Financial Modeling, 5/e (Hardcover)
暫譯: 財務模型，第5版 (精裝本)

Benninga, Simon, Mofkadi, Tal

Financial Modeling, 5/e (Hardcover)
  • 出版商: Summit Valley Press
  • 出版日期: 2022-02-01
  • 售價: $5,030
  • 貴賓價: 9.5 折 $4,779
  • 語言: 英文
  • 頁數: 1048
  • 裝訂: Hardcover - also called cloth, retail trade, or trade
  • ISBN: 0262046423
  • ISBN-13: 9780262046428

    • 海外代購書籍(需單獨結帳)

商品描述

A substantially updated new edition of the essential text on financial modeling, with revised material, new data, and implementations shown in Excel, R, and Python.

Financial Modeling has become the gold-standard text in its field, an essential guide for students, researchers, and practitioners that provides the computational tools needed for modeling finance fundamentals. This fifth edition has been substantially updated but maintains the straightforward, hands-on approach, with an optimal mix of explanation and implementation, that made the previous editions so popular. Using detailed Excel spreadsheets, it explains basic and advanced models in the areas of corporate finance, portfolio management, options, and bonds. This new edition offers revised material on valuation, second-order and third-order Greeks for options, value at risk (VaR), Monte Carlo methods, and implementation in R. The examples and implementation use up-to-date and relevant data.

Parts I to V cover corporate finance topics, bond and yield curve models, portfolio theory, options and derivatives, and Monte Carlo methods and their implementation in finance. Parts VI and VII treat technical topics, with part VI covering Excel and R issues and part VII (now on the book's auxiliary website) covering Excel's programming language, Visual Basic for Applications (VBA), and Python implementations. Knowledge of technical chapters on VBA and R is not necessary for understanding the material in the first five parts. The book is suitable for use in advanced finance classes that emphasize the need to combine modeling skills with a deeper knowledge of the underlying financial models.

商品描述(中文翻譯)

這本關於財務模型的基本文本已經進行了大幅更新，包含修訂的內容、新的數據，以及在 Excel、R 和 Python 中的實作示範。

財務模型已成為該領域的黃金標準文本，是學生、研究人員和實務工作者的必備指南，提供建模財務基本原則所需的計算工具。本書的第五版已進行了大幅更新，但仍然保持了簡單明瞭、實作導向的方法，並在解釋與實作之間達到最佳平衡，使得前幾版廣受歡迎。透過詳細的 Excel 試算表，本書解釋了企業財務、投資組合管理、選擇權和債券等領域的基本和進階模型。這一新版提供了有關估值、選擇權的二階和三階希臘字母、風險價值 (VaR)、蒙地卡羅方法及其在 R 中的實作的修訂內容。示例和實作使用了最新且相關的數據。

第一至第五部分涵蓋企業財務主題、債券和收益曲線模型、投資組合理論、選擇權和衍生品，以及蒙地卡羅方法及其在財務中的實作。第六和第七部分處理技術主題，第六部分涵蓋 Excel 和 R 的問題，第七部分（現在在本書的輔助網站上）涵蓋 Excel 的程式語言 Visual Basic for Applications (VBA) 和 Python 的實作。理解前五部分的內容不需要具備 VBA 和 R 的技術章節知識。本書適合用於強調將建模技能與對基礎財務模型的深入了解相結合的高級財務課程。

作者簡介

The late Simon Benninga was 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. Tal Mofkadi is Professor in the School of Finance in the Faculty of Management at Tel Aviv University, University of Amsterdam, and Nagoya University of Business and Commerce, and the managing partner of a Numerics, financial consultancy firm.

作者簡介(中文翻譯)

已故的Simon Benninga是特拉維夫大學管理學院的金融學教授及Sofaer國際MBA計畫的主任。多年來，他擔任賓夕法尼亞大學沃頓商學院的客座教授。Tal Mofkadi是特拉維夫大學管理學院金融學系的教授，同時也是阿姆斯特丹大學和名古屋商科大學的教授，以及一家名為Numerics的金融諮詢公司的管理合夥人。

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