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<図書>
Financial modeling

責任表示 Simon Benninga ; with a section on Visual Basic for Applications by Benjamin Czaczkes
データ種別 図書
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


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
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

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