Benninga, Simon creator Czaczkes, Benjamin. text u Cambridge, Massachusetts The MIT Press 2008 3a.ed. monographic 00

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xxviii, 1133 p. : il. ; 24 cm + 1 CD-ROM Basic financial calculations -- Calculating the cost of capitol -- Financial statement modeling -- Building a financial model: the case of PPG corporation -- Bank Valuation -- The financial analysis of leasing -- The financial analysis of leveraged leases -- Portfolio Models-introduction -- Calculating efficient portfolios when there are no short-sale restrictions -- Calculating the variance-covariance matrix -- Estimating betas and the security market line -- Efficient portfolios without short sales -- The black-litterman approach to portfolio optimization -- Event studies -- Value at risk -- An introduction to options -- The binomial option-pricing model -- The lognormal distribution -- The Black-Scholes model -- Option Greeks -- Portfolio insurance -- An introduction of Monte Carlo methods -- Using Monte Carlo methods for option pricing -- Real options -- Duration -- Immunization strategies -- Modeling the term structure -- Calculating default-adjusted expected bond returns -- Generating random numbers -- Data tables -- Matrices -- The Gauss-Seidel method -- Excel functions -- Using Array functions and formulas -- Some excel hints -- User-defined functions with VBA -- Types and loops -- Macros and user interaction -- Arrays -- Objects and add-ins -- Information from the web. Simon Benninga ; with a section on Visual Basic for Applications by Benjamin Czaczkes. Bibliografía : p. 1095-1106 ECONOMIA MODELOS MATEMÁTICOS FINANZAS MODELOS MATEMÁTICOS 332.01 B472f, 2008 9780262026284 BPMSU 160705 20171109094917.0 000351 spa