Financial ModelingThe 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 herefor more information.
of Finance with ExcelAn 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 ApproachThis 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.
19 – 21 May I will be giving a short course on financial modeling in the
Dominican Republic.Click here for more details.