Financial modeling:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge, Mass. [u.a.]
<<The>> MIT Press
2001
|
| Edition: | 2. ed., 2. print. |
| Series: | Uses Excel
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XIV, 622 S. graph. Darst. 1 CD-ROM (12 cm) |
| ISBN: | 0262024829 |
Staff View
MARC
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| 245 | 1 | 0 | |a Financial modeling |c Simon Benninga. With a section on Visual Basic for Applications by Benjamin Czaczkes |
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Record in the Search Index
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| adam_text | Titel: Financial modeling
Autor: Benninga, Simon
Jahr: 2001
Contents
Preface xv
Preface to the First Edition xvii
I Corporate Finance Models 1
1 Basic Financial Calculations 3
1.1 Introduction 3
1.2 Present Value (PV) and Net Present Value (NPV) 3
1.3 The Internal Rate of Return (IRR) and Loan Tables 5
1.4 Multiple Internal Rates of Return 8
1.5 Flat Payment Schedules 11
1.6 Future Values and Applications 12
1.7 A Pension Problem-Complicating the Future Value Problem 14
1.8 Continuous Compounding 18
Exercises 22
2 Calculating the Cost of Capital 27
2.1 Introduction 27
2.2 The Gordon Dividend Model 27
2.3 Calculating the Cost of Equity for Abbott Laboratories Using
the Gordon Model 31
2.4 Capitol Asset Pricing Model 33
2.5 Using the Security Market Line (SML) to Calculate Abbott s
Cost of Equity 35
2.6 Calculating the Cost of Debt 37
2.7 Calculating Abbott s Cost of Debt 38
2.8 Weighted Average Cost of Capital (WACC) 41
2.9 When the Models Don t Work 42
2.10 Conclusion 46
Exercises 47
Appendix 1 : A Rule of Thumb for Calculating Debt Betas 49
Appendix 2: Why Is ß Such a Good Measure of Risk?
Portfolio ß versus Individual Stock ß 51
Appendix 3: Getting Data from the Internet 52
3 Financial Statement Modeling 57
3.1 Overview 57
3.2 How Financial Models Work: Theory and an Initial Example 57
Contents
3.3 Free Cash Flow (FCF): Measuring the Cash Produced by
the Business 64
3.4 Using the FCF to Value the Firm and Its Equity 68
3.5 Some Notes on the Valuation Procedure 69
3.6 Sensitivity Analysis 71
3.7 Debt as a Plug 72
3.8 Incorporating a Target Debt/Equity Ratio into a Pro Forma 75
3.9 Project Finance: Debt Repayment Schedules 76
3.10 Conclusion 80
Exercises 81
Appendix 1 : Calculating the Free Cash Flows When There
Are Negative Profits 83
Appendix 2: Accelerated Depreciation in Pro Forma Models 84
4 Using Financial Statement Models for Valuation 89
4.1 Overview 89
4.2 Farmers Bagels-Some Background 89
4.3 Building a Financial Model 91
4.4 Deriving the Free Cash Flows (FCF) for Farmers Bagels 96
4.5 Calculating Farmers Weighted Average Cost of Capital 97
4.6 Sensitivity Analysis 98
4.7 Conclusion 99
Exercises 100
5 The Financial Analysis of Leasing 101
5.1 Introduction 101
5.2 A Simple Example 101
5.3 Leasing and Firm Financing: The Equivalent-Loan Method 103
5.4 The Lessor s Problem: Calculating the Highest Acceptable
Lease Rental 106
5.5 Asset Residual Value and Other Considerations 109
Exercises 110
Appendix: The Tax and Accounting Treatment of Leases 111
6 The Financial Analysis of Leveraged Leases 115
6.1 Introduction 115
6.2 An Example 116
Contents
6.3 Analyzing the Cash Flows by NPV or IRR 119
6.4 What Does the IRR Mean? 120
6.5 Accounting for Leveraged Leases: The Multiple-Phases Method 123
6.6 Comparing the MPM Rate of Return with the IRR 126
Exercises 127
II Portfolio Models 129
7 Portfolio Models-Introduction 131
7.1 Overview 131
7.2 A Simple Two-Asset Example 131
7.3 Calculating Portfolio Means and Variances 135
7.4 Portfolio Mean and Variance-The General Case 137
7.5 Efficient Portfolios 141
7.6 Conclusion 143
Exercises 143
Appendix 1: Adjusting for Dividends 146
Appendix 2: Continuously Compounded versus Geometric Returns 148
8 Calculating the Variance-Covariance Matrix 151
8.1 Overview 151
8.2 Using the Excess-Return Matrix in the Spreadsheet 152
8.3 Illustration 153
8.4 Other Ways of Calculating the Variance-Covariance Matrix 154
8.5 The Single-Index Model 156
Exercises 159
9 Calculating Efficient Portfolios When There Are
No Short-Sale Restrictions 161
9.1 Overview 161
9.2 Some Preliminary Definitions and Notation 161
9.3 Some Theorems on Efficient Portfolios and the CAPM 163
9.4 Calculating the Efficient Frontier: An Example 168
9.5 Finding the Market Portfolio: The Capital Market Line (CML) 175
9.6 The SML When There Is a Risk-Free Asset 177
Exercises 178
Appendix 179
Contents
10 Estimating Betas and the Security Market Line 185
10.1 Overview 185
10.2 Testing the CAPM 185
10.3 Testing the CAPM: General Rules 188
10.4 Why Are the Results so Bad? Is the Market Portfolio Efficient? 188
10.5 The Nonefficiency of the Market Portfolio 189
10.6 So What s the Real Market Portfolio? How Can We Test
the CAPM? 195
10.7 Does the CAPM Have Any Uses? 197
Exercise 197
11 Efficient Portfolios without Short Sales 199
11.1 Introduction 199
11.2 A Numerical Example 201
11.3 The Efficient Frontier with Short-Sale Restrictions 204
11.4 The VB A Program 206
11.5 Conclusion 208
11.6 Exercises 208
12 Value at Risk (VaR) 209
12.1 Overview 209
12.2 A Very Simple Example 209
12.3 Defining Quantiles in Excel 211
12.4 A Three-Asset Problem: The Importance of
the Variance-Covariance Matrix 214
12.5 Simulating Data-Bootstrapping 216
Appendix: How to Bootstrap: Making a Bingo Card in Excel 219
III Option-Pricing Models 229
13 An Introduction to Options 231
13.1 Basic Option Definitions and Terminology 231
13.2 Some Examples 234
13.3 Option Payoff and Profit Patterns 237
13.4 Option Strategies: Payoffs from Portfolios of Options
and Stocks 241
13.5 Option Arbitrage Propositions 243
Exercises 250
Contents
14 The Binomial Option-Pricing Model 253
14.1 Two-Date Binomial Pricing 253
14.2 State Prices 254
14.3 Multiperiod Binomial Model 256
14.4 Pricing American Options Using the Binomial Pricing Model 262
14.5 Programming the Binomial Option-Pricing Model in VBA 264
14.6 American Put Pricing 266
14.7 The Convergence of the Binomial Option-Pricing Model
to the Black-Scholes Price 270
14.8 Using the Binomial Model to Price Nonstandard Options:
An Example 271
Exercises 273
15 The Lognormal Distribution 277
15.1 Introduction 277
15.2 What Do Stock Prices Look Like? 278
15.3 Lognormal Price Distributions and Geometric Diffusions 282
15.4 What Does the Lognormal Distribution Look Like? 285
15.5 Simulating Lognormal Price Paths 288
15.6 Technical Analysis 291
15.7 Calculating the Parameters of the Lognormal Distribution
from Stock Prices 293
Exercises 295
16 The Black-Scholes Model 297
16.1 Introduction 297
16.2 The Black-Scholes Model 297
16.3 Using VBA to Define a Black-Scholes Pricing Function 299
16.4 Calculating the Implied Volatility 300
16.5 A VBA Function to Find the Implied Variance 302
16.6 Bang for the Buck with Options 304
Exercises 307
17 Portfolio Insurance 311
17.1 Introduction: Insuring Stock Returns 311
17.2 Portfolio Insurance on More Complicated Assets 312
17.3 An Example 314
17.4 Some Properties of Portfolio Insurance 317
Contents
17.5 What Do Portfolio Insurance Strategies Look Like? A Simulation 319
17.6 Insuring Total Portfolio Returns 322
17.7 Implicit Puts and Asset Values 326
Exercises 327
18 Real Options 329
18.1 An Introduction 329
18.2 A Simple Example of the Option to Expand 330
18.3 The Abandonment Option 333
18.4 Valuing the Abandonment Option as a Series of Puts 338
18.5 Conclusion 341
Exercises 341
19 Early Exercise Boundaries 343
19.1 Introduction 343
19.2 Why Would You Want to Exercise a Put Early? 343
19.3 The Early Exercise Boundary for Puts 345
19.4 A VBA Program to Find the Put Early Exercise Boundary 347
19.5 A Note on Dividend-Equivalent Price Processes 350
19.6 Early Exercise of American Calls: A Numerical Example 352
19.7 A VBA Program for the Call Early Exercise Boundary
with Dividends 354
Exercises 357
Appendix: Proof 358
IV Bonds and Duration 361
20 Duration 363
20.1 Introduction 363
20.2 Two Examples 363
20.3 What Does Duration Mean? 366
20.4 Duration Patterns 369
20.5 The Duration of a Bond with Uneven Payments 370
20.6 Nonflat Term Structures and Duration 376
Exercises 378
21 Immunization Strategies 381
21.1 Introduction 381
Contents
21.2 A Basic Simple Model of Immunization 381
21.3 A Numerical Example 383
21.4 Convexity: A Continuation of Our Immunization Experiment 387
21.5 Building a Better Mousetrap 389
Exercises 391
22 Modeling the Term Structure 393
22.1 Introduction 393
22.2 Polynomial Regressions 393
22.3 What Happens to the Coefficients over Time? 396
22.4 Academic Term-Structure Models 398
23 Calculating Default-Adjusted Expected Bond Returns 401
23.1 Introduction 401
23.2 Calculating the Expected Return in a One-Period Framework 403
23.3 A Multiperiod, Multistate Markov Chain Problem 404
23.4 A Numerical Example 408
23.5 Transition Matrices and Recovery Percentages:
What Do We Know? 410
23.6 Adjusting the Expected Return for Uneven Periods 413
23.7 Computing Bond Betas 414
Exercises 415
24 Duration and the Cheapest-to-Deliver Problem for Treasury
Bond Futures Contracts 417
24.1 Introduction 417
24.2 A General Model of the CTD 417
24.3 The Extremal Coupon as a General Solution for the CTD 419
24.4 Choosing the Optimal Maturity for CTD :
The Case of Flat Term Structure 419
24.5 Using Excel to Plot the CTD and Duration 421
24.6 Conclusion 427
V Technical Considerations 429
25 Random Numbers 431
25.1 Introduction 431
25.2 Testing the Excel Random-Number Generator 432
xii Contents
25.3 Generating Normally Distributed Random Numbers 436
Exercises 441
26 Data Tables 443
26.1 Introduction 443
26.2 An Example 443
26.3 Setting Up a Data Table 444
26.4 Building a Two-Dimensional Data Table 445
26.5 An Aesthetic Note: Hiding the Formula Cells 447
26.6 Excel Data Tables Are Arrays 448
Exercises 448
27 Matrices 449
27.1 Introduction 449
27.2 Matrix Operations 450
27.3 Matrix Inverses 453
27.4 Solving Systems of Simultaneous Linear Equations 454
Exercises 456
28 The Gauss-Seidel Method 457
28.1 Overview 457
28.2 A Simple Example 457
28.3 A More Concise Solution 458
28.4 Conclusion 459
Exercise 459
29 Excel Functions 461
29.1 Introduction 461
29.2 Financial Functions 461
29.3 Array Functions 465
29.4 Statistical Functions 469
29.5 Doing Regressions with Excel 471
29.6 Conditional Functions 475
29.7 Large( ) and Rank( ), Percentile( ), and Percentrank( ) 476
30 Some Excel Hints 479
30.1 Introduction 479
xiii Contents
30.2 Fast Copy: Filling in Data Next to Filled-In Column 479
30.3 Multiline Cells 480
30.4 Test Functions in Excel 481
30.5 Graph Titles That Update 481
30.6 Putting Greek Symbols in Cells 484
30.7 Superscripts and Subscripts 485
30.8 Named Cells 486
30.9 Hiding Cells 487
VI Introduction to Visual Basic for Applications 491
31 User-Defined Functions with Visual Basic for Applications 493
31.1 Overview 493
31.2 Using the VBA Editor to Build a User-Defined Function 493
31.3 Providing Help for User-Defined Functions
in the Function Wizard 496
31.4 Fixing Mistakes in VBA 499
31.5 Conditional Execution: Using If Statements in VBA Functions 502
31.6 The Select Case Statement 506
31.7 Using Excel Functions in VBA 509
31.8 Using User-Defined Functions in User-Defined Functions 510
Exercises 512
Appendix: Cell Errors in Excel and VBA 516
32 Types and Loops 519
32.1 Introduction 519
32.2 Using Types 519
32.3 Variables and Variable Types 521
32.4 The Boolean and Comparison Operators 525
32.5 Loops 527
Exercises 535
33 Macros and User Interaction 539
33.1 Introduction 539
33.2 Macro Subroutines 539
33.3 User Output and the MsgBox Function 544
33.4 User Input and the InputBox Function 547
33.5 Modules 549
Exercises 551
Contents
34 Arrays 557
34.1 Introduction 557
34.2 Simple Arrays 557
34.3 Multidimensional Arrays 561
34.4 Dynamic Arrays and the ReDim Statement 563
34.5 Array Assignment 569
34.6 Variants Containing an Array 571
34.7 Arrays as Parameters to Functions 573
Exercises 579
35 Objects 581
35.1 Introduction 581
35.2 Worksheet Objects: An Introduction 581
35.3 The Range Object 583
35.4 The With Statement 587
35.5 Collections 588
35.6 Names 593
35.7 Using the Object Browser 595
Exercises 597
Appendix: Excel Object Hierarchy 601
References 603
Index 611
|
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| spelling | Benninga, Simon Verfasser aut Financial modeling Simon Benninga. With a section on Visual Basic for Applications by Benjamin Czaczkes 2. ed., 2. print. Cambridge, Mass. [u.a.] <<The>> MIT Press 2001 XIV, 622 S. graph. Darst. 1 CD-ROM (12 cm) txt rdacontent n rdamedia nc rdacarrier Uses Excel Mathematisches Modell Finance Mathematical models Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Finanzierung (DE-588)4017182-6 gnd rswk-swf CD-ROM (DE-588)4139307-7 gnd rswk-swf Finanzierung (DE-588)4017182-6 s Mathematisches Modell (DE-588)4114528-8 s DE-604 CD-ROM (DE-588)4139307-7 s Czaczkes, Benjamin Verfasser aut HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009680852&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Benninga, Simon Czaczkes, Benjamin Financial modeling Mathematisches Modell Finance Mathematical models Mathematisches Modell (DE-588)4114528-8 gnd Finanzierung (DE-588)4017182-6 gnd CD-ROM (DE-588)4139307-7 gnd |
| subject_GND | (DE-588)4114528-8 (DE-588)4017182-6 (DE-588)4139307-7 |
| title | Financial modeling |
| title_auth | Financial modeling |
| title_exact_search | Financial modeling |
| title_full | Financial modeling Simon Benninga. With a section on Visual Basic for Applications by Benjamin Czaczkes |
| title_fullStr | Financial modeling Simon Benninga. With a section on Visual Basic for Applications by Benjamin Czaczkes |
| title_full_unstemmed | Financial modeling Simon Benninga. With a section on Visual Basic for Applications by Benjamin Czaczkes |
| title_short | Financial modeling |
| title_sort | financial modeling |
| topic | Mathematisches Modell Finance Mathematical models Mathematisches Modell (DE-588)4114528-8 gnd Finanzierung (DE-588)4017182-6 gnd CD-ROM (DE-588)4139307-7 gnd |
| topic_facet | Mathematisches Modell Finance Mathematical models Finanzierung CD-ROM |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009680852&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT benningasimon financialmodeling AT czaczkesbenjamin financialmodeling |