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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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Comments

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?
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!