Simon Benninga

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Financial Modeling The third edition of Financial Modeling is out. Financial Modeling presents important models in finance and shows how they can be solved numerically and/or simulated using Excel. The new edition contains much additional material, including chapters on Black-Litterman, Monte Carlo simulations, and event studies. Click here for more information.
Principles of Finance with Excel An introduction to finance, with all basic applications and techniques illustrated and explained using Excel. Published by Oxford University Press at the end of 2005. Two of the chapters are downloadable.
Corporate Finance: A Valuation Approach This is a hands-on, integrated approach to corporate valuation co-authored with Oded Sarig. Additional materials related to this book are on a separate page. These materials include a syllabus and sample exams for a course based on the book. There are also lecture slides for most of the chapters.
Financial Engineering Most of these papers use Mathematica. There are 8 downloadable papers on Mathematica applications to derivatives and term structure models, 6 are joint with Zvi Wiener, and 2 of the papers are by Markus Leippold and Zvi Wiener. Also on this page: Includes a recent paper on numeraire methods (Journal of Derivatives) by Benninga-Björk-Wiener.
On 19 – 21 May I will be giving a short course on financial modeling in the Dominican Republic. Click here for more details.
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