer |
Media type code |
c |
Source |
rdamedia |
338 ## - CARRIER TYPE |
Carrier type term |
online resource |
Carrier type code |
cr |
Source |
rdacarrier |
347 ## - DIGITAL FILE CHARACTERISTICS |
File type |
data file |
Source |
rda |
500 ## - GENERAL NOTE |
General note |
"Uses Excel"--Cover. |
504 ## - BIBLIOGRAPHY, ETC. NOTE |
Bibliography, etc. note |
Includes bibliographies and index. |
505 00 - FORMATTED CONTENTS NOTE |
Formatted contents note |
Machine generated contents note: 0.1. Data Tables -- |
Title |
0.2. What Is Getformula? -- |
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0.3. How to Put Getformula into Your Excel Notebook -- |
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0.4. Saving the Excel Workbook: Windows -- |
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0.5. Saving the Excel Workbook: Mac -- |
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0.6. Do You Have to Put Getformula into Each Excel Workbook? -- |
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0.7.A Shortcut to Use Getformula -- |
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0.8. Recording Getformula: The Windows Case -- |
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0.9. Recording Getformula: The Mac Case -- |
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1. Basic Financial Calculations -- |
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1.1. Overview -- |
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1.2. Present Value and Net Present Value -- |
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1.3. The Internal Rate of Return (IRR) and Loan Tables -- |
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1.4. Multiple Internal Rates of Return -- |
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1.5. Flat Payment Schedules -- |
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1.6. Future Values and Applications -- |
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1.7.A Pension Problem-Complicating the Future Value Problem -- |
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1.8. Continuous Compounding -- |
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1.9. Discounting Using Dated Cash Flows -- |
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Exercises -- |
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2. Corporate Valuation Overview -- |
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2.1. Overview -- |
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2.2. Four Methods to Compute Enterprise Value (EV). |
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Note continued: 2.3. Using Accounting Book Values to Value a Company: The Firm's Accounting Enterprise Value -- |
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2.4. The Efficient Markets Approach to Corporate Valuation -- |
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2.5. Enterprise Value (EV) as the Present Value of the Free Cash Flows: DCF "Top Down" Valuation -- |
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2.6. Free Cash Flows Based on Consolidated Statement of Cash Flows (CSCF) -- |
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2.7. ABC Corporation, Consolidated Statement of Cash Flows (CSCF) -- |
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2.8. Free Cash Flows Based on Pro Forma Financial Statements -- |
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2.9. Summary -- |
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Exercises -- |
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3. Calculating the Weighted Average Cost of Capital (WACC) -- |
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3.1. Overview -- |
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3.2.Computing the Value of the Firm's Equity, E -- |
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3.3.Computing the Value of the Firm's Debt, D -- |
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3.4.Computing the Firm's Tax Rate, Tc -- |
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3.5.Computing the Firm's Cost of Debt, rD -- |
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3.6. Two Approaches to Computing the Firm's Cost of Equity, rE -- |
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3.7. Implementing the Gordon Model for rE -- |
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3.8. The CAPM: Computing the Beta. |
505 00 - FORMATTED CONTENTS NOTE |
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Note continued: 3.9. Using the Security Market Line (SML) to Calculate Merck's Cost of Equity, rE -- |
Title |
3.10. Three Approaches to Computing the Expected Return on the Market, E(rM) -- |
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3.11. What's the Risk-Free Rate rf in the CAPM? -- |
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3.12.Computing the WACC, Three Cases -- |
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3.13.Computing the WACC for Merck (MRK) -- |
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3.14.Computing the WACC for Whole Foods (WFM) -- |
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3.15.Computing the WACC for Caterpillar (CAT) -- |
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3.16. When Don't the Models Work? -- |
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3.17. Summary -- |
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Exercises -- |
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4. Valuation Based on the Consolidated Statement of Cash Flows -- |
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4.1. Overview -- |
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4.2. Free Cash Flow (FCF): Measuring the Cash Produced by the Business -- |
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4.3.A Simple Example -- |
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4.4. Merck: Reverse Engineering the Market Value -- |
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4.5. Summary -- |
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Exercise -- |
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5. Pro Forma Financial Statement Modeling -- |
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5.1. Overview -- |
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5.2. How Financial Models Work: Theory and an Initial Example -- |
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5.3. Free Cash Flow (FCF): Measuring the Cash Produced by the Business. |
505 00 - FORMATTED CONTENTS NOTE |
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Note continued: 5.4. Using the Free Cash Flow (FCF) to Value the Firm and Its Equity -- |
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5.5. Some Notes on the Valuation Procedure -- |
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5.6. Alternative Modeling of Fixed Assets -- |
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5.7. Sensitivity Analysis -- |
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5.8. Debt as a Plug -- |
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5.9. Incorporating a Target Debt/Equity Ratio into a Pro Forma -- |
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5.10. Project Finance: Debt Repayment Schedules -- |
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5.11. Calculating the Return on Equity -- |
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5.12. Tax Loss Carryforwards -- |
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5.13. Summary -- |
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Exercises -- |
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6. Building a Pro Forma Model: The Case of Caterpillar -- |
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6.1. Overview -- |
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6.2. Caterpillar's Financial Statements, 2007-2011 -- |
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6.3. Analyzing the Financial Statements -- |
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6.4.A Model for Caterpillar -- |
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6.5. Using the Model to Value Caterpillar -- |
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6.6. Summary -- |
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7. Financial Analysis of Leasing -- |
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7.1. Overview -- |
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7.2.A Simple but Misleading Example -- |
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7.3. Leasing and Firm Financing-The Equivalent-Loan Method -- |
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7.4. The Lessor's Problem: Calculating the Highest Acceptable Lease Rental -- |
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7.5. Asset Residual Value and Other Considerations. |
505 00 - FORMATTED CONTENTS NOTE |
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Note continued: 7.6. Leveraged Leasing -- |
Title |
7.7.A Leveraged Lease Example -- |
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7.8. Summary -- |
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Exercises -- |
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8. Portfolio Models-Introduction -- |
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8.1. Overview -- |
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8.2.Computing Returns for Apple (AAPL) and Google (GOOG) -- |
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8.3. Calculating Portfolio Means and Variances -- |
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8.4. Portfolio Mean and Variance-Case of N Assets -- |
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8.5. Envelope Portfolios -- |
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8.6. Summary -- |
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Exercises -- |
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Appendix 8.1: Adjusting for Dividends -- |
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Appendix 8.2: Continuously Compounded Versus Geometric Returns -- |
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9. Calculating Efficient Portfolios -- |
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9.1. Overview -- |
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9.2. Some Preliminary Definitions and Notation -- |
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9.3. Five Propositions on Efficient Portfolios and the CAPM -- |
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9.4. Calculating the Efficient Frontier: An Example -- |
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9.5. Finding Efficient Portfolios in One Step -- |
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9.6. Three Notes on the Optimization Procedure -- |
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9.7. Finding the Market Portfolio: The Capital Market Line (CML) -- |
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9.8. Testing the SML-Implementing Propositions 3-5 -- |
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9.9. Summary -- |
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Exercises -- |
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Mathematical Appendix. |
505 00 - FORMATTED CONTENTS NOTE |
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Note continued: 10. Calculating the Variance-Covariance Matrix -- |
Title |
10.1. Overview -- |
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10.2.Computing the Sample Variance-Covariance Matrix -- |
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10.3. The Correlation Matrix -- |
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10.4.Computing the Global Minimum Variance Portfolio (GMVP) -- |
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10.5. Four Alternatives to the Sample Variance-Covariance Matrix -- |
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10.6. Alternatives to the Sample Variance-Covariance: The Single-Index Model (SIM) -- |
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10.7. Alternatives to the Sample Variance-Covariance: Constant Correlation -- |
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10.8. Alternatives to the Sample Variance-Covariance: Shrinkage Methods -- |
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10.9. Using Option Information to Compute the Variance Matrix -- |
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10.10. Which Method to Compute the Variance-Covariance Matrix? -- |
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10.11. Summary -- |
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Exercises -- |
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11. Estimating Betas and the Security Market Line -- |
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11.1. Overview -- |
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11.2. Testing the SML -- |
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11.3. Did We Learn Something? -- |
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11.4. The Non-Efficiency of the "Market Portfolio" -- |
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11.5. So What's the Real Market Portfolio? How Can We Test the CAPM? -- |
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11.6. Using Excess Returns. |
505 00 - FORMATTED CONTENTS NOTE |
Formatted contents note |
Note continued: 11.7. Summary: Does the CAPM Have Any Uses? -- |
Title |
Exercises -- |
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12. Efficient Portfolios Without Short Sales -- |
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12.1. Overview -- |
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12.2.A Numerical Example -- |
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12.3. The Efficient Frontier with Short-Sale Restrictions -- |
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12.4.A VBA Program for the Efficient Frontier Without Short Sales -- |
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12.5. Other Position Restrictions -- |
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12.6. Summary -- |
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Exercise -- |
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13. The Black-Litterman Approach to Portfolio Optimization -- |
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13.1. Overview -- |
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13.2.A Naive Problem -- |
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13.3. Black and Litterman's Solution to the Optimization Problem -- |
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13.4. BL Step 1: What Does the Market Think? -- |
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13.5. BL Step 2: Introducing Opinions-What Does Joanna Think? -- |
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13.6. Using Black-Litterman for International Asset Allocation -- |
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13.7. Summary -- |
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Exercises -- |
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14. Event Studies -- |
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14.1. Overview -- |
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14.2. Outline of an Event Study -- |
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14.3. An Initial Event Study: Procter and Gamble Buys Gillette -- |
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14.4.A Fuller Event Study: Impact of Earnings Announcements on Stock Prices. |
505 00 - FORMATTED CONTENTS NOTE |
Formatted contents note |
Note continued: 14.5. Using a Two-Factor Model of Returns for an Event Study -- |
Title |
14.6. Using Excel's Offset Function to Locate a Regression in a Data Set -- |
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14.7. Summary -- |
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15. Introduction to Options -- |
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15.1. Overview -- |
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15.2. Basic Option Definitions and Terminology -- |
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15.3. Some Examples -- |
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15.4. Option Payoff and Profit Patterns -- |
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15.5. Option Strategies: Payoffs from Portfolios of Options and Stocks -- |
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15.6. Option Arbitrage Propositions -- |
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15.7. Summary -- |
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Exercises -- |
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16. The Binomial Option Pricing Model -- |
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16.1. Overview -- |
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16.2. Two-Date Binomial Pricing -- |
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16.3. State Prices -- |
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16.4. The Multi-Period Binomial Model -- |
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16.5. Pricing American Options Using the Binomial Pricing Model -- |
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16.6. Programming the Binomial Option Pricing Model in VBA -- |
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16.7. Convergence of Binomial Pricing to the Black-Scholes Price -- |
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16.8. Using the Binomial Model to Price Employee Stock Options -- |
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16.9. Using the Binomial Model to Price Non-Standard Options: An Example -- |
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16.10. Summary -- |
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Exercises. |
505 00 - FORMATTED CONTENTS NOTE |
Formatted contents note |
Note continued: 17. The Black-Scholes Model -- |
Title |
17.1. Overview -- |
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17.2. The Black-Scholes Model -- |
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17.3. Using VBA to Define a Black-Scholes Pricing Function -- |
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17.4. Calculating the Volatility -- |
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17.5.A VBA Function to Find the Implied Volatility -- |
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17.6. Dividend Adjustments to the Black-Scholes -- |
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17.7. Using the Black-Scholes Formula to Price Structured Securities -- |
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17.8. Bang for the Buck with Options -- |
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17.9. The Black (1976) Model for Bond Option Valuation -- |
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17.10. Summary -- |
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Exercises -- |
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18. Option Greeks -- |
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18.1. Overview -- |
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18.2. Defining and Computing the Greeks -- |
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18.3. Delta Hedging a Call -- |
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18.4. Hedging a Collar -- |
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18.5. Summary -- |
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Exercises -- |
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Appendix: VBA for Greeks -- |
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19. Real Options -- |
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19.1. Overview -- |
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19.2.A Simple Example of the Option to Expand -- |
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19.3. The Abandonment Option -- |
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19.4. Valuing the Abandonment Option as a Series of Puth -- |
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19.5. Valuing a Biotechnology Project -- |
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19.6. Summary -- |
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Exercises -- |
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20. Duration -- |
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20.1. Overview -- |
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20.2. Two Examples. |
505 00 - FORMATTED CONTENTS NOTE |
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Note continued: 20.3. What Does Duration Mean? -- |
Title |
20.4. Duration Patterns -- |
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20.5. The Duration of a Bond with Uneven Payments -- |
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20.6. Non-Flat Term Structures and Duration -- |
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20.7. Summary -- |
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Exercises -- |
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21. Immunization Strategies -- |
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21.1. Overview -- |
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21.2.A Basic Simple Model of Immunization -- |
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21.3.A Numerical Example -- |
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21.4. Convexity: A Continuation of Our Immunization Experiment -- |
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21.5. Building a Better Mousetrap -- |
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21.6. Summary -- |
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Exercises -- |
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22. Modeling the Term Structure -- |
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22.1. Overview -- |
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22.2. Basic Example -- |
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22.3. Several Bonds with the Same Maturity -- |
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22.4. Fitting a Functional Form to the Term Structure -- |
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22.5. The Properties of the Nelson-Siegel Term Structure -- |
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22.6. Term Structure for Treasury Notes -- |
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22.7. An Additional Computational Improvement -- |
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22.8. Nelson-Siegel-Svensson Model -- |
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22.9. Summary -- |
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Appendix: VBA Functions Used in This Chapter -- |
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23. Calculating Default-Adjusted Expected Bond Returns -- |
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23.1. Overview. |
505 00 - FORMATTED CONTENTS NOTE |
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Note continued: 23.2. Calculating the Expected Return in a One-Period Framework -- |
Title |
23.3. Calculating the Bond Expected Return in a Multi-Period Framework -- |
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23.4.A Numerical Example -- |
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23.5. Experimenting with the Example -- |
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23.6.Computing the Bond Expected Return for an Actual Bond -- |
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23.7. Semiannual Transition Matrices -- |
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23.8.Computing Bond Beta -- |
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23.9. Summary -- |
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Exercises -- |
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24. Generating and Using Random Numbers -- |
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24.1. Overview -- |
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24.2. Rand() and Rnd: The Excel and VBA Random-Number Generators -- |
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24.3. Testing Random-Number Generators -- |
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24.4. Generating Normally Distributed Random Numbers -- |
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24.5. Norm. Inv: Another Way to Generate Normal Deviates -- |
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24.6. Generating Correlated Random Numbers -- |
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24.7. What's Our Interest in Correlation? A Small Case -- |
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24.8. Multiple Random Variables with Correlation: The Cholesky Decomposition -- |
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24.9. Multivariate Normal with Non-Zero Means -- |
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24.10. Multivariate Uniform Simulations -- |
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24.11. Summary -- |
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Exercises. |
505 00 - FORMATTED CONTENTS NOTE |
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Note continued: 25. An Introduction to Monte Carlo Methods -- |
Title |
25.1. Overview -- |
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25.2.Computing IT Using Monte Carlo -- |
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25.3. Writing a VBA Program -- |
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25.4. Another Monte Carlo Problem: Investment and Retirement -- |
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25.5.A Monte Carlo Simulation of the Investment Problem -- |
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25.6. Summary -- |
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Exercises -- |
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26. Simulating Stock Prices -- |
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26.1. Overview -- |
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26.2. What Do Stock Prices Look Like? -- |
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26.3. Lognormal Price Distributions and Geometric Diffusions -- |
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26.4. What Does the Lognormal Distribution Look Like? -- |
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26.5. Simulating Lognormal Price Paths -- |
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26.6. Technical Analysis -- |
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26.7. Calculating the Parameters of the Lognormal Distribution from Stock Prices -- |
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26.8. Summary -- |
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Exercises -- |
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27. Monte Carlo Simulations for Investments -- |
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27.1. Overview -- |
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27.2. Simulating Price and Returns for a Single Stock -- |
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27.3. Portfolio of Two Stocks -- |
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27.4. Adding a Risk-Free Asset -- |
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27.5. Multiple Stock Portfolios -- |
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27.6. Simulating Savings for Pensions -- |
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27.7. Beta and Return -- |
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27.8. Summary. |
505 00 - FORMATTED CONTENTS NOTE |
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Note continued: Exercises -- |
Title |
28. Value at Risk (VaR) -- |
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28.1. Overview -- |
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28.2.A Really Simple Example -- |
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28.3. Defining Quantiles in Excel -- |
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28.4.A Three-Asset Problem: The Importance of the Variance-Covariance Matrix -- |
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28.5. Simulating Data: Bootstrapping -- |
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Appendix: How to Bootstrap: Making a Bingo Card in Excel -- |
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29. Simulating Options and Option Strategies -- |
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29.1. Overview -- |
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29.2. Imperfect but Cashless Replication of a Call Option -- |
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29.3. Simulating Portfolio Insurance -- |
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29.4. Some Properties of Portfolio Insurance -- |
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29.5. Digression: Insuring Total Portfolio Returns -- |
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29.6. Simulating a Butterfly -- |
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29.7. Summary -- |
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Exercises -- |
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30. Using Monte Carlo Methods for Option Pricing -- |
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30.1. Overview -- |
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30.2. Pricing a Plain-Vanilla Call Using Monte Carlo Methods -- |
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30.3. State Prices, Probabilities, and Risk Neutrality -- |
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30.4. Pricing a Call Using the Binomial Monte Carlo Model -- |
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30.5. Monte Carlo Plain-Vanilla Call Pricing Converges to Black-Scholes. |
505 00 - FORMATTED CONTENTS NOTE |
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Note continued: 30.6. Pricing Asian Options -- |
Title |
30.7. Pricing Asian Options with a VBA Program -- |
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30.8. Pricing Barrier Options with Monte Carlo -- |
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30.9. Using VBA and Monte Carlo to Price a Barrier Option -- |
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30.10. Summary -- |
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Exercises -- |
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31. Data Tables -- |
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31.1. Overview -- |
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31.2. An Example -- |
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31.3. Setting Up a One-Dimensional Data Table -- |
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31.4. Building a Two-Dimensional Data Table -- |
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31.5. An Aesthetic Note: Hiding the Formula Cells -- |
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31.6. Excel Data Tables Are Arrays -- |
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31.7. Data Tables on Blank Cells (Advanced) -- |
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31.8. Data Tables Can Stop Your Computer -- |
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Exercises -- |
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32. Matrices -- |
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32.1. Overview -- |
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32.2. Matrix Operations -- |
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32.3. Matrix Inverses -- |
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32.4. Solving Systems of Simultaneous Linear Equations -- |
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32.5. Some Homemade Matrix Functions -- |
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Exercises -- |
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33. Excel Functions -- |
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33.1. Overview -- |
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33.2. Financial Functions -- |
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33.3. Dates and Date Functions -- |
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33.4. The Functions XIRR, XNPV -- |
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33.5. Statistical Functions -- |
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33.6. Regressions with Excel. |
505 00 - FORMATTED CONTENTS NOTE |
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Note continued: 33.7. Conditional Functions -- |
Title |
33.8. Large and Rank, Percentile, and PercentRank -- |
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33.9. Count, CountA, CountIf, CountIfs, AverageIf, AverageIfs -- |
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33.10. Boolean Functions -- |
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33.11. Offset -- |
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34. Array Functions -- |
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34.1. Overview -- |
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34.2. Some Built-In Excel Array Functions -- |
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34.3. Homemade Array Functions -- |
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34.4. Array Formulas with Matrices -- |
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Exercises -- |
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35. Some Excel Hints -- |
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35.1. Overview -- |
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35.2. Fast Copy: Filling in Data Next to Filled-In Column -- |
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35.3. Filling Cells with a Series -- |
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35.4. Multi-Line Cells -- |
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35.5. Multi-Line Cells with Text Formulas -- |
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35.6. Writing on Multiple Spreadsheets -- |
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35.7. Moving Multiple Sheets of an Excel Notebook -- |
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35.8. Text Functions in Excel -- |
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35.9. Chart Titles That Update -- |
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35.10. Putting Greek Symbols in Cells -- |
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35.11. Superscripts and Subscripts -- |
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35.12. Named Cells -- |
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35.13. Hiding Cells (in Data Tables and Other Places) -- |
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35.14. Formula Auditing -- |
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35.15. Formatting Millions as Thousands. |
505 00 - FORMATTED CONTENTS NOTE |
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Note continued: 35.16. Excel's Personal Notebook: Automating Frequent Procedures -- |
Title |
36. User-Defined Functions with VBA -- |
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36.1. Overview -- |
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36.2. Using the VBA Editor to Build a User-Defined Function -- |
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36.3. Providing Help for User-Defined Functions in the Function Wizard -- |
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36.4. Saving Excel Workbook with VBA Content -- |
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36.5. Fixing Mistakes in VBA -- |
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36.6. Conditional Execution: Using If Statements in VBA Functions -- |
-- |
36.7. The Boolean and Comparison Operators -- |
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36.8. Loops -- |
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36.9. Using Excel Functions in VBA -- |
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36.10. Using User-Defined Functions in User-Defined Functions -- |
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Exercises -- |
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Appendix: Cell Errors in Excel and VBA -- |
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37. Variables and Arrays -- |
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37.1. Overview -- |
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37.2. Defining Function Variables -- |
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37.3. Arrays and Excel Ranges -- |
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37.4. Simple VBA Arrays -- |
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37.5. Multidimensional Arrays -- |
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37.6. Dynamic Arrays and the ReDim Statement -- |
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37.7. Array Assignment -- |
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37.8. Variants Containing an Array -- |
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37.9. Arrays as Parameters to Functions -- |
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37.10. Using Types. |
505 00 - FORMATTED CONTENTS NOTE |
Formatted contents note |
Note continued: 37.11. Summary -- |
Title |
Exercises -- |
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38. Subroutines and User Interaction -- |
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38.1. Overview -- |
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38.2. Subroutines -- |
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38.3. User Interaction -- |
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38.4. Using Subroutines to Change the Excel Workbook -- |
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38.5. Modules -- |
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38.6. Summary -- |
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Exercises -- |
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39. Objects and Add-Ins -- |
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39.1. Overview -- |
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39.2. Introduction to Worksheet Objects -- |
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39.3. The Range Object -- |
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39.4. The With Statement -- |
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39.5. Collections -- |
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39.6. Names -- |
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39.7. Add-Ins and Integration -- |
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39.8. Summary -- |
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Exercises. |
520 0# - SUMMARY, ETC. |
Summary, etc. |
This book is the standard text for explaining the implementation of financial models in Excel. As in previous editions, this fourth edition maintains the "cookbook" features and Excel dependence; it explains basic and advanced models in the areas of corporate finance, portfolio management, options, and bonds with detailed Excel spreadsheets. It also includes: a new section explaining the principles of Monte Carlo methods and their application to portfolio management and exotic option valuation; a new chapter discussing term structure modeling, with special emphasis on the Nelson-Siegel model; and a discussion of corporate valuation using pro forma models with the introduction of a new, simple model for corporate valuation based on accounting data and a minimal number of valuation parameters. -- |
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630 00 - SUBJECT ADDED ENTRY--UNIFORM TITLE |
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Microsoft Visual Basic for applications. |
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Finance |
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Mathematical models. |
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Finance |
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Mathematical models. |
650 #4 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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Microsoft Visual Basic for applications. |
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2014 |
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Cynthia Snell |
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Cynthia Snell |