Corporate and project finance modeling : theory and practice /

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Bodmer, E. (Edward) (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Hoboken, New Jersey : Wiley, [2015]
Temas:
Valuation > Mathematical models.
Finance > Mathematical models.
Financial risk > Mathematical models.
Évaluation > Modèles mathématiques.
Finances > Modèles mathématiques.
Risque financier > Modèles mathématiques.
BUSINESS & ECONOMICS > Industrial Management.
BUSINESS & ECONOMICS > Management.
BUSINESS & ECONOMICS > Management Science.
BUSINESS & ECONOMICS > Organizational Behavior.
Finance > Mathematical models
Valuation > Mathematical models
Acceso en línea:Texto completo (Requiere registro previo con correo institucional)

MARC

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100 1 |a Bodmer, E.  |q (Edward),  |e author. 
245 1 0 |a Corporate and project finance modeling :  |b theory and practice /  |c Edward Bodmer. 
264 1 |a Hoboken, New Jersey :  |b Wiley,  |c [2015] 
300 |a 1 online resource (xxiii, 600 pages) :  |b illustrations (some color) 
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500 |a Includes index. 
588 0 |a Online resource; title from digital title page (viewed on December 8, 2014). 
505 0 0 |g Machine generated contents note:  |g ch. 1  |t Financial Modeling and Valuation Nightmares: Problems That Financial Models Cannot Solve --  |g ch. 2  |t Becoming a Black Belt Modeler --  |g ch. 3  |t General Model Objectives of Structuring Transactions, Risk Analysis, and Valuation --  |g ch. 4  |t The Structure of Alternative Financial Models --  |t Structure of a Corporate Model: Incorporating History and Deriving Forecasts from Historical Analysis --  |t Use of the INDEX Function in Corporate Models --  |t Easing the Pain of Acquiring PDF Data --  |t Structure of a Project Finance Model That Accounts for Different Risks in Different Phases over the Life of a Project --  |t Reconciliation of Internal Rate of Return in Project Finance with Return on Investment in Corporate Finance --  |t Structure of an Acquisition Model: Alternative Transaction Prices and Financing Terms --  |t Structure of an Integrated Merger Model: Forecasting Earnings per Share --  |g ch. 5  |t Avoiding Bad Programming Practices and Creating Effective Auditing Processes --  |t How to Make Financial Models More Efficient and Accurate --  |g ch. 6  |t Developing and Efficiently Organizing Assumptions --  |t Assumptions in Demand-Driven Models versus Supply-Driven Models: The Danger of Overcapacity in an Industry --  |t Creating a Flexible Input Structure for Model Assumptions --  |t Alternative Input Structures for Project Finance and Corporate Finance Models --  |t Setting Up Inputs with Code Numbers and the INDEX Function --  |g ch. 7  |t Structuring Time Lines --  |t Timing in Corporate Finance Models: Distinguishing the Historical Period, Explicit Period, and Terminal Period --  |t Development to Decommissioning: Phases in the Life of a Project Finance Model --  |t Timing in Acquisition Models: Separating the Transaction Period, the Holding Period, and the Exit Period --  |t Structuring a Time Line to Measure History, Explicit Periods, and Terminal Periods in Corporate Models and Risk Phases in Project Finance Models --  |t Computing Start of Period and End of Period Dates --  |t TRUE and FALSE Switches in Modeling Time Periods --  |t Computing the Age of a Project in Years on a Monthly, Quarterly, or Semiannual Basis --  |t The Magic of a HISTORIC Switch in a Corporate Model --  |t Transferring Data from a Corporate Model to an Acquisition Model Using MATCH and INDEX Functions --  |g ch. 8  |t Projecting Revenues, Expenses, and Capital Expenditures to Derive Pretax Cash Flow --  |t Transparent Calculations of Pretax Cash Flow --  |t Inflation and Growth Rates in Calculations of Pretax Cash Flow --  |t Valuation Analysis from Prefinancing, Pretax Cash Flow --  |g ch. 9  |t Moving from Pretax Cash Flow to After-Tax Free Cash Flow --  |t Working Capital Analysis --  |t Problems in Computing Depreciation Expense in Corporate Models Involving Asset Retirements --  |t Portfolios of Assets with a Vintage Process --  |t Accounting for Asset Retirements in Corporate Models --  |t Alternative Methods for Deriving Retirements Associated with Existing Assets in Corporate Models --  |t Depreciation Issues in Project Finance Models --  |t Modeling the Change in Deferred Taxes in Corporate Models --  |t Adjusting the Tax Basis in an Acquisition --  |g ch. 10  |t Adding Debt to a Corporate or Project Finance Model by Programming Cash Flow Waterfalls --  |t Adding the Debt Schedule to a Financial Model --  |t Modeling Scheduled Debt Repayments --  |t Connecting Debt to Cash Flow in Corporate Models --  |t With a Structured Process, You Can Model Any Cash Flow Waterfall --  |t Defaults on Debt and Measuring the Debt Internal Rate of Return --  |t Assessing Risk and Return Characteristics of Subordinated Debt --  |g ch. 11  |t Alternative Calculations of Equity Distributions --  |t Modeling Dividend Distributions --  |t Computing a Target Capital Structure through Simulating New Equity Issues and Buybacks --  |g ch. 12  |t Putting Together Financial Statements and Calculating Income Taxes --  |t Computation of Taxes Paid and Taxes Deferred --  |t Cash Flow Statement and Balance Sheet --  |g ch. 13  |t Risk Assessment: The Centerpiece of All Valuation, Contracting, and Credit Issues in Finance --  |t Six Alternative Ways to Assess the Risk of a Company, a Project, or a Contract --  |t Using Direct Risk Assessment to Measure Cash Flow and Financial Ratios --  |g ch. 14  |t Defining, Describing, and Assessing Risk in a Risk Allocation Matrix --  |g ch. 15  |t Presentation of Risk Analysis through Adding Sensitivity Analysis to Financial Models --  |t Setting Up Data for Making Graphs by Converting Periodic Data into Annual, Semiannual, or Quarterly Data --  |t Using the INDIRECT Function to Automate Conversion to Time Period Data --  |t Making Flexible Graphs for Sensitivity Analysis --  |g ch. 16  |t Using Financial Models to Establish Break-Even Points for Key Input Variables with Data Tables --  |t Establishing Break-Even Criteria When Analyzing Financial Models --  |t Mechanics of Using Data Tables to Compute Break-Even Points Automatically --  |t Creating Data Tables Using VBA Instead of the Data Table Tool --  |t Summary of Break-Even Analysis --  |g ch. 17  |t Constructing Flexible Scenario Analysis for Risk Assessment --  |t Mechanics of Scenario Analysis --  |t Using VBA Code to Create a Scenario Analysis --  |t Getting the Best of Both Worlds: Creating a Special Custom Scenario That Allows Use of Spinner Buttons and Drop-Down Boxes --  |g ch. 18  |t Generating Tornado Diagrams, Spider Charts, and Waterfall Graphs --  |t Tornado Diagrams That Display Which Variables Have the Largest Effect on Value and Which Variables Have the Least Effect on an Output Variable --  |t Creating a Tornado Diagram by Extending Scenario Analysis --  |t Creating a Tornado Diagram Using a Two-Way Data Table --  |t Spider Diagrams That Illustrate How Each Range in Input Variables Affects an Output Variable --  |t How to Create a Spider Diagram Using a Two-Way Data Table --  |t Presenting Sensitivity Analysis with a Waterfall Chart --  |g ch. 19  |t Adding Probabilistic Risk Analysis and Time Series Equations to Financial Models --  |t Definition of Some Terms for Adding Stochastic Analysis to Your Financial Models --  |t Using Probability Distributions with Spreadsheet Functions Rather Than Equations with Greek Letters --  |g ch. 20  |t Taking the Mystery out of Applying Time Series Analysis and Monte Carlo Simulation in Financial Models --  |t Step-by-Step Procedure to Incorporate a Monte Carlo Simulation into Your Models --  |g ch. 21  |t Constructing Probability Distributions with Trends, Mean Reversion, Price Boundaries, and Correlations among Variables --  |t Starting Point for Developing Time Series Equations- Brownian Motion and Normal Distributions --  |t Testing the Assumption That Input Variables Are Normally Distributed --  |t Price Boundaries and Short-Run Marginal Cost --  |t Mean Reversion and Long-Run Equilibrium Analysis --  |t Modeling Correlations among Variables in Time Series Equations --  |g ch. 22  |t The Difficult Problem of Estimating Volatility, Mean Reversion, Time Trends, Correlations, and Price Boundaries from Historical Data or Market Data --  |t Calculation of Volatility from a Random Walk Process --  |t Attempting to Measure the Presence of Mean Reversion in Historical Data --  |t Attempting to Measure the Presence of Mean Reversion by Evaluating Changes in Periodic Volatility --  |t Risk Analysis Summary --  |g ch. 23  |t Overview of Issues When Computing Normalized Cash Flow and Terminal Value --  |g ch. 24  |t Computing the Return on Invested Capital for Historical and Projected Periods in Corporate Models --  |t Working with a Free Cash Flow Perspective, an Equity Cash Flow Perspective, or Both in Computing Financial Ratios --  |t Presenting Return on Invested Capital in Financial Models --  |g ch. 25  |t Calculation of Invested Capital --  |t Dissecting the Financial Structure of a Corporation to Understand the Bridge from Enterprise Value to Equity Value --  |t Drawing an Imaginary Line underneath EBIT to Understand the Financial Structure of a Corporation --  |t Constructing a Long-Term Model to Create Proof of Corporate Finance Concepts --  |g ch. 26  |t Complex Items in Balance Sheet Analysis: Deferred Taxes, Operating Cash, and Derivative Assets --  |t Treatment of Accumulated Deferred Taxes Arising from Depreciation --  |t Classification of Operating Cash That Produces Interest Income below the EBITDA Line --  |t Treatment of Derivative Assets and Liabilities Depending on How Derivatives Affect EBITDA --  |g ch.  
505 0 0 |t 27  |t Four General Terminal Value Methods --  |t Method 1: Stable Growth Using the (1+ g)/(WACC -- g) Formula --  |t Method 2: Value Driver Method-Incorporating the Return Relative to Cost of Capital in Terminal Value --  |t Method 3: Use of Multiples from Comparative Analysis --  |t Method 4: Derived Multiple Formula --  |g ch. 28  |t Terminal Value and Philosophy: Company Growth Rates and Overall Economic Growth --  |t Computing Transition Periods Using Compound Growth Rates and Switch Variables --  |t Computing Explicit Period Cash Flow and Terminal Value with Different Starting and Ending Points --  |t Computing Value with Changing Weighted Average Cost of Capital and a Midyear Convention --  |g ch. 29  |t Normalizing Terminal Year Cash Flows for Stable Working Capital Investment --  |t Effect of Changes in Growth on Working Capital Investment, Capital Expenditures, Depreciation, and Deferred Taxes --  |t Developing a Simple Equation for Normalizing Working Capital --  |t Incorporating Terminal Period Normalized Cash Flow in a Corporate Model --  |g ch. 30  |t Relationship of Growth, Capital Expenditures, Depreciation, and Return on Investment --  |t The Long-Term Stable Ratio of Capital Expenditures to Depreciation and the Ratio of Depreciation Expense to Net Plant --  |t Computing the Ratio of Capital Expenditures to Depreciation When Historical Growth Differs from Prospective Growth --  |t Computing the Ratio of Capital Expenditures to Depreciation --  |t Implementing the Stable Ratio of Capital Expenditures to Depreciation in Valuation Analysis --  |g ch. 31  |t Computing Normalized Deferred Tax Changes. 
505 0 0 |g Note continued:  |t Stable Ratio of Deferred Tax to Capital Expenditure without Change in Growth Rate --  |t Normalized Deferred Tax with Change in Growth Rate --  |g ch. 32  |t Terminal Value and the Ability of a Company to Earn Returns above the Cost of Capital --  |t The Myth of Convergence of Return on Capital to Cost of Capital --  |g ch. 33  |t Errors and Distortions in Applying the Value Driver Formula --  |t Deriving the Value Driver Formula for the Price/Earnings Ratio and Equity Value --  |t Deriving Implicit Assumptions about the Progression of the Incremental Return on Equity in the Equity-Based Value Driver Formula --  |t Deriving the Value Driver Formula Using the Return on Invested Capital and the Weighted Average Cost of Capital --  |t Biases in the Value Driver Formula in a Case with Only Working Capital --  |t Problems of the Value Driver Formula When Invested Capital Includes Net Plant --  |g ch. 34  |t Computing Implied Price/Earnings Ratios for Use in Terminal Value Calculations --  |t Model for Deriving the P/E Ratio from Value Drivers --  |g ch. 35  |t Computing an Implied EV/EBITDA Ratio in Terminal Value Calculations --  |t Simulation Model to Derive Implied EV/EBITDA Ratio from Invested Capital with Constant Growth --  |t Function to Derive Implied EV/EBITDA Ratio --  |t Comprehensive Analysis to Derive Implied EV/EBITDA Ratio with Changing Growth, Deferred Taxes, and Working Capital --  |g ch. 36  |t Developing Value Drivers for P/E and EV/EBITDA Ratios with Benchmarking and Regression --  |t Benchmarking Multiples to Derive Cost of Capital --  |t Downloading Data for a Sample of Companies from the Internet into a Spreadsheet --  |t Running Regression Analysis on Financial Data --  |t Advanced Corporate Modeling Summary --  |g ch. 37  |t Resolving Circular References in Acquisition Models: Computing Interest Expense on the Average Balance of Debt --  |t Circular References and Use of Opening Balances in Annual Models --  |t Alternative Techniques for Solving Circular Reference Logic Problems in Financial Models --  |t Resolution of Circular References from a Cash Flow Sweep Using the Iteration Button --  |t Solving Circular References from Cash Sweeps with Goal Seek and Solver --  |t Solving Basic Circular References from Cash Sweeps with a Horrible Copy and Paste Macro --  |t Solving Circular References Related to a Cash Sweep Using Algebra --  |t Solving Circular References with Functions That Iterate around Equations That Cause the Problem --  |g ch. 38  |t Creating a Structured Cash Flow Process in a Corporate Model to Resolve Circular References --  |t Structuring a Corporate Model with a Cash Flow Waterfall --  |t Resolving Circular References in a Corporate Model Using an Iterative User-Defined Function --  |g ch. 39  |t Overview of Complex Project Finance Modeling Structuring Issues --  |t Difficult Project Finance Problems: Structuring versus Risk Analysis Elements of a Model --  |t Items in Project Finance Models That Cause Circularity --  |g ch. 40  |t Funding Techniques in Project Finance and the Associated Circular Reference Problems --  |t Case 1: No Circular Reference-Pro-Rata Funding, Interest Paid during Construction, and Debt Size from Cash Flow --  |t Case 2: Circular Reference from Pro-Rata Funding with Capitalized Interest or Debt Ratio Input --  |t Case 3: Pro-Rata Funding with Capitalized Fees --  |t Case 4: Cascade with Equity Funded before Debt That Can Be Solved with Backward Induction --  |t Case 5: Bond Financing in a Single Period --  |g ch. 41  |t Debt Sculpting in a Project Finance Model --  |t Sculpting Method 1: Use of Solver --  |t Sculpting Method 2: Goal Seek and Algebra --  |t Sculpting Method 3: Net Present Value of Target Debt Service --  |t Sculpting Method 4: Backward Induction --  |t Sculpting Approaches in Complex Cases with Taxes, Debt Service Reserve Accounts, and Interest Income --  |t Solving Difficult Sculpting Problems with User-Defined Functions --  |g ch. 42  |t Automating the Goal Seek Process for Annuity and Equal Installment Repayments --  |t Debt Sizing with Level Repayments or Annuity Repayments Using a Goal Seek Macro --  |t Computing Debt Size for Equal Installment Structuring with a User-Defined Function --  |t Computing Debt Size for Annuity Structure with User-Defined Function --  |g ch. 43  |t Modeling Debt Service Reserve Accounts --  |t Structuring the Debt Service Reserve Account in a Project Finance Model --  |t Avoiding Circular References in Funding Debt Service Reserve Accounts through Separating Construction Debt from Permanent Debt --  |t Avoiding Circular References Due to Cash Flow Sweeps and the Debt Service Reserve Account --  |g ch. 44  |t Modeling Maintenance Reserve Accounts --  |t MRA Case 1: Constant Maintenance Time Period Increments and Level Expenditures --  |t MRA Case 2: Constant Time Period Increments and Changing Expenditures --  |t MRA Case 3: Varying Time Period Increments and Changing Expenditures Using the MATCH Function --  |g ch. 45  |t Refinancing and Valuing a Project Given Risk Changes over the Life of a Project --  |t Computed Internal Rate of Return with Changes in Discount Rate over Project Life --  |t Effects of Refinancing on the Value of a Project --  |t Mechanics of Implementing Refinancing into a Project Finance Model --  |g ch. 46  |t Covenants and Cash Flow Sweeps in Project Finance Models --  |t Mechanics of Modeling Covenants and Cash Flow Sweeps --  |g ch. 47  |t Asset Portfolios, Progress Payments, and Lease Rolls in Real Estate Models --  |t Modeling a Single Real Estate Project --  |t Modeling Multiple Projects That Are Part of a Combined Portfolio with Percent of Time Function --  |t Modeling a Portfolio with the Index Function and Data Table Tools. 
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650 0 |a Finance  |x Mathematical models. 
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650 7 |a Finance  |x Mathematical models  |2 fast 
650 7 |a Valuation  |x Mathematical models  |2 fast 
776 0 8 |i Print version:  |a Bodmer, E. (Edward).  |t International valuation, modelling and project finance analysis.  |d Hoboken, New Jersey : Wiley, [2015]  |z 9781118854365  |w (DLC) 2014016731 
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