Financial Modeling, 5e

by Benninga

ISBN: 9780262368254 | Copyright 2022

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Title Page (pg. i)
Contents (pg. vii)
Preface and Acknowledgments (pg. xix)
From the Preface to the Fourth Edition (pg. xxv)
From the Preface to the Third Edition (pg. xxvii)
From the Preface to the Second Edition (pg. xxix)
From the Preface to the First Edition (pg. xxxi)
0 Before All Else (pg. 1)
I Corporate Finance (pg. 13)
1 Basic Financial Analysis (pg. 15)
2 Corporate Valuation Overview (pg. 53)
3 Calculating the Weighted Average Cost of Capital (WACC) (pg. 73)
4 Pro Forma Analysis (pg. 111)
5 Building a Pro Forma Model: The Case of Merck (pg. 145)
6 Financial Analysis of Leasing (pg. 161)
II Bonds (pg. 177)
7 Bond’s Duration (pg. 179)
8 Modeling the Term Structure (pg. 207)
9 Calculating Default-Adjusted Expected Bond Returns (pg. 231)
III Portfolio Theory (pg. 253)
10 Portfolio Models - Introduction (pg. 255)
11 Efficient Portfolios and the Efficient Frontier (pg. 287)
12 Calculating the Variance-Covariance Matrix (pg. 337)
13 Estimating Betas and the Security Market Line (pg. 357)
14 Event Studies (pg. 377)
15 The Black-Litterman Approach to Portfolio Optimization (pg. 405)
IV Options (pg. 435)
16 Introduction to Options (pg. 437)
17 The Binomial Option Pricing Model (pg. 459)
18 The Black-Scholes Model (pg. 499)
19 Option Greeks (pg. 537)
20 Real Options (pg. 569)
V Monte Carlo Methods (pg. 591)
21 Generating and Using Random Numbers (pg. 593)
22 An Introductin to Monte Carlo Methods (pg. 639)
23 Simulating Stock Prices (pg. 661)
24 Monte Carlo Simulations for Investments (pg. 689)
25 Value at Risk (VaR) (pg. 715)
26 Replicating Options and Option Strategies (pg. 733)
27 Using Monte Carlo Methods for Option Pricing (pg. 765)
VI Technical (pg. 829)
28 Data Tables (pg. 831)
29 Matrices (pg. 849)
30 Excel Functions (pg. 859)
31 Array Functions (pg. 905)
32 Some Excel Hints (pg. 919)
33 Essentials of R Programming (pg. 951)
Selected References (pg. 963)
Index (pg. 975)

Simon Benninga

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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