<図書>
Financial modeling
責任表示 | Simon Benninga ; with a section on Visual Basic for Applications by Benjamin Czaczkes |
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データ種別 | 図書 |
版 | 2nd ed |
出版者 | Cambridge, Mass. : MIT Press |
出版年 | c2000 |
本文言語 | 英語 |
大きさ | xiv, 622 p. : ill. ; 24 cm. + 1 computer laser optical disk (4 3/4 in.) |
概要 | 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 provid...ng 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 Excel½. 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 Excel½. Although the reader should know enough about Excel" to set up a simple spreadsheet, the author explains advanced Excel½ 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 Excel½ worksheets and solutions to end-of-chapter exercises. 続きを見る |
所蔵情報
状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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|
理系図3F 数理独自 | BENN/60/1a | 2000 |
|
023212000005784 | 付属資料ありCD-ROM |
書誌詳細
一般注記 | Bibliography: p. [603]-610 Includes index |
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著者標目 | *Benninga, Simon Czaczkes, Benjamin |
件 名 | LCSH:Finance -- Mathematical models
全ての件名で検索
LCSH:Excel -- Finance applications 全ての件名で検索 LCSH:Microsoft Visual Basic for applications |
分 類 | NDC9:338.01 LCC:HG173 DC21:332/.01/5118 |
書誌ID | 1001397294 |
ISBN | 0262024829 |
NCID | BA48700220 |
巻冊次 | ISBN:0262024829 : CD-ROM |
登録日 | 2009.11.02 |
更新日 | 2009.11.02 |