This textbook presents a comprehensive treatment of the legal arrangement of the corporation, the instruments and institutions through which capital can be raised, the management of the flow of funds through the individual firm, and the methods of dividing the risks and returns among the various contributors of funds.

Now in its third edition, the book covers a wide range of topics in corporate finance, from time series modeling and regression analysis to multi-factor risk models and the Capital Asset Pricing Model. Guerard, Gultekin and Saxena build significantly on the first edition of the text, but retain the core chapters on cornerstone topics such as mergers and acquisitions, regulatory environments, bankruptcy and various other foundational concepts of corporate finance.

New to the third edition are examinations of APT portfolio selection and time series modeling and forecasting through SAS, SCA and OxMetrics programming, FactSet fundamental data templates. This is intended to be a graduate-level textbook, and could be used as a primary text in upper level MBA and Financial Engineering courses, as well as a supplementary text for graduate courses in financial data analysis and financial investments.
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This book is a must have for practitioners and students of corporate finance. Nowhere will you find the cutting edge of research laid out as clearly and as expertly as here. Building on the masterly exposition of the second edition, the third edition takes you into a post-Covid world, where trailblazing methods show just what is possible in empirical analysis – your horizons will be expanded. If you want to get inside the brain of the most influential quantitative financial economists this book is a must read. -- Jennifer L. Castle, Magdalen College, University of Oxford


An eminently wise and readable guide to current thinking about how financial markets work and appropriate financial decisions for corporations and investors. --Ed Tower, Professor Emeritus of Economics at Duke University

John Guerard's Quantitative Corporate Finance provides a modern overview of corporate finance in a quantitative approach. Through his masterful writing, he seamlessly connects the theory to the application and illustrates all the concepts and techniques in a very understandable way. The comprehensiveness of this book is exceptional. It will most likely become a standard reference in this subject. -- Tim Leung, University of Washington, Seattle

The third edition of Quantitative Corporate Finance, by John Guerard, Anureet Saxena and Mustafa Gultekin, is a book of many talents. In over 20 chapters the readers go through an escalating series of terms, concepts, methods and techniques that are used in modern corporate finance - building from foundational material up to and including the most recent advances in corporate management and quantitative analysis. I believe that the sequencing of the material, when read in order, can be an eye-opener for the beginner or a tasteful refresher (and reminder) to the seasoned professional for the value of having an all-rounded, general overview of the field. The book can serve equally well as a text for many different courses in corporate finance, as a graduate textbook, as a reference work for the professional, and also as a reference work for the data analyst who knows more statistics and quant methods than finance. In the latter case it can serve as a significant booster on the quality, implications and interpretation of quantitative work in the real world, as needed. This is a rare gem, highly contemporary but with a classic flair of an old-school book which requires a certain devotion to go over without skipping pages - highly recommended! -- Dimitrios D. Thomakos, National and Kapodistrian University of Athens

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Provides new instruction and empirical evidence portfolio selection, such as APT and Axioma Offers enhanced time series modeling and forecasting using SAS, SCA and OxMetrics Reports company data and ratios using FactSet fundamental data templates
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Produktdetaljer

ISBN
9783030872717
Publisert
2023-08-02
Utgave
3. utgave
Utgiver
Springer Nature Switzerland AG
Høyde
235 mm
Bredde
155 mm
Aldersnivå
Graduate, E, 04
Språk
Product language
Engelsk
Format
Product format
Heftet
Antall sider
24