Continuing financial modelling /

Continuing financial modelling /

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Bibliographic Details
Author / Creator:Bastick, Liam, author.
Imprint:Melbourne, Australia : SumProduct Pty Limited, 2020.
Description:1 online resource
Language:English
Subject:
Finance -- Mathematical models.
Finance -- Mathematical models
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/13456958
Hidden Bibliographic Details
Varying Form of Title:Subtitle on cover: Working those optimal figures for the financial modelling industry
ISBN:9781615471546
1615471545
9781615470686
1615470689
Notes:Includes index.
Online resource; title from PDF title page (EBSCO, viewed September 10, 2020).
Other form:Print version: Bastick, Liam. Continuing Financial Modelling : Working Those Optimal Figures For the (Financial) Modelling Industry. Chicago : Holy Macro! Books, ©2020 9781615470686
Table of Contents:
  • Intro
  • _Hlk29216758
  • _Hlk29216925
  • _Hlk28597987
  • _Hlk28603126
  • _Hlk517716138
  • About the Author
  • Preface
  • Editor's notes
  • Downloadable Resources
  • Chapter 0: Not an Introduction, But a Continuation
  • Chapter 1: Recap
  • Chapter 1.1: Best Practice Concept
  • Chapter 1.2: Time Series Analysis
  • CHAPTER 1.3: FINANCIAL STATEMENT THEORY
  • CHAPTER 1.4: CONTROL ACCOUNTS
  • Chapter 2: What-If? Analysis
  • Chapter 2.1: Conditional Formulae
  • CHAPTER 2.2: OFFSET
  • CHAPTER 2.3: SCENARIO ANALYSIS
  • CHAPTER 2.4: DATA TABLES
  • CHAPTER 2.5: INDEX and MATCH
  • CHAPTER 2.6: USING TORNADO CHARTS FOR SENSITIVITY ANALYSIS
  • CHAPTER 2.7: SIMULATIONS ANALYSIS
  • CHAPTER 2.8: VARIANCE ANALYSIS
  • CHAPTER 2.9: BREAKEVEN ANALYSIS
  • Chapter 3: Forecasting Considerations
  • CHAPTER 3.1: SEASONAL / CYCLICAL FORECASTING
  • CHAPTER 3.2: REVISING FORECASTS
  • CHAPTER 3.3: PRO-RATING FORECASTS OVER TIME
  • CHAPTER 3.4: CHANGING PERIODICITIES
  • Aggregating Time Periods
  • CHAPTER 3.5: MODELLING HISTORICAL, ACTUAL AND FORECAST DATA
  • CHAPTER 3.6: ROLLING BUDGETS AND CHARTS
  • CHAPTER 3.7: FORECASTING MAXIMUM CASH REQUIRED
  • Chapter 4: Modelling Inventory
  • Chapter 5: Capital Expenditure
  • Chapter 6: Debt
  • CHAPTER 6.1: DEBT SCULPTING
  • CHAPTER 6.2: CALCULATING INTEREST RATES CORRECTLY
  • CHAPTER 6.3: USEFUL REPAYMENT FUNCTIONS AND FORMULAE
  • Chapter 7: Valuation Considerations
  • CHAPTER 7.1: DERIVING THE CORRECT CASH FLOW FOR DCF
  • CHAPTER 7.2: CONSIDERING DISCOUNT FACTORS
  • CHAPTER 7.3: COMMON DCF MODELLING ERRORS
  • CHAPTER 7.4: USING THE DIVIDEND DISCOUNT MODEL
  • CHAPTER 7.5: IRRELEVANT IRR
  • CHAPTER 7.6: MODIFIED INTERNAL RATE OF RETURN (MIRR)
  • CHAPTER 7.7: SMOOTHING CAPITAL EXPENDITURE
  • CHAPTER 7.8: CALCULATING ECONOMIC LIVES
  • Chapter 8: Linking Models
  • Chapter 9: Life's Too Short
  • CHAPTER 9.1: SECTION NUMBERING
  • CHAPTER 9.2: US vs. EUROPEAN DATES
  • CHAPTER 9.3: SHEET REFERENCING
  • CHAPTER 9.4: REDUCING FILE SIZE
  • CHAPTER 9.5: TAKING IT TO THE LIMIT
  • CHAPTER 9.6: ORDER OF OPERATIONS
  • CHAPTER 9.7: KEEPING STYLES UNDER CONTROL
  • CHAPTER 9.8: WEARING PROTECTION
  • Chapter 10: Look To The Future
  • CHAPTER 10.1: DYNAMIC ARRAYS
  • CHAPTER 10.2: XLOOKUP AND XMATCH
  • CHAPTER 10.3: LET IT BE
  • CHAPTER 10.4: NEW DATA TYPES
  • CHAPTER 10.5: STOCKHISTORY
  • RESOURCES
  • Index

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