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Numerical Techniques in Finance

Author

Listed:
  • Simon Benninga

    (Tel Aviv University)

Abstract

Numerical Techniques in Finance is an innovative book that shows how to create, and how to solve problems in a wide variety of complex financial models. All the models are set up using Lotus 1-2-3; some of the advanced models also make use of Lotus macros. Using the models set out in the book, students and practicing professionals will be able to enhance their evaluative and planning skills. Each of the models is preceded by an explanation of the underlying financial theory. Exercises are provided to help the reader utilize the models to create new individualized applications. Numerical Techniques in Finance covers standard financial models in the areas of corporate finance, financial statement simulation, portfolio problems, options, portfolio insurance, duration, and immunization. A separate section of the book reviews the relevant mathematical and Lotus 1-2-3 techniques. Each of the book's five parts begins with a succinct overview.

Suggested Citation

  • Simon Benninga, 1989. "Numerical Techniques in Finance," MIT Press Books, The MIT Press, edition 1, volume 1, number 0262521415, December.
    • Handle: RePEc:mtp:titles:0262521415
    as

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    Citations

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    Cited by:

    1. A. Sanchez & Diego Martinez, 2011. "Optimization in Non-Standard Problems. An Application to the Provision of Public Inputs," Computational Economics, Springer;Society for Computational Economics, vol. 37(1), pages 13-38, January.
    2. Yoram Landskroner & David Ruthenberg & David Zaken, 2005. "Diversification and Performance in Banking: The Israeli Case," Journal of Financial Services Research, Springer;Western Finance Association, vol. 27(1), pages 27-49, February.
    3. Nobuya Takezawa & Noriyoshi Shiraishi, 1998. "A Note on the Term Structure of Implied Volatilities for the Yen/U.S. Dollar Currency Option," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 5(3), pages 227-236, November.
    4. Chamorro, Jose M. & Perez de Villarreal, Jose M., 2000. "Mutual fund evaluation: a portfolio insurance approach: A heuristic application in Spain," Insurance: Mathematics and Economics, Elsevier, vol. 27(1), pages 83-104, August.
    5. Hovick Shahnazarian, 2011. "A dynamic micro-econometric simulation model for firms," International Journal of Microsimulation, International Microsimulation Association, vol. 4(1), pages 2-20.
    6. A. Jesus Sanchez Fuentes & Diego Martinez Lopez, 2006. "A new approach to solve non-regular constrained optimization problems. An application to optimal provision of public inputs," Working Papers 06.35, Universidad Pablo de Olavide, Department of Economics.

    More about this item

    Keywords

    financial models; corporate finance; financial statement simulation; portfolio problems; options; portfolio insurance; duration; immunization;
    All these keywords.

    JEL classification:

    • C0 - Mathematical and Quantitative Methods - - General
    • G0 - Financial Economics - - General

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