Financial Modeling, 4th Edition
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ABOUT THIS BOOK Financial Modeling is now the standard text for explaining the implementation of financial models in Excel. This long-awaited fourth edition maintains the “cookbook" features and Excel dependence that have made the previous editions so popular. As in previous editions, basic and advanced models in the areas of corporate finance, portfolio management, options, and bonds are explained with detailed Excel spreadsheets. Sections on technical aspects of Excel and on the use of Visual Basic for Applications (VBA) round out the book to make Financial Modeling a complete guide for the financial modeler. The new edition of Financial Modeling includes a number of innovations. A new section explains the principles of Monte Carlo methods and their application to portfolio management and exotic option valuation. A new chapter discusses term structure modeling, with special emphasis on the Nelson-Siegel model. The discussion of corporate valuation using pro forma models has been rounded out with the introduction of a new, simple model for corporate valuation based on accounting data and a minimal number of valuation parameters. TABLE OF CONTENTS Preface xxi Before All Else 1 1 CORPORATE FINANCE AND VALUATION 11 1 Basic Financial Calculations 13 2 Corporate Valuation Overview 53 3 Calculating the Weighted Average Cost of Capital (WACC) 71 4 Valuation Based on the Consolidated Statement of Cash Flows 117 5 Pro Forma Financial Statement Modeling 127 6 Building a Pro Forma Model: The Case of Caterpillar 161 7 Financial Analysis of Leasing 179 II PORTFOLIO MODELS 195 8 Portfolio Models—Introduction 197 9 Calculating Efficient Portfolios 221 10 Calculating the Variance-Covariance Matrix 251 11 Estimating Betas and the Security Market Line 273 12 Efficient Portfolios Without Short Sales 291 13 The Black-Litterman Approach to Portfolio Optimization 305 14 Event Studies 331 III VALUATION OF OPTIONS 359 15 Introduction to Options 361 16 The Binomial Option Pricing Model 383 17 The Black-Scholes Model 425 18 Option Greeks 467 19 Real Options 493 IV VALUING BONDS 515 20 Duration 517 21 Immunization Strategies 539 22 Modeling the Term Structure 553 23 Calculating Default-Adjusted Expected Bond Returns 579 V MONTE CARLO METHODS 605 24 Generating and Using Random Numbers 607 25 An Introduction to Monte Carlo Methods 655 26 Simulating Stock Prices 675 27 Monte Carlo Simulations for Investments 699 28 Value at Risk (VaR) 723 29 Simulating Options and Option Strategies 745 30 Using Monte Carlo Methods for Option Pricing 775 VI TECHNICAL CHAPTERS 821 31 Data Tables 823 32 Matrices 839 33 Excel Functions 855 34 Array Functions 899 35 Some Excel Hints 913 VII VISUAL BASIC FOR APPLICATIONS (VBA) 943 36 User-Defined Functions with VBA 945 37 Variables and Arrays 989 38 Subroutines and User Interaction 1023 39 Objects and Add-Ins 1047 Selected References 1073 Index 1085 ABOUT THE AUTHOR Simon Benninga is 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.
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Thank you very much for this and all your other upload , loved the third edition of this book.
Does anyone have the exercices files and answers that goes with the book?
Does anyone have the exercices files and answers that goes with the book?
You are very thoughtful person mr.finance! And thank you for the 4th edition.
Could you upload "Investment Banking: Valuation, Leveraged Buyouts, and Mergers & Acquisitions 2nd Edition" by Joshua Rosenbaum and Joshua Pearl?
Thanks in advance!
Could you upload "Investment Banking: Valuation, Leveraged Buyouts, and Mergers & Acquisitions 2nd Edition" by Joshua Rosenbaum and Joshua Pearl?
Thanks in advance!
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