ISBN 13 : 978-0-262-04642-8

Sommaire :
Before All Else

I Corporate Finance
1 Basic Financial Analysis
2 Corporate Valuation Overview
3 Calculating the Weighted Average Cost of Capital (WACC)
4 Pro Forma Analysis and Valuation Based on the Discounted
5 Building a Pro Forma Model: The Case of Merck
6 Financial Analysis of Leasing

II Bonds
8 Modeling the Term Structure
9 Calculating Default-Adjusted Expected Bond Returns

III Portfolio Theory
10 Portfolio Models—Introduction
11 Efficient Portfolios and the Efficient Frontier
12 Calculating the Variance-Covariance Matrix
13 Estimating Betas and the Security Market Line
14 Event Studies
15 The Black-Litterman Approach to Portfolio Optimization

IV Options
16 Introduction to Options

17 The Binomial Option Pricing Model
18 The Black-Scholes Model
19 Option Greeks
20 Real Options

V Monte Carlo Methods
21 Generating and Using Random Numbers
22 An Introduction to Monte Carlo Methods
23 Simulating Stock Prices
24 Monte Carlo Simulations for Investments
25 Value at Risk (VaR)
26 Replicating Options and Option Strategies
27 Using Monte Carlo Methods for Option Pricing

VI Technical
28 Data Tables
29 Matrices
30 Excel Functions
31 Array Functions
32 Some Excel Hints
33 Essentials of R Programming
Selected References
Index

Nbre volumes : 0

Langue : Anglais

Edition : 5ème

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Propriétaire : Bibliothèque