Lien ebook : https://search-ebscohost-com.ezproxy.univ-catholille.fr/logi...

eISBN : 9780262321693

Sommaire : Preface

1. Corporate finance and valuation
Basic financial calculations
Corporate valuation overview
Calculating the weighted average cost of capital (WACC)
Valuation based on the consolidated statement of cash flow
Pro forma financial statement modeling
Building a pro forma model : the case of Caterpillar
Financial analysis of leasing

2. Portfolio models
Portfolio models – Introduction
Calculating efficient portfolios
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

3. Valuation of options
Introduction to options
The binomial option pricing model
The Black-Scholes model
Option Greeks
Real options

4. Valuing bonds
Duration
Immunization strategies
Modeling the term structure
Calculating default-adjusted expected bond returns

5. Monte Carlo methods
Generating and using random numbers
An introduction to Monte Carlo methods
Simulating stock prices
Monte Carlo simulations for investments
Value at risk (VaR)
Simulating options and option strategies
Using Monte Carlo methods for option pricing

6. Excel techniques
Data tables
Matrices
Excel functions
Array functions
Some Excel hints

7. Visual basic for applications (VBA)
User-defined functions with VBA
Variables and arrays
Subroutines and user interaction
Objects and add-ins

Langue : Anglais

Localisation : Bibliothèque Campus de Nice

Support : Numérique

Etat : Présent

Propriétaire : Bibliothèque