1.

Record Nr.

UNINA9910463454603321

Autore

Helbæk Morten

Titolo

Financial modelling and asset valuation with Excel / / Morten Helbæk, Ragnar Løvaas and Jon Mjølhus

Pubbl/distr/stampa

London ; ; New York : , : Routledge, , 2013

ISBN

1-134-62027-6

0-415-63058-4

1-134-62020-9

0-203-36288-8

Edizione

[1st edition]

Descrizione fisica

1 online resource (447 p.)

Altri autori (Persone)

LøvaasRagnar <1950->

MjølhusJon

Disciplina

332.0285/554

Soggetti

Finance - Mathematical models - Computer programs

Electronic books.

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Includes index.

Nota di contenuto

Excel -- Getting started -- Formulas and functions -- Charts and tables -- What-if analysis -- Data analysis -- Basic finance -- Time value of money -- Investments -- Risk and portfolio models -- Valuation -- Valuation of investments and projects -- Real estate -- Bonds -- Stocks -- Options -- Simulations -- Monte Carlo simulations -- VBA -- Visual basic for applications -- Programming in VBA -- Control structures -- Working with VBA -- Procedures -- Arrays -- Userforms.

Sommario/riassunto

Finance is Excel! This book takes you straight into the fascinating world of Excel, the powerful tool for number crunching. In a clear cut language it amalgamates financial theory with Excel providing you with the skills you need to build financial models for private or professional use. A comprehensive knowledge of modeling in Excel is becoming increasingly important in a competitive labour market. The chapters in part one start with the most basic Excel topics such as cell addresses, workbooks, basic formulas, etc. These chapters get more advanced through part one, and takes you in the end to topics such as array formulas, data tables, pivot tables, etc.  The other parts of the book



discusses a variety of subjects such as net present value, internal rate of return, risk, portfolio theory, CAPM, VaR, project valuation, asset valuation, firm valuation, loan, leasing, stocks, bonds, options, simulation, sensitivity analysis, etc.

2.

Record Nr.

UNINA9910783382603321

Autore

Dempe Stephan

Titolo

Foundations of Bilevel Programming [[electronic resource] /] / by Stephan Dempe

Pubbl/distr/stampa

Boston, MA : , : Springer US, , 2002

ISBN

0-306-48045-X

Descrizione fisica

1 online resource (VIII, 309 p.)

Collana

Nonconvex Optimization and Its Applications, , 1571-568X ; ; 61

Classificazione

90C30

34-01

Disciplina

515.64

Soggetti

Mathematics

Operations research

Decision making

Mathematical optimization

Calculus of variations

Calculus of Variations and Optimal Control; Optimization

Operation Research/Decision Theory

Optimization

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Nota di contenuto

Applications -- Linear Bilevel Problems -- Parametric Optimization -- Optimality Conditions -- Solution Algorithms -- Nonunique Lower Level Solution -- Discrete Bilevel Problems.

Sommario/riassunto

Bilevel programming problems are hierarchical optimization problems where the constraints of one problem (the so-called upper level problem) are defined in part by a second parametric optimization problem (the lower level problem). If the lower level problem has a unique optimal solution for all parameter values, this problem is equivalent to a one-level optimization problem having an implicitly



defined objective function. Special emphasize in the book is on problems having non-unique lower level optimal solutions, the optimistic (or weak) and the pessimistic (or strong) approaches are discussed. The book starts with the required results in parametric nonlinear optimization. This is followed by the main theoretical results including necessary and sufficient optimality conditions and solution algorithms for bilevel problems. Stationarity conditions can be applied to the lower level problem to transform the optimistic bilevel programming problem into a one-level problem. Properties of the resulting problem are highlighted and its relation to the bilevel problem is investigated. Stability properties, numerical complexity, and problems having additional integrality conditions on the variables are also discussed. Audience: Applied mathematicians and economists working in optimization, operations research, and economic modelling. Students interested in optimization will also find this book useful.