Quantitative Corporate Finance

The textbook 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,and is intended for graduate-level students.

Format: Hardback
Length: 657 pages
Publication date: 22 June 2022
Publisher: Springer Nature Switzerland AG

The corporation's legal framework is thoroughly explored in this comprehensive textbook, which also delves into the tools and institutions used to raise capital, the management of funds within individual firms, and the strategies employed to distribute risks and rewards among fund contributors. Written by renowned experts in the field, the third edition of this book has been extensively revised and updated to cover 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, readers will find a wealth of knowledge and insights.

The authors, Guerard, Gultekin, and Saxena, have built upon the foundation of the first edition, retaining the core chapters on essential topics such as mergers and acquisitions, regulatory environments, bankruptcy, and other foundational concepts of corporate finance. In addition, the third edition includes new chapters on APT portfolio selection and time series modeling and forecasting through SAS, SCA, and OxMetrics programming, FactSet fundamental data templates.

This textbook is designed for graduate-level students and can 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. With its comprehensive coverage and expert guidance, it is an invaluable resource for anyone seeking to understand the complex world of corporate finance.

Weight: 1184g
Dimension: 235 x 155 (mm)
ISBN-13: 9783030872687
Edition number: 3rd ed. 2022