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Bibliographische Detailangaben
Titel:	Financial modeling [uses Excel]
Von:	Simon Benninga
Person:	Benninga, Simon 1947-2015 Verfasser aut
Hauptverfasser:	Benninga, Simon 1947-2015 (VerfasserIn)
Format:	Buch
Sprache:	Englisch
Veröffentlicht:	Cambridge, Mass. [u.a.] MIT Press 2014
Ausgabe:	4. ed.
Schlagworte:	Finance Mathematical models Finanzierung CD-ROM Mathematisches Modell Microsoft Visual Basic for applications
Online-Zugang:	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027090469&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
Beschreibung:	Includes bibliographical references and index
Beschreibung:	XXIV, 1111 S. Ill., graph. Darst.
ISBN:	9780262027281

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adam_text	Titel: Financial modeling Autor: Benninga, Simon Jahr: 2014 Contents Preface xxi Before All Else 1 0.1 Data Tables 1 0.2 What Is Getformula? 1 0.3 How to Put Getformula into Your Excel Notebook 1 0.4 Saving the Excel Workbook: Windows 4 0.5 Saving the Excel Workbook: Mac 5 0.6 Do You Have to Put Getformula into Each Excel Workbook? 6 0.7 A Shortcut to Use Getformula 6 0.8 Recording Getformula: The Windows Case 7 0.9 Recording Getformula: The Mac Case 10 CORPORATE FINANCE AND VALUATION 11 Basic Financial Calculations 13 1.1 Overview 13 1.2 Present Value and Net Present Value 14 1.3 The Internal Rate of Return (IRR) and Loan Tables 20 1.4 Multiple Internal Rates of Return 27 1.5 Fiat Payment Schedules 29 1.6 Future Values and Applications 30 1.7 A Pension Problem-Complicating the Future Value Problem 33 1.8 Continuous Compounding 38 1.9 Discounting Using Dated Cash Flows 42 Exercises 45 Corporate Valuation Overview 53 2.1 Overview 53 2.2 Four Methods to Compute Enterprise Value (EV) 53 2.3 Using Accounting Book Values to Value a Company. The Firm s Accounting Enterprise Value 54 2.4 The Efficient Markets Approach to Corporate Valuation 58 2.5 Enterprise Value (EV) as the Present Value of the Free Cash Flows: DCF Top Down Valuation 60 Contents 2.6 Free Cash Flows Based on Consolidated Statement of Cash Flows (CSCF) 63 2.7 ABC Corp., Consolidated Statement of Cash Flows (CSCF) 64 2.8 Free Cash Flows Based on Pro Forma Financial Statements 67 2.9 Summary 69 Exercises 70 Calculating the Weighted Average Cost of Capital (WACC) 71 3.1 Overview 71 3.2 Computing the Value of the Firm s Equity, E 73 3.3 Computing the Value of the Firm s Debt, D 74 3.4 Computing the Firm s Tax Rate, Tc 75 3.5 Computing the Firm s Cost of Debt, rD 76 3.6 Two Approaches to Computing the Firm s Cost of Equity, rE 82 3.7 Implementing the Gordon Model for rE 82 3.8 The CAPM: Computing the Beta, ß 89 3.9 Using the Security Market Line (SML) to Calculate Merck s Cost of Equity, rE 96 3.10 Three Approaches to Computing the Expected Return on the Market, E(rM) 98 3.11 What s the Risk-Free Rate rf in the CAPM? 102 3.12 Computing the WACC, Three Cases 102 3.13 Computing the WACC for Merck (MRK) 103 3.14 Computing the WACC for Whole Foods (WFM) 104 3.15 Computing the WACC for Caterpillar (CAT) 106 3.16 When Don t the Models Work? 109 3.17 Summary 113 Exercises 113 Valuation Based on the Consolidated Statement of Cash Flows 117 4.1 Overview 117 4.2 Free Cash Flow (FCF): Measuring the Cash Produced by the Business 119 4.3 A Simple Example 121 4.4 Merck: Reverse Engineering the Market Value 124 4.5 Summary 126 Exercise 126 Contents Pro Forma Financial Statement Modeling 127 5.1 Overview 127 5.2 How Financial Models Work: Theory and an Initial Example 127 5.3 Free Cash Flow (FCF): Measuring the Cash Produced by the Business 136 5.4 Using the Free Cash Flow (FCF) to Value the Firm and Its Equity 138 5.5 Some Notes on the Valuation Procedure 140 5.6 Alternative Modeling of Fixed Assets 142 5.7 Sensitivity Analysis 144 5.8 Debt as a Plug 145 5.9 Incorporating a Target Debt/Equity Ratio into a Pro Forma 148 5.10 Project Finance: Debt Repayment Schedules 150 5.11 Calculating the Return on Equity 153 5.12 Tax Loss Carryforwards 155 5.13 Summary 157 Exercises 157 Building a Pro Forma Model: The Case of Caterpillar 161 6.1 Overview 161 6.2 Caterpillar s Financial Statements, 2007-2011 162 6.3 Analyzing the Financial Statements 166 6.4 A Model for Caterpillar 176 6.5 Using the Model to Value Caterpillar 177 6.6 Summary 178 Financial Analysis of Leasing 179 7.1 Overview 179 7.2 A Simple but Misleading Example 179 7.3 Leasing and Firm Financing-The Equivalent-Loan Method 181 7.4 The Lessor s Problem: Calculating the Highest Acceptable Lease Rental 184 7.5 Asset Residual Value and Other Considerations 187 7.6 Leveraged Leasing 189 7.7 A Leveraged Lease Example 190 7.8 Summary 193 Exercises 193 Contents II PORTFOLIO MODELS 195 8 Portfolio Models-Introduction 197 8.1 Overview 197 8.2 Computing Returns for Apple (AAPL) and Google (GOOG) 197 8.3 Calculating Portfolio Means and Variances 202 8.4 Portfolio Mean and Variance-Case of N Assets 205 8.5 Envelope Portfolios 210 8.6 Summary 213 Exercises 213 Appendix 8.1: Adjusting for Dividends 215 Appendix 8.2: Continuously Compounded Versus Geometrie Returns 218 9 Calculating Efficient Portfolios 221 9.1 Overview 221 9.2 Some Preliminary Definitions and Notation 221 9.3 Five Propositions on Efficient Portfolios and the CAPM 223 9.4 Calculating the Efficient Frontier: An Example 227 9.5 Finding Efficient Portfolios in One Step 234 9.6 Three Notes on the Optimization Procedure 236 9.7 Finding the Market Portfolio: The Capital Market Line (CML) 239 9.8 Testing the SML-Implementing Propositions 3-5 242 9.9 Summary 245 Exercises 246 Mathematical Appendix 248 10 Calculating the Variance-Covariance Matrix 251 10.1 Overview 251 10.2 Computing the Sample Variance-Covariance Matrix 251 10.3 The Correlation Matrix 256 10.4 Computing the Global Minimum Variance Portfolio (GMVP) 259 10.5 Four Alternatives to the Sample Variance-Covariance Matrix 261 10.6 Alternatives to the Sample Variance-Covariance: The Single-Index Model (SIM) 262 10.7 Alternatives to the Sample Variance-Covariance: Constant Correlation 264 Contents 10.8 Alternatives to the Sample Variance-Covariance: Shrinkage Methods 266 10.9 Using Option Information to Compute the Variance Matrix 268 10.10 Which Method to Compute the Variance-Covariance Matrix? 271 10.11 Summary 272 Exercises 272 11 Estimating Betas and the Security Market Line 273 11.1 Overview 273 11.2 Testing the SML 276 11.3 Did We Learn Something? 280 11.4 The Non-Efficiency of the Market Portfolio 283 11.5 So What s the Real Market Portfolio? How Can We Test the CAPM? 285 11.6 Using Excess Returns 286 11.7 Summary: Does the CAPM Have Any Uses? 288 Exercises 288 12 Efficient Portfolios Without Short Sales 291 12.1 Overview 291 12.2 A Numerical Example 292 12.3 The Efficient Frontier with Short-Sale Restrictions 298 12.4 A VBA Program for the Efficient Frontier Without Short Sales 299 12.5 Other Position Restrictions 302 12.6 Summary 303 Exercise 303 13 The Black-Litterman Approach to Portfolio Optimization 305 13.1 Overview 305 13.2 A Naive Problem 307 13.3 Black and Litterman s Solution to the Optimization Problem 313 13.4 BL Step 1: What Does the Market Think? 313 13.5 BL Step 2: Introducing Opinions-What Does Joanna Think? 316 13.6 Using Black-Litterman for International Asset Allocation 324 13.7 Summary 328 Exercises 329 Contents 14 Event Studies 331 14.1 Overview 331 14.2 Outline of an Event Study 331 14.3 An Initial Event Study: Procter Gamble Buys Gillette 335 14.4 A Füller Event Study: Impact of Earnings Announcements on Stock Prices 342 14.5 Using a Two-Factor Model of Returns for an Event Study 350 14.6 Using Excel s Offset Function to Locate a Regression in a Data Set 355 14.7 Summary 357 III VALUATION OF OPTIONS 359 15 Introduction to Options 361 15.1 Overview 361 15.2 Basic Option Definitions and Terminology 361 15.3 Some Examples 364 15.4 Option Payoff and Profit Patterns 365 15.5 Option Strategies: Payoffs from Portfolios of Options and Stocks 370 15.6 Option Arbitrage Propositions 372 15.7 Summary 379 Exercises 380 16 The Binomial Option Pricing Model 383 16.1 Overview 383 16.2 Two-Date Binomial Pricing 383 16.3 State Prices 385 16.4 The Multi-Period Binomial Model 389 16.5 Pricing American Options Using the Binomial Pricing Model 395 16.6 Programming the Binomial Option Pricing Model in VBA 398 16.7 Convergence of Binomial Pricing to the Black-Scholes Price 404 16.8 Using the Binomial Model to Price Employee Stock Options 408 16.9 Using the Binomial Model to Price Non-Standard Options: An Example 417 16.10 Summary 419 Exercises 419 xiii Contents 17 The Black-Scholes Model 425 17.1 Overview 425 17.2 The Black-Scholes Model 425 17.3 Using VBA to Define a Black-Scholes Pricing Function 427 17.4 Calculating the Volatility 430 17.5 A VBA Function to Find the Implied Volatility 434 17.6 Dividend Adjustments to the Black-Scholes 437 17.7 Using the Black-Scholes Formula to Price Structured Securities 441 17.8 Bang for the Bück with Options 457 17.9 The Black (1976) Model for Bond Option Valuation 459 17.10 Summary 462 Exercises 462 18 Option Greeks 467 18.1 Overview 467 18.2 Defining and Computing the Greeks 468 18.3 Delta Hedging a Call 474 18.4 Hedging a Collar 476 18.5 Summary 485 Exercises 486 Appendix: VBA for Greeks 486 19 Real Options 493 19.1 Overview 493 19.2 A Simple Example of the Option to Expand 494 19.3 The Abandonment Option 497 19.4 Valuing the Abandonment Option as a Series of Puts 503 19.5 Valuing a Biotechnology Project 505 19.6 Summary 511 Exercises 512 TV VALUING BONDS 515 20 Duration 517 20.1 Overview 517 20.2 Two Examples 517 xiv Contents 20.3 What Does Duration Mean? 520 20.4 Duration Patterns 524 20.5 The Duration of a Bond with Uneven Payments 525 20.6 Non-Flat Term Structures and Duration 533 20.7 Summary 536 Exercises 536 21 Immunization Strategies 539 21.1 Overview 539 21.2 A Basic Simple Model of Immunization 539 21.3 A Numerical Example 541 21.4 Convexity: A Continuation of Our Immunization Experiment 545 21.5 Building a Better Mousetrap 547 21.6 Summary 551 Exercises 551 22 Modeling the Term Structure 553 22.1 Overview 553 22.2 Basic Example 553 22.3 Several Bonds with the Same Maturity 558 22.4 Fitting a Functional Form to the Term Structure 562 22.5 The Properties of the Nelson-Siegel Term Structure 566 22.6 Term Structure for Treasury Notes 569 22.7 An Additional Computational Improvement 571 22.8 Nelson-Siegel-Svensson Model 573 22.9 Summary 574 Appendix: VBA Functions Used in This Chapter 575 23 Calculating Default-Adjusted Expected Bond Returns 579 23.1 Overview 579 23.2 Calculating the Expected Return in a One-Period Framework 581 23.3 Calculating the Bond Expected Return in a Multi-Period Framework 582 23.4 A Numerical Example 587 23.5 Experimenting with the Example 589 23.6 Computing the Bond Expected Return for an Actual Bond 591 Contents 23.7 Semiannual Transition Matrices 596 23.8 Computing Bond Beta 599 23.9 Summary 602 Exercises 603 V MONTE CARLO METHODS 605 24 Generating and Using Random Numbers 607 24.1 Overview 607 24.2 Rand( ) and Rnd: The Excel and VBA Random-Number Generators 608 24.3 Testing Random-Number Generators 611 24.4 Generating Normally Distributed Random Numbers 617 24.5 Norm.Inv: Another Way to Generate Normal Deviates 628 24.6 Generating Correlated Random Numbers 630 24.7 What s Our Interest in Correlation? A Small Case 635 24.8 Multiple Random Variables with Correlation: The Cholesky Decomposition 638 24.9 Multivariate Normal with Non-Zero Means 646 24.10 Multivariate Uniform Simulations 648 24.11 Summary 651 Exercises 651 25 An Introduction to Monte Carlo Methods 655 25.1 Overview 655 25.2 Computing n Using Monte Carlo 655 25.3 Writing a VBA Program 661 25.4 Another Monte Carlo Problem: Investment and Retirement 663 25.5 A Monte Carlo Simulation of the Investment Problem 667 25.6 Summary 671 Exercises 671 26 Simulating Stock Prices 675 26.1 Overview 675 26.2 What Do Stock Prices Look Like? 676 26.3 Lognormal Price Distributions and Geometrie Diffusions 681 26.4 What Does the Lognormal Distribution Look Like? 684 xvi Contents 26.5 Simulating Lognormal Price Paths 688 26.6 Technical Analysis 692 26.7 Calculating the Parameters of the Lognormal Distribution from Stock Prices 694 26.8 Summary 696 Exercises 696 27 Monte Carlo Simulations for Investments 699 27.1 Overview 699 27.2 Simulating Price and Returns for a Single Stock 699 27.3 Portfolio of Two Stocks 702 27.4 Adding a Risk-Free Asset 706 27.5 Multiple Stock Portfolios 708 27.6 Simulating Savings for Pensions 710 27.7 Beta and Return 715 27.8 Summary 720 Exercises 720 28 Value at Risk (VaR) 723 28.1 Overview 723 28.2 A Really Simple Example 723 28.3 Defining Quantiles in Excel 725 28.4 A Three-Asset Problem: The Importance of the Variance-Covariance Matrix 728 28.5 Simulating Data: Bootstrapping 730 Appendix: How to Bootstrap: Making a Bingo Card in Excel 736 29 Simulating Options and Option Strategies 745 29.1 Overview 745 29.2 Imperfect but Cashless Replication of a Call Option 747 29.3 Simulating Portfolio Insurance 750 29.4 Some Properties of Portfolio Insurance 758 29.5 Digression: Insuring Total Portfolio Returns 759 29.6 Simulating a Butterfly 765 29.7 Summary 771 Exercises 772 xvii Contents 30 Using Monte Carlo Methods for Option Pricing 775 30.1 Overview 775 30.2 Pricing a Plain-Vanilla Call Using Monte Carlo Methods 776 30.3 State Prices, Probabilities, and Risk Neutrality 780 30.4 Pricing a Call Using the Binomial Monte Carlo Model 782 30.5 Monte Carlo Plain-Vanilla Call Pricing Converges to Black-Scholes 786 30.6 Pricing Asian Options 794 30.7 Pricing Asian Options with a VBA Program 802 30.8 Pricing Barrier Options with Monte Carlo 807 30.9 Using VBA and Monte Carlo to Price a Barrier Option 811 30.10 Summary 817 Exercises 817 VI EXCEL TECHNIQUES 821 31 Data Tables 823 31.1 Overview 823 31.2 An Example 823 31.3 Setting Up a One-Dimensional Data Table 824 31.4 Building a Two-Dimensional Data Table 826 31.5 An Aesthetic Note: Hiding the Formula Cells 827 31.6 Excel Data Tables Are Arrays 828 31.7 Data Tables on Blank Cells (Advanced) 829 31.8 Data Tables Can Stop Your Computer 835 Exercises 836 32 Matrices 839 32.1 Overview 839 32.2 Matrix Operations 840 32.3 Matrix Inverses 843 32.4 Solving Systems of Simultaneous Linear Equations 845 32.5 Some Homemade Matrix Functions 846 Exercises 851 xviii Contents 33 Excel Functions 855 33.1 Overview 855 33.2 Financial Functions 855 33.3 Dates and Date Functions 863 33.4 The Functions XIRR, XNPV 869 33.5 Statistical Functions 875 33.6 Regressions with Excel 879 33.7 Conditional Functions 889 33.8 Large and Rank, Percentile, and PercentRank 890 33.9 Count, CountA, Countlf, Countlfs, Averagelf, Averagelfs 891 33.10 Boolean Functions 894 33.11 Offset 896 34 Array Functions 899 34.1 Overview 899 34.2 Some Built-In Excel Array Functions 899 34.3 Homemade Array Functions 904 34.4 Array Formulas with Matrices 907 Exercises 911 35 Some Excel Hints 913 35.1 Overview 913 35.2 Fast Copy: Filling in Data Next to Filled-In Column 913 35.3 Filling Cells with a Series 915 35.4 Multi-Line Cells 916 35.5 Multi-Line Cells with Text Formulas 917 35.6 Writing on Multiple Spreadsheets 918 35.7 Moving Multiple Sheets of an Excel Notebook 919 35.8 Text Functions in Excel 920 35.9 Chart Titles That Update 920 35.10 Putting Greek Symbols in Cells 924 35.11 Superscripts and Subscripts 925 35.12 Named Cells 926 35.13 Hiding Cells (in Data Tables and Other Places) 928 35.14 Formula Auditing 930 35.15 Formatting Millions as Thousands 932 35.16 Excel s Personal Notebook: Automating Frequent Procedures 934 xix Contents VII VISUAL BASIC FOR APPLICATIONS (VBA) 943 36 User-Defined Functions with VBA 945 36.1 Overview 945 36.2 Using the VBA Editor to Build a User-Defined Function 945 36.3 Providing Help for User-Defined Functions in the Function Wizard 955 36.4 Saving Excel Workbook with VBA Content 958 36.5 Fixing Mistakes in VBA 960 36.6 Conditional Execution: Using If Statements in VBA Functions 963 36.7 The Boolean and Comparison Operators 967 36.8 Loops 970 36.9 Using Excel Functions in VBA 977 36.10 Using User-Defined Functions in User-Defined Functions 979 Exercises 981 Appendix: Cell Errors in Excel and VBA 986 37 Variables and Arrays 989 37.1 Overview 989 37.2 Defining Function Variables 989 37.3 Arrays and Excel Ranges 992 37.4 Simple VBA Arrays 995 37.5 Multidimensional Arrays 1005 37.6 Dynamic Arrays and the ReDim Statement 1007 37.7 Array Assignment 1009 37.8 Variants Containing an Array 1011 37.9 Arrays as Parameters to Functions 1012 37.10 Using Types 1015 37.11 Summary 1016 Exercises 1017 38 Subroutines and User Interaction 1023 38.1 Overview 1023 38.2 Subroutines 1023 38.3 User Interaction 1030 38.4 Using Subroutines to Change the Excel Workbook 1033 xx Contents 38.5 Modules 1036 38.6 Summary 1040 Exercises 1040 39 Objects and Add-Ins 1047 39.1 Overview 1047 39.2 Introduction to Worksheet Objects 1047 39.3 The Range Object 1049 39.4 The With Statement 1053 39.5 Collections 1055 39.6 Names 1061 39.7 Add-Ins and Integration 1064 39.8 Summary 1068 Exercises 1068 Selected References 1073 Index 1085
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id	DE-604.BV041649829
illustrated	Illustrated
indexdate	2024-12-20T16:51:27Z
institution	BVB
isbn	9780262027281
language	English
lccn	2013032409
oai_aleph_id	oai:aleph.bib-bvb.de:BVB01-027090469
oclc_num	880752284
open_access_boolean
owner	DE-634 DE-11 DE-898 DE-BY-UBR DE-2070s DE-1049 DE-20 DE-945 DE-473 DE-BY-UBG DE-706 DE-91 DE-BY-TUM DE-92 DE-355 DE-BY-UBR
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physical	XXIV, 1111 S. Ill., graph. Darst.
publishDate	2014
publishDateSearch	2014
publishDateSort	2014
publisher	MIT Press
record_format	marc
spellingShingle	Benninga, Simon 1947-2015 Financial modeling [uses Excel] Finance Mathematical models Finanzierung (DE-588)4017182-6 gnd CD-ROM (DE-588)4139307-7 gnd Mathematisches Modell (DE-588)4114528-8 gnd
subject_GND	(DE-588)4017182-6 (DE-588)4139307-7 (DE-588)4114528-8
title	Financial modeling [uses Excel]
title_auth	Financial modeling [uses Excel]
title_exact_search	Financial modeling [uses Excel]
title_full	Financial modeling [uses Excel] Simon Benninga
title_fullStr	Financial modeling [uses Excel] Simon Benninga
title_full_unstemmed	Financial modeling [uses Excel] Simon Benninga
title_short	Financial modeling
title_sort	financial modeling uses excel
title_sub	[uses Excel]
topic	Finance Mathematical models Finanzierung (DE-588)4017182-6 gnd CD-ROM (DE-588)4139307-7 gnd Mathematisches Modell (DE-588)4114528-8 gnd
topic_facet	Finance Mathematical models Finanzierung CD-ROM Mathematisches Modell
url	http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027090469&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
work_keys_str_mv	AT benningasimon financialmodelingusesexcel

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