Spreadsheet Modeling in the Fundamentals of Corporate Finance

by Holden, Craig W.

• ISBN13: 9780130879493
• ISBN10: 0130879495
• Edition: CD
• Format: Paperback
• Copyright: 2002-03-01
• Publisher: PRENTICE HALL

Summary

For undergraduate courses in corporate finance. Spreadsheet Modeling in the Fundamentals of Corporate Finance teaches students how to build financial models in Excel. This book and CD provides step-by-step instructions so that students can build models themselves (active learning), rather than handing students canned templates (passive learning). The spreadsheet models progress from simple examples to practical, real-world applications. They span nearly all of the quantitative models in the fundamentals of corporate finance. The basic philosophy of this product is If they build it, they will learn!

Table of Contents

Preface

Part 1 Time Value of Money

Single Cash Flow

Present Value

Future Value

Problems

Annuity

Present Value

Future Value

System of Four Annuity Variables

Problems

Net Present Value

Constant Discount Rate

General Discount Rate

Problems

Real and Inflation

Constant Discount Rate

General Discount Rate

Problems

Loan Amortization

Basics

Sensitivity Analysis

Problems

Part 2 Valuation

Bond Valuation

Basics

By Yield To Maturity

System Of Five Bond Variables

Dynamic Chart

Problems

Stock Valuation

Two Stage

Dynamic Chart

Problems

U.S. Yield Curve Dynamics

Dynamic Chart

Problems

Part 3 Capital Budgeting

Project NPV

Basics

Forecasting Cash Flows

Working Capital

Sensitivity Analysis

Problems

Break-Even Analysis

Based On Accounting Profit

Based On NPV

Problems

Part 4 Financial Planning

Corporate Financial Planning

Actual

Forecast

Cash Flow

Ratios

Sensitivity

Full-Scale Real Data

Problems

Life-Cycle Financial Planning

Basics

Problems

Part 5 Options and Corporate Finance

Binomial Option Pricing

Single Period

Multi-Period

Risk Neutral

Full-Scale Real Data

Problems

Black Scholes Option Pricing

Basics

Dynamic Chart

Continuous Dividend

Implied Volatility

Problems

Real Options

Using Black-Scholes

Using The Binomial Model

Sensitivity to Standard Deviation

Problems