An Introduction to Analysis of Financial Data with R

ISBN13: 9780470890813 ｜416pages｜hardcover｜©2013｜

Author
RUEY S. TSAY, PhD

Description 
Written by one of the leading experts on the topic, An Introduction to Analysis of Financial Data with R explores basic concepts of visualization of financial data. Through a fundamental balance between theory and applications, the book supplies readers with an accessible approach to financial econometric models and their applications to real-world empirical research.
The author supplies a hands-on introduction to the analysis of financial data using the freely available R software package and case studies to illustrate actual implementations of the discussed methods. The book begins with the basics of financial data, discussing their summary statistics and related visualization methods. Subsequent chapters explore basic time series analysis and simple econometric models for business, finance, and economics as well as related topics including:
‧Linear time series analysis, with coverage of exponential smoothing for forecasting and methods for model comparison
‧Different approaches to calculating asset volatility and various volatility models
‧High-frequency financial data and simple models for price changes, trading intensity, and realized volatility
‧Quantitative methods for risk management, including value at risk and conditional value at risk
‧Econometric and statistical methods for risk assessment based on extreme value theory and quantile regression
Throughout the book, the visual nature of the topic is showcased through graphical representations in R, and two detailed case studies demonstrate the relevance of statistics in finance. A related website features additional data sets and R scripts so readers can create their own simulations and test their comprehension of the presented techniques.
An Introduction to Analysis of Financial Data with R is an excellent book for introductory courses on time series and business statistics at the upper-undergraduate and graduate level. The book is also an excellent resource for researchers and practitioners in the fields of business, finance, and economics who would like to enhance their understandingof financial data and today's financial markets.

Table of Contents
Ch1 Financial data and their properties
Ch 2 Linear models for financial time series
Ch 3 Case studies of linear time series
Ch 4 Asset volatility and volatility models
Ch 5 Applications of volatility models
Ch 6 High frequency financial data
Ch 7 Value at risk

An Intro To Derivatives And Risk Management 9/e

ISBN13: 9781133190219｜742Pages｜Paperback｜©2013｜
Supplements: Solutions Manual｜Test Bank｜Test Bank Answer｜Power point｜

Author
Don M. Chance - Louisiana State University
Robert Brooks - University of Alabama, Tuscaloosa
Description 
This leading text gives students a solid understanding of financial derivatives and their use in managing the risks of financial decisions. AN INTRODUCTION TO DERIVATIVES AND RISK MANAGEMENT, 9E provides a blend of institutional material, theory, and practical applications. The latest financial information throughout this edition and timely updates on the text's website ensure your course reflects the most recent changes in one of the most volatile sectors of today's financial world. You'll find detailed coverage of options, futures, forwards, swaps, and risk management as well as a balanced introduction to pricing, trading, and strategy. A variety of practical end-of-chapter applications, memorable examples from real businesses, and minimal use of technical mathematics keep the text accessible and engaging for students. Stock-Trak software, available with each new text, provides additional value and practical application opportunities for your students. Approximately 25 PowerPoint slides per chapter highlight tables and figures with useful hyperlinks that allow you to jump to the table or figure and back again without breaking the flow of your lecture. The online Solutions Review Manual gives your students a useful online review tool, providing answers to the end-of-chapter problems, as well as the step-by-step solutions, so students can check their own work and determine exactly where they may have made errors. New Test Bank questions help you better evaluate your students' understanding of the text's concepts. You'll find a variety of more than 300 questions within this proven Test Bank.

Table of Contents
Part I Options.
Ch 1 Introduction
Ch 2 Structure of Options Markets
Ch 3 Principles of Option Pricing
Ch 4 Option Pricing Models: The Binomial Model
Ch 5 Option Pricing Models: The Black-Scholes-Merton Model
Ch 6 Basic Option Strategies
Ch 7 Advanced Option Strategies
Part II Forwards, Futures, and Swaps
Ch 8 The Structure of Forward and Futures Markets
Ch 9 Principles of Pricing Forwards, Futures, and Options on Futures
Ch 10 Futures Arbitrage Strategies
Ch 11 Forward and Futures Hedging, Spread, and Target Strategies
Ch 12 Swaps
Part III Advanced Topics
Ch 13 Interest Rate Forwards and Options
Ch 14 Advanced Derivatives and Strategies
Ch 15 Financial Risk Management Techniques and Applications
Ch16 Managing Risk in an Organization

Financial Modeling- Uses EXCEL 3/e

ISBN13:9780262026284｜1168Pages｜Hardcover｜©2008｜
Supplements: Power point｜

Author
Simon Benninga

Description 
Too often, finance courses stop short of making a connection between textbook finance and the problems of real-world business. Financial Modeling bridges this gap between theory and practice by providing a nuts-and-bolts guide to solving common financial models with spreadsheets. Simon Benninga takes the reader step by step through each model, showing how it can be solved using Microsoft Excel. The long-awaited third edition of this standard text maintains the "cookbook" features and Excel dependence that have made the first and second editions so popular. It also offers significant new material, with new chapters covering such topics as bank valuation, the Black-Litterman approach to portfolio optimization, Monte Carlo methods and their applications to option pricing, and using array functions and formulas. Other chapters, including those on basic financial calculations, portfolio models, calculating the variance-covariance matrix, and generating random numbers, have been revised, with many offering substantially new and improved material. Other areas covered include financial statement modeling, leasing, standard portfolio problems, value at risk (VaR), real options, duration and immunization, and term structure modeling. Technical chapters treat such topics as data tables, matrices, the Gauss-Seidel method, and tips for using Excel. The last section of the text covers the Visual Basic for Applications (VBA) techniques needed for the book. The accompanying CD contains Excel worksheets and solutions to end-of-chapter exercises.

Table of Contents
Part I Corporate Finance Models
Ch1 Basic Financial Calculations
Ch2 Calculating the Cost of Capital
Ch3 Financial Statement Modeling
Ch4 Building a Financial Model: The Case of PPG Corporation
Ch5 Bank Valuation
Ch6 The Financial Analysis of Leasing
Ch7 The Financial Analysis of Leveraged Leases
Part II Portfolio Models
Ch8 Portfolio Models—Introduction
Ch9 Calculating Efficient Portfolios When There Are No Short-Sale Restrictions
Ch10 Calculating the Variance-Covariance Matrix
Ch11 Estimating Betas and the Security Market Line
Ch12 Effi cient Portfolios without Short Sales
Ch13 The Black-Litterman ApproaChto Portfolio Optimization
Ch14 Event Studies
Ch15 Value at Risk
Part III Option-Pricing Models
Ch16 An Introduction to Options
Ch17 The Binomial Option-Pricing Model
Ch18 The Lognormal Distribution
Ch19 The Black-Scholes Model
Ch20 Option Greeks
Ch21 Portfolio Insurance
Ch22 An Introduction of Monte Carlo Methods
Ch23 Using Monte Carlo Methods for Option Pricing
Ch24 Real Options
Part IV Bonds
Ch25 Duration
Ch26 Immunization Strategies
Ch27 Modeling the Term Structure
Ch28 Calculating Default-Adjusted Expected Bond Returns
Part V Technical Considerations
Ch29 Generating Random Numbers
Ch30 Data Tables
Ch31 Matrices
Ch32 The Gauss-Seidel Method
Ch33 Excel Functions
Ch34 Using Array Functions and Formulas
Ch35 Some Excel Hints
Part VI Introduction to Visual Basic for Applications
Ch36 User-Defi ned Functions with VBA
Ch37 Types and Loops
Ch38 Macros and User Interaction
Ch39 Arrays
Ch40 Objects and Add-Ins
Ch41 Information from the Web

Financial Institutions, Markets, and Money 11/e - ISV

ISBN13:  9780470646199｜666pages｜paperback｜©2012｜NT$1280

Author
David S. Kidwell - University of Minnesota
David W. Blackwell - University of Texas A&M
David A. Whidbee - University of Washington State
Richard L. Peterson - University of Texas Tech

Description 
• Comprehensive coverage of financial institutions and markets, including the latest topics and trends in the industry, including electronic banking, and global market interactions
• Chapter Previews and Learning Objectives to motivate student interest and alert the student to the key elements
• "Do You Understand?" questions test students' understanding of key material
• Chapter Take-Aways present a bulleted list of the most important concepts the students should take away from the chapter
• People & Event boxes relate to hot topics in the field and chapter learning objectives.
• Internet Exercise directs students to websites from which they can obtain additional information or analyze data that illustrates key points

Table of Contents
Part 1 THE FINANCIAL SYSTEM
Ch 1 An Overview of Financial Markets and Institutions
Ch 2 The Federal Reserve and Its Powers
Ch 3 The Fed and Interest Rates
Part 2 How Interest Rates Are Determined
Ch 4 The Level of Interest Rates
Ch 5 Bond Prices and Interest Rate Risk
Ch 6 The Structure of Interest Rates
Part 3 Financial Markets
Ch 7 Money Markets
Ch 8 Bond Markets
Ch 9 Mortgage Markets
Ch 10 10 Equity Markets
Ch 11 Derivatives Markets
Ch 12 International Markets
Part 4 Commercial Banking
Ch 13 Commercial Bank Operations
Ch 14 International Banking
Ch 15 Regulation of Financial Institutions
Part 5 Financial Institutions
Ch 16 Thrift Institutions and Finance Companies
Ch 17 Insurance Companies and Pension Funds
Ch 18 Investment Banking
Ch 19 Investment Companies
Ch 20 Risk Management in Financial Institutions

Risk Management and Financial Institutions, + Web Site, 3/e

ISBN13:  9781118269039｜672pages｜paperback｜©2012｜NT$1380

Author
John Hull - University of Toronto

Description 
The essential guide to managing financial institution risk, fully revised and updated
The dangers inherent in the financial system make understanding risk management essential for anyone working in, or planning to work in, the financial sector. A practical resource for financial professionals and students alike, Risk Management and Financial Institutions, Third Edition explains all aspects of financial risk as well as the way financial institutions are regulated, to help readers better understand financial markets and potential dangers.
Fully revised and updated, this new edition features coverage of Basel 2.5, Basel III and Dodd-Frank as well as expanded sections on counterparty credit risk, central clearing, and collateralization. In addition, end-of-chapter practice problems and a website featuring supplemental materials designed to provide a more comprehensive learning experience make this the ultimate learning resource. Written by acclaimed risk management expert, John Hull, Risk Management and Financial Institutions is the only book you need to understand—and respond to—financial risk.

Table of Contents
Ch 1 Introduction
Ch 2 Banks
Ch 3 Insurance Companies and Pension Plans
Ch 4 Mutual Funds and Hedge Funds
Ch 5 Trading in Financial Markets
Ch 6 The Credit Crisis of 2007
Ch 7 How Traders Manage Their Risks
Ch 8 Interest Rate Risk
Ch 9 Value at Risk
Ch 10 Volatility
Ch 11 Correlations and Copulas
Ch 12 Basel I, Basel II, and Solvency II
Ch 13 Basel 2.5, Basel III, and Dodd–Frank
Ch 14 Market Risk VaR: The Historical Simulation Approach
Ch 15 Market Risk VaR: The Model-Building Approach
Ch 16 Credit Risk: Estimating Default Probabilities
Ch 17 Counterparty Credit Risk in Derivatives
Ch 18 Credit Value at Risk
Ch 19 Scenario Analysis and Stress Testing
Ch 20 Operational Risk
Ch 21 Liquidity Risk
Ch 22 Model Risk
Ch 23 Economic Capital and RAROC
Ch 24 Risk Management Mistakes to Avoid

Empirical Finance for finance and banking

ISBN13: 9780470512890｜356pages｜paperback｜©2012｜NT$1050

Author
Robert Solli - Newcastle University Business School

Description 
Empirical Finance for Finance and Banking provides the student with a relatively non-technical guide to some of the key topics in finance where empirical methods play an important role Written for students taking Master’s degrees in finance and banking, it is also suitable for students and researchers in other areas, including economics.
The first three introductory chapters outline the structure of the book and review econometric and statistical techniques, while the remaining chapters discuss various topics, including: portfolio theory and asset allocation, asset pricing and factor models, market efficiency, modelling and forecasting exchange and interest rates and Value at Risk. Understanding these topics and the methods covered will be helpful for students interested in working as analysts and researchers in financial institutions.
Designed for students with limited previous experience of econometrics, statistics or advanced financial theory, the text is written in an “easy-to-read” style. It features empirical examples at the end of each chapter to demonstrate the empirical methods and theory discussed and uses MATLAB for all calculations. A guide to answering end of chapter questions and relevant computer programs can be found on the companion website: www.wiley.com/college/sollis

Table of Contents
Ch 1 Introduction
Ch 2 Random Variables and Random Processes
Ch 3 Regression and Volatility
Ch 4 Portfolio Theory and Asset Allocation
Ch 5 Asset Pricing Models and Factor Models
Ch 6 Market Efficiency
Ch 7 Modelling and Forecasting Exchange Rates
Ch 8 Modelling and Forecasting Interest Rates
Ch 9 Market Risk Management

An Introduction to Global Financial Markets 6/e

ISBN13: 9780230243095｜528pages｜paperback｜©2010｜NT$950

Author
Stephen Valdez
Philip Molyneux - University of Bangor

Description 
An Introduction to Global Financial Markets describes the financial world in clear, easy to understand terms. The authors provide comprehensive coverage of commercial and investment banking, foreign exchange, money and bond markets, stock markets and derivatives and an up to date analysis of the global financial crisis.
Key benefits:
• A new chapter on the global financial crisis and banking regulation
• Updated coverage of investment banking, hedge funds and private equity
• Details of controversial new market instruments: credit default stops and collateralised mortgage obligations
• Expanded coverage of emerging markets, including Brazil, Russia, India and China
• New companion website featuring PPT slides, interactive revision questions, case studies and exercises, bonus chapters and analytical content

Table of Contents
Part 1 INTRODUCTION
Ch 1 The Debt Merry-go-round
Part 2 BANKING
Ch 2 Banking Background
Ch 3 The Role of the Central Bank
Ch 4 Commercial Banking
Ch 5 Investment Banking
Part 3 SECURITIES MARKETS
Ch 6 The Money and Bond Markets
Ch 7 Stock Exchanges
Ch 8 Hedge Funds and Private Equity
Ch 9 Finandial Crisis
Part 4 FOREIGN EXCHANGE AND EUROPEAN ECONOMIC AND MONETARY UNION
Ch 10 Foreign Exchange
Ch 11 European Economic and Monetary Union
Part 5 DERIVATIVE PRODUCTS
Ch 12 Traded Options
Ch 13 Financial Futures
Ch 14 Other Derivative Products
Part 6 THE NEW TIGER ECONOMIES
Ch 15 The New Tiger Economies:China and India
Part 7 Trends in the Global Financial Markets
Ch 16 Key Trends Glossary

Venture Capital and the Finance of Innovation 2/e

ISBN13: 9780470454701｜592pages｜Hardcover｜©2011｜NT$1300

Author
Andrew Metrick - Yale University
Ayako Yasuda - University of California, Davis

Description 
• Innovative model for the valuation of start-ups.
• The relationships between risk and return and strategy and finance in venture capital.
• Historical statistics on the performance of venture capital investments.
• Total Valuation: the data and methods used to value a high-growth company.
• Partial Valuation: how to visualise and evaluate the special features of VC transactions such as convertible preferred stock, participating preferred stock, payment-in-kind dividends, and liquidation preferences.
• Framework for modeling investment in "research and development."
• Cutting edge techniques such as Monte-Carlo analysis, real options, binomial trees, and game theory.

Table of Contents
Part 1 VC BASICS
Ch 1 The VC Industry
Ch 2 VC Players
Ch 3 VC Returns
Ch 4 The Cost of Capital for VC
Ch 5 The Best VCs
Ch 6 VC Around the World
Part 2 TOTAL VALUATION
Ch 7 The Analysis of VC Investments
Ch 8 Term Sheets
Ch 9 Preferred Stock
Ch 10 The VC Method
Ch 11 DCF Analysis of Growth Companies
Ch 12 Comparables Analysis
Part 3 PARTIAL VALUATION
Ch 13 Option Pricing
Ch 14 The Valuation of Preferred Stock
Ch 15 Later-Round Investments
Ch 16 Participating Convertible Preferred Stock
Ch 17 Implied Valuation
Ch 18 Complex Structures
Part 4 THE FINANCE OF INNOVATION
Ch 19 R&D Finance
Ch 20 Monte Carlo Simulation
Ch 21 Real Options
Ch 22 Binomial Trees
Ch 23 Game Theory
Ch 24 R&D Valuation

Entrepreneurial Finance, International Edition 3/e

ISBN13: 9780324561173 ｜744pages｜paperback｜©2009｜NT$1150

Author
J. Chris Leach - University of Colorado at Boulder
Ronald W. Melicher - University of Colorado at Boulder

Description 
•"Previously Covered": This feature provides a condensed summary of the key concepts from the previous chapters.
• "Looking Ahead": Found at the beginning of the chapter this feature gives a brief statement of what the current chapter will cover.
• All chapters present new and updated materials. Several Chapters have been reorganized to offer more flexibility and usability by moving selected technical materials to appendices and end-of-chapter learning extensions.
• Capstone Cases are included to synthesize a great deal of the text's material.
• End of chapter materials include Chapter Summary, Key Terms, Discussion Questions, Supplemental Exercises and Mini Cases.

Table of Contents
Part 1 BACKGROUND AND ENVIRONMENT
Ch 1 Introduction and Overview
Ch 2 From the Idea to the Business Plan
Part 2 ORGANIZING AND OPERATING THE VENTURE
Ch 3 Organizing and Financing a New Venture
Ch 4 Measuring Financial Performance
Ch 5 Evaluating Financial Performance
Part 3 PLANNING FOR THE FUTURE
Ch 6 Financial Planning: Long-Term and Short-Term
Ch 7 Types and Costs of Financial Capital
Ch 8 Securities Law Considerations When Obtaining Venture Financing
Part 4 CREATING AND RECOGNIZING VENTURE VALUE
Ch 9 Valuing Early-Stage Ventures
Ch 10 Venture Capital Valuation Methods
Part 5 STRUCTURING FINANCING FOR THE GROWING VENTURE
Ch 11 Professional Venture Capital
Ch 12 Other Financing Alternatives
Ch 13 Security Structures and Determining Enterprise Values
Part 6 EXIT AND TURNAROUND STRATEGIES
Ch 14 Harvesting the Business Venture Investment
Ch 15 Financially Troubled Ventures: Turnaround Opportunities
Part 7 CAPSTONE CASES
Case 1 : Coral Systems, Inc
Case 2 : Spatial Technology

Venture Capital, Private Equity, and the Financing of Entrepreneurship

ISBN13: 9780470591437 ｜464pages｜Hardcover｜©2012｜NT$1350

Author
Josh Lerner -Harvard Business School and National Bureau of Economic Research
Felda Hardymon - Harvard Business School
Ann Leamon - Senior Research Associate at the Harvard Business School

Description 
• It provides a comprehensive explanation of buyouts and venture capital -the industry that gave you Facebook, Google, Apple, Federal Express, and Skype.
• It describes the incentives and motivations behind the various actors - groups that invest in funds, those that invest in companies, and the CEOs and entrepreneurs who found and run the companies.
• Written by authors with a combination of more than 60 years of industry experience as academics and practitioners, it is suitable for any individuals seeking a broader understanding of the basics of this fascinating and complex industry.

Table of Contents
Ch 1 Introduction
Ch 2 The Private Equity Cycle - Fund Raising & Fund Choosing
Ch 3 Deal Sourcing and Evaluation - Not as Easy as it Looks
Ch 4 Assigning Value
Ch 5 Deal Structuring - Private Equity Securities and Their Motivation
Ch 6 After the Money Arrives?
Ch 7 Getting Liquid: Exits and Distributions
Ch 8 The Globalization of Venture Capital and Private Equity
Ch 9 Risk and Return
Ch 10 The Impact of Private Equity on Society - Does This Really Matter Anyway?
Ch 11 People, Positions and Culture: The Management of the Private Equity Firm
Ch 12 Scaling and Institutionalization
Ch 13 Boom and Bust
Ch 14 Wrapping Up

Venture Capital and Private Equity: A Casebook 5/e

ISBN13: 9780470650912 ｜563pages｜Hardcover｜©2012｜NT$1380

Author
Josh Lerner - Harvard Business School and National Bureau of Economic Research
Felda Hardymon - Harvard Business School
Ann Leamon - Harvard Business School

Description 
Venture Capital and Private Equity: A Casebook, 5th edition provides an understanding of the ways in which private equity groups work. The casebook builds an understanding of the key distinctions in the industry, and reviews and applies key ideas of corporate finance.
The 5th edition continues to explore a wide variety of valuation approaches; from techniques widely used in practice to methods less frequently seen in practice today but likely to be increasingly important in the future years.

Table of Contents
Introduction
Ch 1 PE today and tomorrow
Ch 2 Iris Running Crane December 2009
Module 1: Fundraising
Ch 3 Yale University: July 2006
Ch 4 Altoona
Ch 5 PE Partnership Agreements
Ch 6 Grove Street Advisors II
Ch 7 PE Fundraising Process
Ch 8 CPPIB
Module 2: Investing
Ch 9 Firm Strategy Vignettes
Ch 10 Hardina Smythe and the Healthcare Conundrum
Ch 11Avid & Lighthouse Partners
Ch 12 Metapath
Ch 13 Valuation in PE Settings
Ch 14 European PE
Ch 15 Moneybookers & Investcorp
Ch 16 PE in Developing Countries
Ch 17 Hony
Ch 18 Gobi & DMG
Ch 19 PE Securities
Module 3: Exiting
Ch 20 emgs
Ch 21 Motilal
Ch 22 IPO Process
Ch 23 Rock & a Hard Place: Valuation & Distribution
Module 4: New Frontiers
Ch 24 Village Ventures
Ch 25 Microsoft IPV
Ch 26 Abraajt
Ch 27 Actis in 2008
Ch 28 Blackstone IPO

Financial Economics

ISBN13: 9780470596203 ｜652pages｜Hardcover｜©2012｜NT$1500

Author
Frank J. Fabozzi -EDHEC Business School and member of the EDHEC-Risk Institute
Edwin H. Neave - Queen's University School of Business
Guofu Zhou - University of Washington in St. Louis

Description 
Presents an introduction to basic financial ideas through a strong grounding in microeconomic theory. This calculus based text explores the theoretical framework for analyzing the decisions by individuals and managers of firms, an area which is coming to both financial economics and microeconomics. It also explores the interplay of these decisions on the prices of financial assets.
The authors provide rigorous coverage aimed at assisting the undergraduate and masters-level students to better understand the principles and practical application of financial economic theory. In addition, the book serves as a supplemental reference for doctoral students in economics and finance, as well as for practitioners who are interested in knowing more about the theory and intuition behind many coming practices in finance.
In short, the book focuses on economic principles and on putting these principles to work in the various fields of finance - financial management, investment management, risk management, and asset and derivatives pricing.

Table of Contents
Part 1 FINANCE IN A CERTAINTY WORLD WITH A PERFECT CAPITAL MARKET
Ch 1 Introduction
Ch 2 Consumer Financial Decisions
Ch 3 Creating Wealth by Investing in Productive Opportunities
Ch 4 How Investors Value Firms
Ch 5 Firm Financing Decisions in a Perfect Capital Market
Ch 6 Firm Investment Decisions
Part 2 FINANCIAL SYSTEM
Ch 7 Financial Systems, Governance, and Organization
Ch 8 Market, Intermediary, and Internal Governance
Part 3 TOOLS FOR COPING WITH RISK
Ch 9 The Microeconomic Foundations of Financial Economics
Ch 10 Contingent Claims and Contingency Strategies
Ch 11 Risk and Risk Management
Ch 12 On Choosing Risk Measures
Part 4 SELECTION AND PRICING OF RISKY ASSETS
Ch 13 Mean-Variance Portfolio Choice
Ch 14 Capital Asset Pricing Model
Ch 15 The APTand Factor Models
Ch 16 General Principles of Asset Pricing
Ch 17 Pricing Corporate Securities
Part 5 DERIVATIVE INSTRUMENTS
Ch 18 Pricing Derivatives by Arbitrage: Linear Payoff Derivative
Ch 19 Pricing Derivatives by Arbitrage: Nonlinear Payoff Derivatives
Part 6 CAPITAL MARKET IMPERFECTIONS AND THE LIMITS TO ARBITRAGE
Ch 20 Capital Market Imperfections and Financial Decision Criteria
Ch 21 Impediments to Arbitrage
Part 7 CAPITAL STRUCTURE DECISIONS IN IMPERFECT CAPITAL MARKETS
Ch 22 When Capital Structure Decisions Matter
Ch 23 Financing Decisions in Practice
Ch 24 Financial Contracting and Deal Terms
Part 8 INCORPORATING RISK IN CAPITAL BUDGETING DECISIONS
Ch 25 Capital Expenditure Plans in a Risky World
Ch 26 Evaluating Project Risk in Capital Budgeting

Asset Securitization: Theory and Practice

ISBN13: 9780470826034｜256pages｜Hardcover｜©2010｜NT$1150

Author
Joseph C. Hu - University of National Chengchi

Description 
Asset Securitization is intended for beginners and market professionals alike who are interested in learning about asset securitization—its concepts and practices. It is designed so that the readers will come away with a fundamental but comprehensive understanding of the asset securitization market. As such, the book aims to provide a review of the market's development, necessary framework, potential benefits, and detailed descriptions of major asset securitization products.
Extensive tables and charts are presented to help illustrate a concept or describe a product. Neither analytical discussions nor investment strategies of the various asset-backed securities are included as they are not the focus of this book.

Table of Contents
Part 1 Basics of Asset Securitization
Ch 1 Asset Securitization: Concept and Market Development
Ch 2 ation Market
Ch 3 Intermediary Participants of the Asset Securitization Market
Ch 4 Necessary Ingredients and Benefits of Asset Securitization
Part 2 Residential Mortgages and Securitization of Residential Mortgages
Ch 5 Residential Mortgages
Ch 6 Residential Mortgage Market
Ch 7 Residential Mortgage Pass-Through Securities
Ch 8 Multiclass Mortgage Pass-Throughs
Ch 9 Private-Label Mortgage Pass-Throughs
Ch 10 Subprime Mortgage-Backed Securities
Part 3 Securitizatin of Commercial Mortgages and Consumer Loans
Ch 11 Commercial Mortgage-Backed Securities
Ch 12 Asset-Backed Securities
Ch 13 Collateralized Debt Obligations
Part 4 The Current Asset Securitization Market in the United States and Asia-Pacific
Ch 14 The Collapse and Recovery Prospects of the Asset Securitization Market
Ch 15 Asset Securitization in Asia-Pacific

Commercial Real Estate Analysis & Investments 2/e

ISBN13: 9780324382129 ｜880pages｜paperback｜©2007｜NT$1150

Author
DavidM. Geltner - Massachusetts Institute of Technology
Norman G. Miller - University of Cincinnati
Jim Clayton - University of Cincinnati Pension Real Estate Association
Piet Eichholtz - University of Maastricht

Description 
Learn to analyze commercial real estate from an investment perspective with COMMERICAL REAL ESTATE ANALYSIS AND INVESTMENTS and its accompanying CD-ROM! Presenting the essential concepts, principles, and tools for the analysis of commercial real estate, this real estate text provides you with the tools you need to understand real estate investments in today’s dynamic economy. Studying is made easy with the CD-ROM that provides expanded coverage as well as spreadsheet examples of methodologies, data used in exhibits, lecture slide notes, and answers to study questions. 

Table of Contents
Part 1 INTRODUCTION TO REAL ESTATE ECONOMICS
Ch 1 Real Estate Space and Asset Markets
Ch 2 Real Estate System
Part 2 URBAN ECONOMICS AND REAL ESTATE ANALYSIS
Ch 3 The Time Value of Money
Ch 4 Inside the City I: Some Basic Urban Economics
Ch 5 Inside the City II: A Closer Look
Ch 6 Real Estate Market Analysis
Part 3 BASIC FINANCIAL ECONOMIC CONCEPTS AND TOOLS
Ch 7 Real Estate as an Investment: Some Background Information
Ch 8 Present Value Mathematics for Real Estate
Ch 9 Measuring Investment Performance: The Concept of Returns
Part 4 REAL ESTATE VALUATION AND INVESTMENT ANALYSIS AT THE MICROLEVEL
Ch 10 The Basic Idea: DCF and NPV
Ch 11 Nuts and Bolts for Real Estate Valuation: Cash Flow Proformas
Ch 12 Advanced Microlevel Valuation
Part 5 COMPLETING THE BASIC INVESTMENT ANALYSIS PICTURE
Ch 13 Use of Debt in Real Estate Investment: The Effect of Leverage
Ch 14 After-Tax Investment Analysis & Corporate Real Estate
Ch 15 Real Estate Investment Capital Structure
Part 6 MORTGAGES FROM AN INVESTMENT PERSPECTIVE
Ch 16 Mortgage Basics I: An Introduction and Overview
Ch 17 Mortgage Basics II: Payments, Yields and Values
Ch 18 Commercial Mortgage Analysis and Underwriting
Ch 19 Commercial Mortgage Economics and Investment
Ch 20 Introduction to Commercial Mortgage-Backed Securities
Part 7 MACROLEVEL REAL ESTATE INVESTMENT ISSUES
Ch 21 Real Estate Portfolio Theory: Strategic Investment Considerations
Ch 22 Equilibrium Asset Valuation and Real Estate Price of Risk in the Capital Market
Ch 23 Real Estate Investment Trusts (REITs)
Ch 24 International Real Estate Investment
Ch 25 Data Challenges in Measuring Real Estate Periodic Returns
Ch 26 Real Estate Investment Management: Performance Attribution and Evaluation
Part 8 REAL ESTATE DEVELOPMENT AND OTHER SELECTED TOPICS
Ch 27 Real Options and Land Value
Ch 28 Investment Analysis of Real Estate Development Projects: Overview & Background
Ch 29 Investment Analysis of Real Estate Development Projects: Economic Analysis
Ch 30 Leases and Leasing Strategy

Financial Management 3/e -ISE

ISBN13: 9780538745581 ｜1008pages｜paperback｜©2010｜

Author
William L. Megginson - University of Oklahoma
Scott B. Smart - University of Indiana, Bloomington
John Graham - University of Duke

Description 
Discover what today's real CFOs are doing in the midst of recent financial turmoil and economic crises.Uncover what they should be doing. See for yourself how corporate finance theory helps practicing managers accomplish more within the pages of Megginson/Smart/Graham's, 3E, International Edition. Award-winning researcher and author John Graham, master teacher Scott Smart and international business expert Bill Megginson combine talents to examine real companies and timely topics that illustrate how modern finance truly works in today's business world. You gain a solid understanding of how U.S. and international corporations operate in today's global marketplace as this accessible text incorporates the latest findings, such as results from Duke University's respected CFO Global Business Outlook, a quarterly survey of financial executives that gauges business outlooks and topical economic issues. Engaging examples, mini-cases,and practical exercises reflect how changing events and recent financial crises relate to established finance principles.

Table of Contents
Part 1 INTRODUCTION
Ch 1 The Scope of Corporate Finance
Ch 2 Financial Statement and Cash Flow Analysis
Ch 3 The Time Value of Money
Part 2 VALUATION, RISK, AND RETURN
Ch 4 Valuation
Ch 5 The Tradeoff Between Risk and Return
Ch 6 Risk, Return, and the Capital Asset Pricing Model
Part 3 CAPITAL BUDGETING
Ch 7 Capital Budgeting Processes and Techniques
Ch 8 Cash Flow and Capital Budgeting
Ch 9 Cost of Capital and Project Risk
Part 4 CAPITAL STRUCTURE AND DIVIDEND POLICY
Ch 10 Market Efficiency and Behavioral Finance
Ch 11 An Overview of Long-Term Financing
Ch 12 Capital Structure: Theory and Taxes
Ch 13 Capital Structure: Balancing the Benefits and Costs of Debt
Ch 14 The Link Between Capital Structure and Capital Budgeting
Ch 15 Payout Policy
Part 5 LONG-TERM FINANCING
Ch 16 Investment Banking and the Public Sale of Equity Securities
Ch 17 Long-Term Debt and Leasing
Part 6 OPTIONS, DERIVATIVES, AND INTERNATIONAL FINANCIAL MANAGEMENT
Ch 18 Options Basics
Ch 19 Black and Scholes and Beyond
Ch 20 International Financial Management
Part 7 SHORT-TERM FINANCING DECISIONS
Ch 21 Strategic and Operational Financial Planning
Ch 22 Cash Conversion, Inventory, and Receivables Management
Ch 23 Liquidity Management
Part 8 SPECIAL TOPICS
Ch 24 Mergers, Acquisitions, and Corporate Governance
Ch 25 Bankruptcy and Financial Distress
Ch 26 Entrepreneurial Finance and Venture Capital
Ch 27 Risk Management and Financial Engineering

Fundamentals of Corporate Finance, 2/e

ISBN13: 9780470876442 ｜748pages｜Hardcover｜©2012｜NT$1500

Author
Robert Parrino - University of Texas, Austin
David S. Kidwell - University of Minnesota

Description 
• Building Intuition boxes provide a statement of an important finance concept along with an intuitive example or explanation to help the student "get" the concept.
• Learning by Doing applications contain quantitative problems with step-by-step solutions to help students better understand how to apply their intuition and analytical skills to solve problems. This unique feature takes the stepped-out problem beyond other texts by offering "approaches" students can take to solve each problem.
• Decision-Making Examples emphasize the decision-making process along with computation and provide students at all levels with experience in financial decision-making.
• Learning Objectives identify the most important material for students to understand while reading the chapter.
• Chapter Opener Vignettes describe a real company application to illustrate concepts that will be presented in the chapter. These current vignettes are from international news highlighting domestic and global companies, reflecting the real world of business today.
• Before You Go On self-study questions throughout each chapter serve as a checkpoint at which students can test their understanding of the materials in that section.

Table of Contents
Ch 1 The Financial Manager and the Firm
Ch 2 The Financial Environment and the Level of Interest Rates
Ch 3 Financial Statements, Cash Flows, and Taxes
Ch 4 Analyzing Financial Statements
Ch 5 The Time Value of Money
Ch 6 Discounted Cash Flows and Valuation
Ch 7 Risk and Return
Ch 8 Bond Valuation and the Structure of Interest Rates
Ch 9 Stock Valuation
Ch 10 The Fundamentals of Capital Budgeting
Ch 11 Cash Flows and Capital Budgeting
Ch 12 Evaluating Project Economics and Capital Rationing
Ch 13 The Cost of Capital
Ch 14 Working Capital Management
Ch 15 How Firms Raise Capital
Ch 16 Capital Structure Policy
Ch 17 Dividends and Dividend Policy
Ch 18 Business Formation, Growth, and Valuation
Ch 19 Financial Planning and Forecasting
Ch 20 Options and Corporate Finance
Ch 21 International Financial Management

Financial Analysis with Microsoft Excel 6th Edition

ISBN13: 9781111989576｜505pages｜Paperback｜©2012｜

Author
Mayes, Timothy; Shank, Todd

Description 
Help students master the latest features in Excel® 2010 while establishing a strong foundation in corporate finance. With Mayes/Shank's FINANCIAL ANALYSIS WITH MICROSOFT® EXCEL® 2010, 6E, International Edition your students develop a proficiency in using Excel® 2010 to solve real financial problems without sacrificing any finance background. This edition covers all of the topics in today's corporate finance course, including financial statements, budgets, the Market Security Line, pro forma statements, cost of capital, equities, and debt.A reader-friendly, self-directed learning approach and numerous study tools make this book both an ideal resource for independent learning and a valuable long-term reference tool. Because today's typical students enter college with basic spreadsheet skills, this new edition covers the basics early for those with no background, before moving quickly into many of the more advanced and most powerful features of Excel® 2010. This edition offers new focus on Excel® tables, pivot tables and pivot charts and other areas that have become increasingly important to today's employers. The book's easy-to-understand presentation helps students build upon or transfer skills from other spreadsheet programs as they establish a strong understand of contemporary corporate finance.Give your students the valuable, highly marketable skills in Excel® 2010 with the understanding of corporate finance that they need to succeed with Mayes/Shank's FINANCIAL ANALYSIS WITH MICROSOFT® EXCEL® 2010, 6E, International Edition.

Table of Contents
1. Introduction to EXCEL® 2010.
2. The Basic Financial Statements.
3. The Cash Budget.
4. Financial Statement Analysis Tools.
5. Financial Forecasting.
6. Break-Even and Leverage Analysis.
7. The Time Value of Money.
8. Common Stock Valuation.
9. Bond Valuation.
10. The Cost of Capital.
11. Capital Budgeting.
12. Risk and Capital Budgeting.
13. Portfolio Statistics and Diversification.
14. Writing User-Defined Functions with VBA.
15. Analyzing Datasets with Tables and Pivot Tables.

Investment Ethics

ISBN13: 978-0-470-43453-6｜304 pages｜Paperback｜©2011｜NT$1150
Supplements: Instructor's Manual｜Power point

Author
Sarah Peck (Marquette University)

Description
The need for ethical education is as long standing as the history of scandals that plague the financial industry. Understanding the cause and effect of economic crises and scandals from an ethical perspective ensures the long run health of our financial markets. Sarah W. Peck’s Investment Ethics is an applied and uniquely focused textbook that provides students with the tools, examples, and exercises they need to understand ethical concepts and consequences in the practice of finance; especially regarding investments. This text serves not only as a key tool in the classroom, but also a longstanding guide for examining the ethical practices of companies and organizations.

Table of Contents

GARCH Models: Structure, Statistical Inference and Financial Applications

ISBN13: 978-0-470-68391-0｜504 pages｜Hardcover｜©2011｜NT$1450

Author
Christian Francq
Jean-Michel Zakoian

Description
This book provides a comprehensive and systematic approach to understanding GARCH time series models and their applications whilst presenting the most advanced results concerning the theory and practical aspects of GARCH. The probability structure of standard GARCH models is studied in detail as well as statistical inference such as identification, estimation and tests. The book also provides coverage of several extensions such as asymmetric and multivariate models and looks at financial applications.

Key features:

Provides up-to-date coverage of the current research in the probability, statistics and econometric theory of GARCH models.

Numerous illustrations and applications to real financial series are provided.

Supporting website featuring R codes, Fortran programs and data sets.

Presents a large collection of problems and exercises.

This authoritative, state-of-the-art reference is ideal for graduate students, researchers and practitioners in business and finance seeking to broaden their skills of understanding of econometric time series models.

Table of Contents 

Venture Capital and the Finance of Innovation, 2nd Edition

ISBN13: 978-0-470-45470-1｜592 pages｜Paperback｜©2011｜NT$1300
Supplements: Instructor's Manual｜Excel Templates｜Power point

Author
Andrew Metrick (Yale University)
Ayako Yasuda (University of California, Davis)

Description
In Venture Capital and the Finance of Innovation, future and current venture capitalists will find a useful guide to the principles of finance and the financial models that underlie venture capital decisions. Assuming no knowledge beyond concepts covered in first-year MBA course, the text serves as an innovative model for the valuation of start ups, and will familiarise you with the relationship between risk and return in venture capital, historical statistics on the performance of venture capital investments, total and partial valuation—and more.

Table of Contents