Financial Analysis with Microsoft Excel - 4th edition

• ISBN: 0324407505
• Author: Timothy R. Mayes Todd M. Shank
• Publisher: South-Western College Pub
• Publication Date: 2006-08-15

FAME explores the use of Excel as THE calculating tool for finance professionals. As students enter College with basic skills for using Excel and other software packages they need for their business courses, the materials they read must be ramped up. The book as it stands covers the main topics that students would see in a typical corporate finance course: financial statements, budgets, TVM, capital budgeting, the Market Security Line, some options materials, pro forma statements, cost of capital, equities, and debt. In the final chapter of this revision, we include a section on how students can build their own models (or macros) to perform everyday financial analyses.

About the Author
Timothy R. Mayes is a finance professor at Metropolitan State College of Denver. He holds a BS/BA in Finance and a Ph.D. in Finance from the University of Central Florida. His research interests include portfolio performance analysis and reporting, portfolio theory, derivatives, and, of course, the use of spreadsheets in financial education. Dr. Mayes may be contacted by e-mail at mayest@mscd.edu. Todd M. Shank, Ph.D. is Associate Dean and MBA Director, Robert B. Pamplin, Jr. School of Business Administration at the University of Portland in Portland, Oregon. He was recently chosen to serve as a Fulbright Lecturer in China (during the Spring, 2003 semester), where he will teach corporate financial management in the graduate school at Sun Yat-sen University in Guangzhou. Shank formerly worked for the U.S. Treasury Department’s Office of Comptroller of the Currency as a banking regulator and has been teaching, consulting, and writing for over 20 years. During that time, he has served on the faculties of three universities, published two textbooks and academic articles in journals including American Business Review, Global Business and Finance Review, Journal of Foreign Exchange and International Finance, and the Journal of Financial Education, among others. He has received numerous teaching awards, including the University’s Teacher of the Year and the Pamplin School’s Best Graduate Professor. He also serves on several national panels that promote technological applications in business education.

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J K Lasser Pro Survival Skills in Financial Services

• ISBN: 0471218804
• Author: Julian Lowenthal
• Publisher: Wiley
• Publication Date: 2002-05-15

The financial services industry is constantly changing and you need to respond

Change is a constant in the financial services industry (FSI). The question is, “What should you do to survive?” Whether you work in or sell to the industry, you’ll benefit from the in-depth insight, professional knowledge, and practical tools found in J.K. Lasser Pro Survival Skills in Financial Services.

Advanced Praise for J.K. Lasser Pro Survival Skills in Financial Services

“The challenges of surviving and succeeding in the financial services industry have never been greater. . . . J.K. Lasser Pro Survival Skills in Financial Services provides a practical guide to dealing with the tough realities of change. The result is an enjoyable, down-to-earth, and interactive resource that provides the knowledge, skills, and human understanding to deal with the forces of change.”
–Keith T. Darcy, Executive Vice President, IBJ Whitehall Bank & Trust Company

“This book will help my staff work through the most difficult transition in the financial services industry. . . . Julian speaks in a nontechnical, light-handed style to every member of my staff. . . . He draws on his relationships with some of our industry’s most important leaders to reinforce his logical and practical views on how to get through the day, the year, and the decades ahead. His book is crisp, easy reading from cover to cover. But his section titled ‘Survival Skills Greatest Hits’ must be committed to memory. It will be the core of my survival strategy for the rest of my career. I can’t wait to put this book in the hands of my whole staff.”
–John Adams Vaccaro, CFP, CLU, President, Westport Resources Investment Services, Inc.

Don’t get left behind in the whirlwind of change impacting the financial services industry. Pick up J.K. Lasser Pro Survival Skills in Financial Services and take control of your professional life within this dynamic and challenging business environment.

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International U.S. Income Tax w/URL

• Hardcover: 460 pages
• Publisher: John Wiley & Sons (November 3, 2003)
• Language: English
• ISBN-10: 047146449X

A clear, concise explanation of United States tax law’s international aspects

In tackling a sometimes thorny set of laws and treaties, international tax expert Ernest Larkins emphasizes their economic effects, showing how to avoid hazards while reaping rewards which often go ignored. Coverage includes:

• Special issues arising when a foreign person invests in U.S. real estate, as well as the best structures for holding such real estate
• What a controlled foreign corporation is and what consequences result from this status
• Acceptable transfer pricing methods and what penalties apply when taxpayers do not follow arm’s-length principles

International Applications of U.S. Income Tax Law also contains many useful tools which allow readers to build understanding through practice, as well as formulate and solve the complex problems international taxes can present.

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The Handbook of European Structured Financial Products

• Hardcover: 800 pages
• Publisher: Wiley (March 2, 2004)
• Language: English
• ISBN-10: 0471484156

The first comprehensive account of the European structured financial products market
This comprehensive survey of the securitization market in Europe covers all asset-backed securities (the major classes and some nonconventional asset classes that have been securitized), residential and commercial mortgage-backed securities, collateralized debt obligations, and more.

Frank J. Fabozzi, PhD, CFA, CPA (New Hope, PA), is the Frederick Frank Adjunct Professor of Finance in the School of Management at Yale University. Prior to joining the Yale faculty, he was a Visiting Professor of Finance in the Sloan School at MIT. Moorad Choudhry (Surrey, UK) is a Vice President in Structured Finance Services with JPMorgan Chase Bank.

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Environmental Finance: A Guide to Environmental Risk Assessment and Financial Products

• Hardcover: 384 pages
• Publisher: Wiley; 1 edition (September 13, 2002)
• Language: English
• ISBN-10: 0471123625

The emerging world of environmental finance has allowed modern industrial society to approach the environmental challenges of today and tomorrow in a profitable and positive manner. Environmental Finance: A Guide to Environmental Risk Assessment and Financial Products is one of the first books to cover this expanding field–a field that encompasses all market-based instruments designed to deliver environmental quality and transfer environmental risk.

Environmental experts Sonia Labatt and Rodney White present an engaging and comprehensive look at the intersection of financial innovation with the environment. Through real-world case studies, industry insights, and timely advice, this book provides the strategies, techniques, and financial products that you as a financial service professional or corporate executive must understand in order to improve a company’s environmental performance. In addition, Environmental Finance serves as an important source of information for concerned citizens and independent investors regarding proactive environmental corporate behavior patterns and environmentally enhanced financial products and investment strategies.

You’ll gain a firm understanding of the concepts and tools used by financial institutions to develop environmental policies and products, and learn how recent changes in the financial services sector–globalization, deregulation, and technological innovation–have affected the capacity of companies to respond to the environmental challenge.

After this general foundation has been established, core financial services provided by commercial and investment banks as well as insurance companies are explored, along with their areas of environmental exposure. Environmental Finance also examines the investment and risk transfer opportunities created by new financial products. In-depth coverage of each topic reveals new products and services with environmental and social-centered themes, including:

• Banking products such as green mortgages
• Insurance for cost cap overruns for cleaning up polluted sites
• Weather derivatives to hedge exposure to adverse weather
• Catastrophe bonds for earthquakes and weather risks
• The beginning of markets for greenhouse gas—reduction credits
• Screening processes that have been used to develop socially and environmentally acceptable investment products
• And much more

Environmental Finance also examines other important issues that will continue to challenge financial institutions and their clients in the years ahead, including climate change and the attempt to develop a common methodology for environmental reporting. By integrating these discussions with the lessons drawn from real-world case studies and examples, this book will clearly help you understand and adapt to the environmental challenges that lie ahead.

Throughout most of the twentieth century, people assumed that there was an implicit trade-off between economic growth and an attractive environment. After reading Environmental Finance, you’ll see how far we’ve come from this archaic notion and learn how to manage environmental risk by utilizing a variety of different financial products and strategies.

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Copula Methods in Finance

• Hardcover: 310 pages
• Publisher: Wiley (July 23, 2004)
• Language: English
• ISBN-10: 0470863447

Copula Methods in Finance is the first book to address the mathematics of copula functions illustrated with finance applications. It explains copulas by means of applications to major topics in derivative pricing and credit risk analysis. Examples include pricing of the main exotic derivatives (barrier, basket, rainbow options) as well as risk management issues. Particular focus is given to the pricing of asset-backed securities and basket credit derivative products and the evaluation of counterparty risk in derivative transactions.

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Alternative Risk Transfer: Integrated Risk Management through Insurance, Reinsurance, and the Capital Markets

• Hardcover: 238 pages
• Publisher: Wiley (March 19, 2004)
• Language: English
• ISBN-10: 0470857455

A practical approach to ART-an alternative method by which companies take on various types of risk

This comprehensive book shows readers what ART is, how it can be used to mitigate risk, and how certain instruments/structures associated with ART should be implemented. Through numerous examples and case studies, readers will learn what actually works and what doesn’t when using this technique.

Erik Banks (CT) joined XL Capital’s weather/energy risk management subsidiary, Element Re, as a Partner and Chief Risk Officer in 2001.

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Applied Quantitative Methods for Trading and Investment

• Hardcover: 426 pages
• Publisher: Wiley; Har/Com edition (October 31, 2003)
• Language: English
• ISBN-10: 0470848855

This much-needed book, from a selection of top international experts, fills a gap by providing a manual of applied quantitative financial analysis. It focuses on advanced empirical methods for modelling financial markets in the context of practical financial applications.

Data, software and techniques specifically aligned to trading and investment will enable the reader to implement and interpret quantitative methodologies covering various models.

The unusually wide-ranging methodologies include not only the ‘traditional’ financial econometrics but also technical analysis systems and many nonparametric tools from the fields of data mining and artificial intelligence. However, for those readers wishing to skip the more theoretical developments, the practical application of even the most advanced techniques is made as accessible as possible.

Depending on the model being described, different software will be used, and examples included on the accompanying CD. Data and details will be provided to enable the reader to transfer the routines to a different software package.

The book will be read by quantitative analysts and traders, fund managers, risk managers; graduate students in finance and MBA courses.

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Mathematics for Finance: An Introduction to Financial Engineering

• Paperback: 310 pages
• Publisher: Springer; 1 edition (April 5, 2007)
• Language: English
• ISBN-10: 1852333308

Designed to form the basis of an undergraduate course in mathematical finance, this book builds on mathematical models of bond and stock prices and covers three major areas of mathematical finance that all have an enormous impact on the way modern financial markets operate, namely: Black-Scholes’ arbitrage pricing of options and other derivative securities; Markowitz portfolio optimization theory and the Capital Asset Pricing Model; and interest rates and their term structure. Assuming only a basic knowledge of probability and calculus, it covers the material in a mathematically rigorous and complete way at a level accessible to second or third year undergraduate students. The text is interspersed with a multitude of worked examples and exercises, so it is ideal for self-study and suitable not only for students of mathematics, but also students of business management, finance and economics, and anyone with an interest in finance who needs to understand the underlying theory.

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Fundamentals of Corporate Finance Alternate Edition w/Student CD ROM+ PowerWeb + Standard & Poor’s Educational Version of Market Insight

• Publisher: Irwin/McGraw-Hill; 6th edition (March 12, 2002)
• Language: English
• ISBN-10: 0072553073

The Alternate Edition includes all of the same features and benefits as the Standard Edition. Its only difference is that it includes four additional chapters on more advanced topics: Risk Management; An Introduction to Financial Engineering; Option Valuation; Mergers and Acquisitions, and Leasing.

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Taxes 2007 For Dummies

• Paperback: 530 pages
• Publisher: For Dummies; New Ed edition (December 18, 2006)
• Language: English
• ISBN-10: 0470079010

Guides you through the tax-form maze

File properly and save on your taxes this and every year

Save time, money, and hassles doing your taxes! This fun, friendly guide demystifies forms, minimizes errors, and answers all your tax questions in plain English. Fully updated for 2006, including information on Alternative Minimum Tax relief and Roth IRA conversions, this handy resource covers critical tax code changes and provides new tips for money-saving end-of-year tax moves.

Praise for Taxes For Dummies

“The best of these books for tax novices.”
—Worth magazine

“The most accessible and creative. It’s also the best organized.”
—USA Today

“Will make tax preparation less traumatic.”
—The Wall Street Journal

“Sound financial advice you can use throughout the year.”
—The Seattle Times

Discover how to

• Itemize your deductions
• Negotiate with the IRS
• Take advantage of tax credits to reduce what you owe
• Make tax-wise personal finance decisions
• Avoid common mistakes before you file
• Audit-proof your tax return

About the Author
Eric Tyson, MBA, is a bestselling author, syndicated columnist, and lecturer. He works with and teaches people from myriad income levels and backgrounds, so he knows the financial and tax questions and concerns of real folks.
After toiling away for too many years as a management consultant to behemoth financialservice firms, Eric decided to take his knowledge of the industry and commit himself to making personal financial management accessible to all of us. Despite being handicapped by a joint B.S. in Economics and Biology from Yale and an MBA from Stanford, Eric remains a master at “keeping it simple.”
An accomplished freelance personal-finance writer, Eric is the author of other For Dummies national bestsellers on Personal Finance, Investing, Real Estate Investing, and Home Buying. His work has been critically acclaimed in hundreds of publications and programs including Newsweek, The Los Angeles Times, Chicago Tribune, Kiplinger’s Personal Finance Magazine, The Wall Street Journal, and NBC’s Today Show, ABC, CNBC, PBS’s Nightly Business Report, CNN, FOX-TV, CBS national radio, Bloomberg Business Radio, and Business Radio Network. Margaret Atkins Munro, EA, (who answers to Peggy) is a tax advisor, writer, and lecturer with more than 30 years’ experience in various areas of taxation and finance with a mission in life to make taxes understandable to anyone willing to learn. Her practice is concentrated in the areas of family tax, small business, trusts, estates, and charitable foundations.
She is a graduate of The Johns Hopkins University and has also attended University College Cork (Ireland) and the Pontifical Institute of Mediaeval Studies in Toronto, and she feels that her ability to decipher the language in the Internal Revenue Code derives completely from her familiarity with a variety of obscure medieval languages.
Peggy is the author of 529 & Other College Savings Plans For Dummies. She lectures for the IRS annually for its volunteer tax preparer programs and speaks on a variety of tax-related topics.

David J. Silverman, EA, has served on the Advisory Group to the Commissioner of Internal Revenue. David has a Certificate in Taxation from New York University and has been in private practice in Manhattan for more than 25 years. He regularly testifies on tax issues before both the Senate Finance Committee and the House of Representatives Committee on Ways and Means. As the result of his suggestions regarding penalty reform that he made while testifying before these committees, legislation was enacted that reduced the amount of penalties that may be assessed in a number of key areas.
David is the author of Battling the IRS, which has received critical acclaim in The New York Times, Money, The Wall Street Journal, and numerous other publications. David has been a contributing editor and wrote a monthly column for Smart Money magazine and is frequently interviewed on national TV and radio as an expert on tax issues.

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Serious Money: How To Make It And Enjoy It

• Paperback: 207 pages
• Publisher: Thorogood Publishing (November 25, 2005)
• Language: English
• ISBN-10: 1854183109

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Essentials of Credit, Collections, and Accounts Receivable

• Paperback: 272 pages
• Publisher: Wiley; 1st edition (August 15, 2002)
• Language: English
• ISBN-10: 0471220744

Mary Schaeffer is considered an industry expert and writes a newsletter that focuses on credit, collections, and accounts receivable.
* Provides an overview of the credit, collections, and accounts receivable functions for senior level managers.
* Provides tips and techniques as well as case studies.
* Shows how to stream line the credit process and how to make this area as efficient as possible.

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Essentials of XBRL

• Paperback: 240 pages
• Publisher: Wiley; 1st edition (January 31, 2003)
• Language: English
• ISBN-10: 0471220779

Provides a complete overview of what XBRL is and how companies can use it effectively.

• Explains the benefits of XBRL to corporate executives (CEOs, CFOs).
• Written in nontechnical language that financial managers can understand.
• Provides numerous examples and illustrations.

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Quantitative Methods in Derivatives Pricing: An Introduction to Computational Finance

• Hardcover: 256 pages
• Publisher: Wiley; 1st edition (April 18, 2002)
• Language: English
• ISBN-10: 0471394475

Quantitative Methods in Derivatives Pricing

Quantitative Methods in Derivatives Pricing, researched and written by Domingo Tavella, one of the pioneers in the emergence of computational finance as a discipline in its own right, develops the main techniques and strategies of computational finance in a unified framework. From the plethora of methods that characterize a new discipline in a state of fluid evolution, this book concentrates on those that have proven to be sufficiently solid and robust to become a permanent part of the arsenal of strategies for pricing complex financial instruments. Either as a textbook or a reference source, this book’s emphasis is on practicality and applications.

As a textbook, this work fills a palpable need for adequate material in the ever-increasing number of programs with an emphasis on sophisticated financial engineering. As a reference source, it provides a valuable overview of the most relevant methods and approaches of computational finance for those with adequate quantitative background entering the field of financial pricing. Topics discussed include:

• A brief introduction to single-period pricing
• A self-contained, practical introduction to stochastic calculus, with an emphasis on practical applications
• Introduction to continuous-time pricing
• Generation of scenarios for simulation, discussing methods and accuracy in detail
• Simulation applied to computing expectations for European pricing
• Simulation applied to early exercise pricing, presenting a detailed description of the least squares Monte Carlo method
• The use of finite differences in option pricing

Filled with numerous case studies and expert advice, Quantitative Methods in Derivatives Pricing offers the most complete look at proven computational techniques for derivatives pricing to date. You’ll quickly learn about the pricing of derivatives in continuous time, how asset-pricing theory is used to set up the pricing problem, and how to implement simulation methods for pricing both European and early exercise derivatives.

This invaluable resource prepares you for the rigors of the modern financial world and puts you on the road to successful derivatives pricing.

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Financial Statement Analysis: A Practitioner’s Guide, 3rd Edition

• Hardcover: 396 pages
• Publisher: Wiley; 3 edition (March 15, 2002)
• Language: English
• ISBN-10: 0471409154

Praise for Financial Statement Analysis
A Practitioner’s Guide
Third Edition

“This is an illuminating and insightful tour of financial statements, how they can be used to inform, how they can be used to mislead, and how they can be used to analyze the financial health of a company.”
–Professor Jay O. Light
Harvard Business School

“Financial Statement Analysis should be required reading for anyone who puts a dime to work in the securities markets or recommends that others do the same.”
–Jack L. Rivkin
Executive Vice President (retired)
Citigroup Investments

“Fridson and Alvarez provide a valuable practical guide for understanding, interpreting, and critically assessing financial reports put out by firms. Their discussion of profits–‘quality of earnings’–is particularly insightful given the recent spate of reporting problems encountered by firms. I highly recommend their book to anyone interested in getting behind the numbers as a means of predicting future profits and stock prices.”
–Paul Brown
Chair–Department of Accounting
Leonard N. Stern School of Business, NYU

“Let this book assist in financial awareness and transparency and higher standards of reporting, and accountability to all stakeholders.”
–Patricia A. Small
Treasurer Emeritus, University of California
Partner, KCM Investment Advisors

“This book is a polished gem covering the analysis of financial statements. It is thorough, skeptical and extremely practical in its review.”
–Daniel J. Fuss
Vice Chairman
Loomis, Sayles & Company, LP

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The Mathematics of Financial Modeling and Investment Management

• Hardcover: 800 pages
• Publisher: Wiley (March 29, 2004)
• Language: English
• ISBN-10: 0471465992

the mathematics of financial modeling & investment management

The Mathematics of Financial Modeling & Investment Management covers a wide range of technical topics in mathematics and finance–enabling the investment management practitioner, researcher, or student to fully understand the process of financial decision-making and its economic foundations.

This comprehensive resource will introduce you to key mathematical techniques–matrix algebra, calculus, ordinary differential equations, probability theory, stochastic calculus, time series analysis, optimization–as well as show you how these techniques are successfully implemented in the world of modern finance. Special emphasis is placed on the new mathematical tools that allow a deeper understanding of financial econometrics and financial economics. Recent advances in financial econometrics, such as tools for estimating and representing the tails of the distributions, the analysis of correlation phenomena, and dimensionality reduction through factor analysis and cointegration are discussed in depth.

Using a wealth of real-world examples, Focardi and Fabozzi simultaneously show both the mathematical techniques and the areas in finance where these techniques are applied. They also cover a variety of useful financial applications, such as:

• Arbitrage pricing
• Interest rate modeling
• Derivative pricing
• Credit risk modeling
• Equity and bond portfolio management
• Risk management
• And much more

Filled with in-depth insight and expert advice, The Mathematics of Financial Modeling & Investment Management clearly ties together financial theory and mathematical techniques.

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Financial Management and Analysis Workbook: Step-by-Step Exercises and Tests to Help You Master Financial Management and Analysis

• Paperback: 448 pages
• Publisher: Wiley; 2 edition (February 25, 2004)
• Language: English
• ISBN-10: 0471477613

A comprehensive guide to understanding the world of financial management and analysis
This complement to the bestselling Financial Management and Analysis allows readers to self-test their understanding before applying the concepts to real-world situations.
Pamela P. Peterson, PhD, CPA (Tallahassee, FL), is Professor of Finance at Florida State University. Wendy D. Habegger (Tallahassee, FL) is a PhD student in Finance at Florida State University.

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Investment Manager Analysis: A Comprehensive Guide to Portfolio Selection, Monitoring and Optimization

• Hardcover: 384 pages
• Publisher: Wiley (July 23, 2004)
• Language: English
• ISBN-10: 0471478865

Praise for Investment Manager Analysis

“This is a book that should have been written years ago. It provides a practical, thorough, and completely objective method to analyze and select an investment manager. It takes the mystery (and the consultants) out of the equation. Without question, this book belongs on every Plan Sponsor’s desk.”
—Dave Davenport, Assistant Treasurer, Lord Corporation, author of The Equity Manager Search

“An insightful compendium of the issues that challenge those responsible for hiring and firing investment managers. Frank Travers does a good job of taking complicated analytical tools and methodologies and explaining them in a simple, yet practical manner. Anyone responsible for conducting investment manager due diligence should have a copy on their bookshelf.”
—Leon G. Cooperman, Chairman and CEO, Omega Advisors, Inc.

“Investment Manager Analysis provides a good overview of the important areas that purchasers of institutional investment management services need to consider. It is a good instructional guide, from which search policies and procedures can be developed, as well as a handy reference guide.”
—David Spaulding, President, The Spaulding Group, Inc.

“This book is the definitive work on the investment manager selection process. It is comprehensive in scope and well organized for both the layman and the professional. It should be required reading for any organization or individual seeking talent to manage their assets.”
—Scott Johnston, Chairman and Chief Investment Officer, Sterling Johnston Capital Management, LP

“Investment Manager Analysis is a much-needed, comprehensive review of the manager selection process. While the industry is riddled with information about selecting individual stocks, comparatively little has been written on the important subject of manager selection for fund sponsors. This is a particularly useful guide for the less experienced practitioner and offers considerable value to the veteran decisionmaker as well.”
—Dennis J. Trittin, CFA, Portfolio Manager, Russell Investment Group

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Private Capital Markets: Valuation, Capitalization, and Transfer of Private Business Interests

• Hardcover: 478 pages
• Publisher: Wiley (May 4, 2004)
• Language: English
• ISBN-10: 0471656224

A theoretical and practical guide that enables readers to make sound investment and financing decisions
This book is a technical finance book that surveys the private capital markets-the major uncharted financial market. Representing nearly half of the U.S. gross national product, these markets are largely ignored, partially because of the difficulty obtaining information and because of the lack of a unified structure to approach them. This book provides a structured framework that owner-managers and their professional advisors can use to effectively deal with the complicated issues of valuation and capital structure and transfer issues.
Robert T. Slee, CBA, CPIM (Charlotte, NC), is President of Robertson Foley, an investment banking firm providing corporate finance service to private companies.

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