000			02333nam a22003137a 4500
001			000351
003			DO-SdBNP
005			20171109094917.0
007			000351
008			160705b 2008 mau a ||||| |||| 00| 0 spa d
020			_a9780262026284
040			_aBPMSU _bspa _cBPMSU
082		4	_a332.01 _bB472f, 2008
092			_b
100	1		_aBenninga, Simon
245	1	0	_aFinancial modeling / _cSimon Benninga ; with a section on Visual Basic for Applications by Benjamin Czaczkes.
250			_a3a.ed.
260			_aCambridge, Massachusetts : _bThe MIT Press, _c2008.
300			_axxviii, 1133 p. : _bil. ; _c24 cm + _e1 CD-ROM
504			_a Bibliografía : p. 1095-1106
505	0		_tBasic financial calculations -- _tCalculating the cost of capitol -- _tFinancial statement modeling -- _tBuilding a financial model: the case of PPG corporation -- _tBank Valuation -- _tThe financial analysis of leasing -- _tThe financial analysis of leveraged leases -- _tPortfolio Models-introduction -- _tCalculating efficient portfolios when there are no short-sale restrictions -- _tCalculating the variance-covariance matrix -- _tEstimating betas and the security market line -- _tEfficient portfolios without short sales -- _tThe black-litterman approach to portfolio optimization -- _tEvent studies -- _tValue at risk -- _tAn introduction to options -- _tThe binomial option-pricing model -- _tThe lognormal distribution -- _tThe Black-Scholes model -- _tOption Greeks -- _tPortfolio insurance -- _tAn introduction of Monte Carlo methods -- _tUsing Monte Carlo methods for option pricing -- _tReal options -- _tDuration -- _tImmunization strategies -- _tModeling the term structure -- _tCalculating default-adjusted expected bond returns -- _tGenerating random numbers -- _tData tables -- _tMatrices -- _tThe Gauss-Seidel method -- _tExcel functions -- _tUsing Array functions and formulas -- _tSome excel hints -- _tUser-defined functions with VBA -- _tTypes and loops -- _tMacros and user interaction -- _tArrays -- _tObjects and add-ins -- _tInformation from the web.
650		4	_aECONOMIA _xMODELOS MATEMÁTICOS
650		4	_aFINANZAS _xMODELOS MATEMÁTICOS
700	1	2	_aCzaczkes, Benjamin.
910			_aValidado. Control de calidad MFF
942			_2ddc _cBK
945			_aInventariado, 2017/MFF
956			_2LOPEREZ _310 _620160705 _8BPMSU _a00041
999			_c10676 _d10676