Description
I Corporate Finance (pg. 13)
1 Basic Financial Analysis (pg. 15)
2 Corporate Valuation Overview (pg. 53)
3 Calculating the Weighted Average Cost of Capital (WACC) (pg. 73)
4 Pro Forma Analysis (pg. 111)
5 Building a Pro Forma Model: The Case of Merck (pg. 145)
6 Financial Analysis of Leasing (pg. 161)
II Bonds (pg. 177)
7 Bond’s Duration (pg. 179)
8 Modeling the Term Structure (pg. 207)
9 Calculating Default-Adjusted Expected Bond Returns (pg. 231)
III Portfolio Theory (pg. 253)
10 Portfolio Models – Introduction (pg. 255)
11 Efficient Portfolios and the Efficient Frontier (pg. 287)
12 Calculating the Variance-Covariance Matrix (pg. 337)
13 Estimating Betas and the Security Market Line (pg. 357)
14 Event Studies (pg. 377)
15 The Black-Litterman Approach to Portfolio Optimization (pg. 405)
IV Options (pg. 435)
16 Introduction to Options (pg. 437)
17 The Binomial Option Pricing Model (pg. 459)
18 The Black-Scholes Model (pg. 499)
19 Option Greeks (pg. 537)
20 Real Options (pg. 569)
V Monte Carlo Methods (pg. 591)
21 Generating and Using Random Numbers (pg. 593)
22 An Introductin to Monte Carlo Methods (pg. 639)
23 Simulating Stock Prices (pg. 661)
24 Monte Carlo Simulations for Investments (pg. 689)
25 Value at Risk (VaR) (pg. 715)
26 Replicating Options and Option Strategies (pg. 733)
27 Using Monte Carlo Methods for Option Pricing (pg. 765)
VI Technical (pg. 829)
28 Data Tables (pg. 831)
29 Matrices (pg. 849)
30 Excel Functions (pg. 859)
31 Array Functions (pg. 905)
32 Some Excel Hints (pg. 919)
33 Essentials of R Programming (pg. 951)
