The Stock Market Course, 1st Edition, George A. Fontanills

Avoid costly trading mistakes with this workbook that tests readers' investment knowledge

No one enters the stock market in the hopes that they may actually lose money on their investments. Sadly, most do. Avoid expensive trading blunders with this hands-on workbook designed to test readers' investment savvy. Developed by a popular stock trading instructor, The Stock Market Course Workbook quizzes readers on their knowledge of the concepts presented in Fontanills's The Stock Market Course. Because mistakes are costly in the stock market, this accessible study guide provides readers with the opportunity to trade "fake money" before risking their real assets in the market. The invaluable lessons learned in this workbook could save readers thousands of dollars in investment mistakes.

From the Back Cover
Praise for The Stock Market Course

"An essential guide for anyone who wants to avoid getting burned in the stock market. This book tells you how to make money and how not to lose it. Risk management is something that institutional investors have long employed to limit their losses and boost their long-term gains. This book explains risk thoughtfully and enjoyably."-Michael Molinski, Mutual Funds Editor and International Editor, CBSMarketWatch

"An excellent book that explains all of the critical factors that affect your investments. Comprehensively discusses how to analyze companies and markets. The simple descriptions paired with valuable online resources allow the reader to obtain critical information for making investing decisions. With the breadth of this coverage, you can't help but learn something new!"-Victoria Vestal, Yahoo! Finance

"Fontanills and Gentile have written the comprehensive stock market book-stuff you want to know now, stuff you'll have to know later. Complete the workbook and you'll have fast-tracked your investing foundation."-Michael Smith, Cofounder of the BigEasy Investor www.bigeasyinvestor.com

"A classic must-read primer for both the novice and experienced investor...comprehensive and easy-to-read, this book provides an innovative approach for learning how to survive in today's volatile markets. If you need the bottom line on trading do's and don'ts, read this book!"-Julie Craig, eSignal

"A comprehensive book on the equity and option markets for both the new and experienced investor. Readers can benefit from increased knowledge and a focused and disciplined approach to the markets."-Eric Alexander, Managing Director, Wall Street Access (www.wsaccess.com)

"This is the best course I've seen in 20 years in the investment business...profit from it."-Clay H. Womack, Chairman & CEO, Direct Capital Markets, Inc.

"The best stock market introduction ever written for traders and investors searching for the path of trading success."-Francis Gagnon, Producer for Active Traders (LiveCharts & QCharts), Quote.com (www.quote.com)

"If you wish to increase your knowledge and profitability in trading and investing, here is where you'll learn."-Bill M. Williams, PhD, CTA, and author of Trading Chaos and New Trading Dimensions.

Product Details :

• Series: Wiley Trading (Book 96)
• Hardcover: 464 pages
• Publisher: Wiley; 1 edition (February 28, 2001)
• Language: English
• ISBN-10: 0471393150
• ISBN-13: 978-0471393153
• Product Dimensions: 1.4 x 6.4 x 9.2 inches

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Cornerstones of Financial Accounting (with 2011 Annual Reports: Under Armour, Inc. & VF Corporation), 3rd Edition, Jay Rich

Get where you need to be with CORNERSTONES OF FINANCIAL ACCOUNTING. Cornerstones delivers a truly unique learning system that is integrated through the entire introductory managerial accounting journey -- ensuring students will leave the course with the knowledge they need to be future business leaders. Students are guided through: Building A Strong Foundation: Students need to build a strong foundation of the fundamentals before they can move forward in this course. The unique Cornerstones approach gets them through the fundamentals FASTER so that they can transition to analyzing and applying concepts. Understanding Relationships: Rather than focusing on concepts in isolation, students should understand accounting as a system and recognize how the end result changes based on how the numbers affect each other. CORNERSTONES aids students in this step as an important part in training them to be good decision makers. Making Decisions: Armed with the knowledge they have gained from working through the other aspects of the Cornerstones approach, students are now given the tools to bring their knowledge full-circle and practice making good business decisions. Students love this approach because it presents materials the way they learn. Instructors love it because it gets students to master the foundations more quickly and allows more time to learn and apply the analysis and decision making of accounting.

Review
"The cornerstones are the feature that sets this book apart. The explanations of key skills are clear, concise, and easy for students to find."

"Has a wide variety of exercises and problems. Presents examples in a clearly understood format."

About the Author
Jay Rich is a Professor of Accounting at Illinois State University. He received his B.S., M.S., and Ph.D. from the University of Illinois. Prior to entering the Ph.D. program, he worked as an auditor at Price Waterhouse & Co. in Chicago and earned his C.P.A. in 1985. He has published articles in The Accounting Review, Auditing: A Journal of Practice & Theory, Accounting Horizons, Organizational Behavior and Human Decision Processes, Accounting Organizations and Society, and others. He has also served on the editorial board of Auditing: A Journal of Practice & Theory and Current Issues in Auditing. Dr. Rich has received both the Outstanding Dissertation Award and Notable Contribution to the Literature Award from the Audit Section of the American Accounting Association. His primary teaching interest is financial accounting and he has taught numerous courses at the undergraduate, masters, and doctoral levels. His outside interests include his family, travel, reading, and watching sports, but he spends most of his free time driving his children to various activities. He also repeatedly develops plans to exercise and diet at some point in the future. By all accounts, he is a master at grilling meat, a mediocre skier, and a shameful golfer.

Jefferson P. Jones is the PricewaterhouseCoopers Associate Professor of Accounting in the School of Accountancy at Auburn University. He received his Bachelor's in Accounting and Master of Accountancy degrees from Auburn University and his Ph.D. from Florida State University. His research interests focus on financial accounting, specifically investigating the quality of reported accounting information. He has published articles in numerous journals, including ADVANCES IN ACCOUNTING, REVIEW OF QUANTITATIVE FINANCE AND ACCOUNTING, ISSUES IN ACCOUNTING EDUCATION, INTERNATIONAL JOURNAL OF FORECASTING, and THE CPA JOURNAL. Professor Jones has received numerous teaching awards, including the Outstanding Master of Accountancy Professor Award; the Beta Alpha Psi Outstanding Teaching Award (six times); the Auburn University College of Business McCartney Teaching Award; and the Auburn University School of Accountancy Teaching Award. In addition, he has made numerous presentations around the country on research and pedagogical issues. He holds a CPA certificate in the state of Alabama (inactive) and is a member of the American Accounting Association, the American Institute of Certified Public Accountants (AICPA), and the Alabama Society of CPAs (ASCPA). He has had public accounting experience as an auditor for Deloitte & Touche. Professor Jones is also a coauthor of Cornerstones of Financial Accounting. He is married, has two children, and enjoys playing golf and watching college football.

Maryanne M. Mowen is Associate Professor Emerita of Accounting at Oklahoma State University. She currently teaches online classes in cost and management accounting for Oklahoma State University. She received her Ph.D. from Arizona State University. She brings an interdisciplinary perspective to teaching and writing in cost and management accounting, with degrees in history and economics. She has taught classes in ethics and the impact of the Sarbanes-Oxley Act on accountants. Her scholarly research is in the areas of management accounting, behavioral decision theory, and compliance with the Sarbanes-Oxley Act. She has published articles in journals such as Decision Science, The Journal of Economics and Psychology, and The Journal of Management Accounting Research. Dr. Mowen has served as a consultant to mid-sized and Fortune 100 companies and works with corporate controllers on management accounting issues. She is a member of the Northern New Mexico chapter of SCORE and serves as a counselor, assisting small and start-up businesses. Outside the classroom, she enjoys hiking, traveling, reading mysteries, and working crossword puzzles.

Don R. Hansen is Arthur Andersen Professor of Accounting and a Regents Service Professor at Oklahoma State University. He received his Ph.D. from the University of Arizona in 1977. He has an undergraduate degree in mathematics from Brigham Young University. His research interests include activity-based costing and mathematical modeling. He has published articles in both accounting and engineering journals including The Accounting Review, The Journal of Management Accounting Research, Accounting Horizons, and IIE Transactions. He has served on the editorial board of The Accounting Review. His outside interests include family, church activities, reading, movies, and watching sports.

Product Details :

• Hardcover: 832 pages
• Publisher: Cengage Learning; 3 edition (January 1, 2013)
• Language: English
• ISBN-10: 1133943977
• ISBN-13: 978-1133943976
• Product Dimensions: 11.4 x 9.2 x 1.3 inches

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Principles of Project Finance, 1st Edition, E.R. Yescombe

Review
"This book provides a comprehensive treatment of project finance accessible to those less familiar with the subject matter yet detailed enough to serve as a valuable reference for the experienced manager. The book covers a wide array of topics from legal issues to valuation methods, and even hedging financial risk with financial derivatives. Given the increasing importance of project finance in Asia and the Pacific Rim, Principles of Project Finance, will be an invaluable reference for academics and managers alike in this region." --Nobuya Takezawa, International Christian University, Tokyo, Japan

"This is an authoritative work written by a distinguished practitioner. I have no doubt it will quickly become a key text for those in both public or private sectors whose work involves Project Finance." --Michael Gerrard, Head of Public Private Partnerships, Partnerships UK plc

From the Back Cover
"This book provides a comprehensive treatment of project finance accessible to those less familiar with the subject matter, yet detailed enough to serve as a valuable reference for the experienced manager. The book covers a wide array of topics, from legal issues to valuation methods, and even hedging financial risk with financial derivatives. Given the increasing importance of project finance in Asia and the Pacific Rim, Principles of Project Finance will be an invaluable reference for academics and managers alike in this region." --Professor Nobuya Takezawa, International Christian University, Japan

This is an authoritative work written by a distinguished practitioner. I have no doubt it will quickly become a key text for those in both public or private sectors whose work involves Project Finance." --Michael Gerrard, Head of Public Private Partnerships, Partnerships Uk plc

E. R. Yescombe's practical guide to project finance offers a systematic approach to this relatively new discipline, which is now used throughout the world in energy, infrastructure, natural resources, and other projects. Because project finance dictates every aspect of a project's development and contractual arrangements, all participants need to understand how this type of financing works and how the financial structure affects their roles. This examination of financial engineering tools therefore follows the typical project development process to demonstrate the principles which underlie the structuring of long-term debt finance for major projects. The book is intended both as an introduction to project finance and a general working handbook for those involved in any aspect of a project.

Key Features:
-A comprehensive and authoritative guide to the theory and practice of project finance.
-An international scope, covering projects in both the developed and developing worlds.
-The book describes and explains:
-Sources of project finance.
-Typical commercial contracts (such as those for construction of the project and sale of its product or services) and their impact on the project finance structure.
-Project finance risk assessment from the points of view of lenders, investors, and other project parties.
-Structuring the project finance debt.
-The key issues in negotiating a project finance debt facility.
-Extensive glossary and cross-referencing.
-No prior knowledge of project finance or financing techniques is assumed.

About the Author
E.R. Yescombe is an independent consultant on project finance and public-private partnerships (PPPs), advising investors on financing for power, infrastructure and PPP projects, as well as public-sector entities on PPP policy issues, project procurement and contracting.

Product Details :

• Hardcover: 344 pages
• Publisher: Academic Press; 1 edition (June 20, 2002)
• Language: English
• ISBN-10: 0127708510
• ISBN-13: 978-0127708515
• Product Dimensions: 0.9 x 6.1 x 9.3 inches

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Cost Accounting, 9th Edition, Michael R. Kinney

The ninth edition of Kinney/Raiborn's COST ACCOUNTING: FOUNDATIONS AND EVOLUTIONS provides in-depth coverage of current cost management concepts and procedures in a straightforward and reader-friendly framework. The clean, concise presentation of materials and the updated illustrations reinforce and clarify the topics that readers traditionally struggle with most. In addition, real-world examples and ethical coverage are woven into the text so readers immediately see the relevance of the cost accountant's role in managerial decisions and learn to go beyond the numbers and think critically. Ensure mastery of the procedural and decision-making skills needed for future success with the Comprehensive Review Module, an array of newly improved end of chapter assignments, and the powerful, newly enhanced CengageNOW online learning and teaching system.

Review
"I prefer the Cost Management text over the Horngren in all 3 respects, organization, completeness and depth of coverage, but mostly the simplicity with which the information has been presented. The exhibits in the Cost Management text are also superior to the Horngren text, in my opinion."

"Kinney has better organization. The graphics are cleaner as is the color scheme and page layout. There is a slightly better inclusion of technology and modern management concepts. The end of chapter problems are more inclusive of the chapter’s material."

"Kinney does a far superior job in integrating real-world data throughout the text. I really liked Exhibits 6-1 and 6-2 which do a great job in illustrating process costing techniques with a real company. I like the way the company information and processes are integrated throughout the chapter--this type of integration is far superior to Horngren’s video presentations." --This text refers to an out of print or unavailable edition of this title.

About the Author
Professor Michael R. Kinney joined the faculty of accounting at Texas A&M (College Station) in 1989 after receiving a Ph.D. in Accounting from the University of Arizona. He is currently a KPMG Faculty Fellow of Accounting. He has taught undergraduate courses in cost and management accounting and graduate courses in management control systems, cost management, management consulting, corporate taxation, partnership taxation, and corporate tax strategies. He has received teaching awards including the outstanding teacher of the Texas A&M College of Business from the College of Business Honors Society (twice), and Delta Iota Chapter's Beta Alpha Psi teaching excellence award in accounting (twice) and the Association of Former Students Distinguished Achievement Award for Teaching. Professor Kinney has co-authored numerous articles in accounting, taxation, and finance as well as co-authoring ten college textbooks on management accounting and cost management. Dr. Kinney has also conducted consulting and executive development projects for several large Texas-based companies. Currently, Dr. Kinney serves as the Ph.D. Program Coordinator for the Department of Accounting.

It was fast, cheap, and worth the purchase. This book was exactly the edition I was looking for. Shipping was fast and the condition of the book is very good.

Product Details :

• Loose Leaf: 848 pages
• Publisher: Cengage Learning; 9 edition (May 31, 2012)
• Language: English
• ISBN-10: 1111972095
• ISBN-13: 978-1111972097
• Product Dimensions: 0.9 x 8.6 x 10.6 inches

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Discounting, Libor, CVA and Funding: Interest Rate and Credit Pricing (Applied Quantitative Finance), 1st Edition, Chris Kenyon

The credit and sovereign debt crises have fundamentally changed the way participants in the global financial markets perceive credit risk. The effects of this change have been studied by many leading experts in Mathematical Finance, but to date there is no single volume that combines the results of this research and presents them at a level suited for practitioners and students alike. In market practice this fundamental market change is most directly visible from significant bases throughout the interest rate world, especially tenor bases, cross-currency bases, and bond-cds bases. This means that the curve used for discounting is no longer the curve used for Libor (aka Fixing Curve or Forwarding Curve).

In the last two years a consensus has emerged that this multi-curve pricing is now standard.The crises have also altered the perception of banks and governments - they are no longer regarded as zero-risk counterparties. Now both sides of an uncollateralized trade need to consider, and price in, the risk that the other defaults: my CVA is your DVA. Even collateralization does not remove pricing problems: when you post collateral how much do you have to pay for it? This FVA is not symmetric in many ways: whatever it costs you to source it, your counterparty will only pay you OIS. Even worse is that your funding costs are unlikely to be the same as those of all your counterparties.Discounting, Libor, CVA and Funding: Interest Rate and Credit Pricing is the first book to illustrate new ways of pricing interest rate and credit products in the post-crisis markets. Written by two seasoned practitioners, it will enable the readers to understand the many different versions of credit and basis spreads, and to build the appropriate discount curves that take the these spreads into account so that collateralized derivatives will be priced correctly.

The authors guide the reader through the complexity added by OIS discounting and multi-curve pricing as well as CVA, DVA and FVA. Derivatives do not exist in a vacuum. Regulators world-wide have reacted strongly to the crises with the introduction of Basel III. Hitherto quants could ignore capital costs and charges, but as of January 2013 this world is gone. Discounting, Libor, CVA and Funding explains details of Basel III that are important for pricing, especially around the CVA VaR and default exposure capital charges.This book will be required reading for quantitative practitioners who need to keep up-to-date with the latest developments in derivatives pricing, and will also be of interest to academic researchers and students interested in how instruments are priced in practice.

Review
"The ongoing economic situation is pushing researchers to re-discuss and update the fundamentals of financial modeling. Writing an encyclopedic book on financial modeling for exotics based on the risk free rate, a unique discount curve, no credit risk and no liquidity costs would be neither relevant nor realistic in 2012. This is not such a book. The reader will find here an interesting tackling of current and relevant problems such as multi-curve modeling and credit valuation adjustments, with a very interesting discussion of closeout and especially goodwill, which cannot be found anywhere else to the best of this endorser's knowledge. Funding costs, hints at systemic risk, regulation, and Basel III are also considered. It is great to find a quantitatively detailed analysis of such aspects in a single book, and readers who are open-minded and attentive to the current challenges posed by the market will find this book to be informative, relevant, pleasant to read, and even entertaining." - Prof. Damiano Brigo, Head of the Mathematical Finance Research Group, Imperial College, London, and author of Interest Rate Models: Theory and Practice (Springer) and Credit Models and the Crisis (Wiley).

About the Author
DR. CHRIS KENYON (London, UK) is a Director at Lloyds Banking Group in the front office Quantitative Research – CVA / FVA group. Previously he was head quant for counterparty risk at Credit Suisse, and at DEPFA Bank PLC he was Head of Structured Credit Valuation (post crisis), working on pricing model development and validation and market risk. He has also held positions at IBM Research and Schlumberger, where he applied real options pricing to everything from offshore rig lease extension options to variable volume outsourcing contracts. Chris holds a PhD in Applied Mathematics from Cambridge University where he was a Research Fellow (Computer Modeling), and an MSc in Operations Research from the University of Austin, Texas. He is a regular writer and conference speaker, his papers have appeared in Quantitative Finance, Risk Magazine, Operations Research, IEEE Computer, amongst others, and presented at academic conferences and industry meetings including those organized by Bachelier Finance Society, WBS, Marcus Evans, Risk Magazine, and many more.

ROLAND STAMM is Head of Risk Methods and Valuation at HRE Group (formerly DEPFA Bank PLC), where he is responsible for (among other things) the development of new pricing models, model set up, validation and calibration, CVA adjustments, and market risk methodology. He was previously Head of Valuation at HRE Group, and has also held positions as Head of Market Risk Products, Head of IT Development, and Project Manager, all at DEPFA Bank. He holds a PhD in Mathematics (Algebraic Topology) from the Westfälische Wilhelms-Universität, Münster, Germany, where he was awarded a magna cum laude for his thesis "The K- and L- Theory of Certain Discrete Groups," and he received a master's degree in Mathematics from the Johannes-Gutenberg-Universität, Mainz.

Product Details :

• Series: Applied Quantitative Finance
• Hardcover: 256 pages
• Publisher: Palgrave Macmillan (September 4, 2012)
• Language: English
• ISBN-10: 1137268514
• ISBN-13: 978-1137268518
• Product Dimensions: 0.9 x 6 x 9.1 inches

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Capital Budgeting, 1st Edition, Pamela P. Peterson

Capital investment decisions are a constant challenge to all levels of financial managers. Capital Budgeting: Theory and Practice shows you how to confront them using state-of-the-art techniques.

Broken down into four comprehensive sections, Capital Budgeting: Theory and Practice explores and illustrates all aspects of the capital budgeting decision process. Pamela Peterson and Frank Fabozzi examine the critical issues and limitations of capital budgeting techniques with an in-depth analysis of:

Classifying capital budgeting proposals
Determining the relevant cash flows for capital budgeting proposals
Assessing the economic value of a capital budgeting proposal using different techniques
Incorporating risk into the capital budgeting decision
Evaluating whether to lease or borrow-to-buy

Capital Budgeting: Theory and Practice provides the knowledge, insight, and advice that will allow you to handle one of the most important aspects of your firm's financial management. Advanced enough for practitioners yet accessible enough for the novice, Capital Budgeting: Theory and Practice is your complete guide to understanding and benefiting from the essential techniques of capital budgeting.

From the Inside Flap
Corporate financial managers continually invest funds in assets, and these assets produce income and cash flows that the firm will then either reinvest in more assets or pay to the owners. Capital investment refers to a firm's investment in assets, and these investments may be either short-term or long-term in nature. A capital budgeting decision involves the long-term commitment of a firm's scarce resources. When such a decision is made, the firm is committed to a current and possibly future outlay of funds.

Capital budgeting decisions play a prominent role in determining whether a firm will be successful. The commitment of funds to a particular capital project can be enormous and may be irreversible. While some capital budgeting decisions are routine and don't change the course or risk of a firm, there are strategic capital budgeting decisions that will either have an impact on the firm's future market position in its current product lines or permit it to expand into a new product line. The annals of business history are replete with examples of how capital budgeting decisions have turned the tide for a company.

In Capital Budgeting: Theory and Practice, Pamela Peterson and Frank Fabozzi discuss and illustrate the capital budgeting decision process. In Section I ("Making Investment Decisions and Cash Flows"), they cover the stages of the capital budgeting process (investment screening and selection, capital budgeting proposal, budgeting approval and authorization, project tracking, and postcompletion audit), classification of investment projects, and the critical task of cash flow estimation.

In Section II, Peterson and Fabozzi cover the techniques for evaluating capital budgeting proposals and for selecting projects. These techniques include payback and discounted payback techniques, net present value technique, profitability index technique, internal rate of return technique, and modified internal rate of return technique. Section III clearly explains the critical task of incorporating risk into the capital budgeting decision.

In the final section, Peterson and Fabozzi explain a common capital budgeting decision: the decision to buy an asset with borrowed funds or lease the same asset. This is the classic "lease versus borrow-to-buy decision." The coverage includes valuing a lease, how to incorporate uncertainty into the lease valuation, and how a firm should analyze a lease if it's in a current tax-paying position or has an operating loss to carry forward.

Capital budgeting is one of the most important, and sometimes most difficult, parts of financing. Through expert advice and questions and problems at the end of each section, Capital Budgeting: Theory and Practice provides a detailed explanation of capital budgeting that will allow you to excel in this area.

Product Details :

• Series: Frank J. Fabozzi Series (Book 10)
• Hardcover: 243 pages
• Publisher: Wiley; 1 edition (February 2002)
• Language: English
• ISBN-10: 0471218332
• ISBN-13: 978-0471218333
• Product Dimensions: 0.9 x 6.1 x 9.2 inches

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Risk Management: Approaches for Fixed Income Markets, 1st Edition, Bennett W. Golub

From the Inside Flap
STATE-OF-THE-PRACTICE RISK MANAGEMENT TECHNIQUES

Risk management plays an increasingly important role in the life of financial institutions. Yet there have been virtually no texts to date that reconcile practical market experience and scientific discipline in an attempt to help portfolio and risk managers make better investment decisions-until now.

Written by two senior risk management practitioners of a global money management and risk advisory firm, this one-of-a-kind book utilizes an intriguing blend of finance, economics, mathematics, and common sense in applying cutting-edge financial modeling techniques to managing risk in fixed income markets. With a focus on both theoretical and practical considerations, a variety of existing and new approaches are brought together in a thorough but easy-to-understand fashion, including:

* Interest rate and basis risk durations
* Scenario analysis
* Expected rate of return
* Principal components analysis
* Value-at-Risk
* Stress testing
* Portfolio and hedge optimizations

As a growing proportion of the financial system adopts rigorous risk management techniques and incorporates them in making investment decisions, chief investment officers, corporate treasurers, portfolio managers, risk managers, traders, academics, and finance students will find Risk Management an invaluable tool in navigating this exciting and increasingly challenging dimension of investing.

From the Back Cover
RISK MANAGEMENT APPROACHES FOR FIXED INCOME MARKETS

"Golub-Tilman will, I believe, become an absolutely essential reference text for fixed income portfolio managers, traders, issuers, and scholars. It is comprehensive and clearly written. While rigorous, it is easy to understand because of its many practical examples."- Richard Roll, The Allstate Chair in Finance and Insurance, The Anderson School at UCLA, Past President, American Finance Association

"Outstanding and unique! A thorough discussion of the theoretical underpinning of risk management combined with keen insights from a practitioner's perspective. This text will rank among the most essential readings for both market professionals and academics." -Gregory J. Parseghian, Senior Vice President and Chief Investment Officer, Freddie Mac

"The most systematic and comprehensive overview of fixed income risk management."-Philippe Jorion, Professor of Finance, University of California-Irvine, Author, Value at Risk: The New Benchmark for Controlling Derivatives Risk

"An inside look at approaches to fixed income risk management developed at a leading investment firm. The rigorous presentation covers both theoretical and practical considerations as well as their applications to portfolio management. Very interesting and highly recommended."-Charles W. Grant, Managing Director of Fixed Income, Virginia Retirement System

"Few, if any, financial studies have managed to reconcile practical market experience and scientific discipline within such an original approach and with such elegance! An absolute must for anyone in the world of fixed income."-Michele Donegani, Head of Asset Allocation and Manager Selection, European Investment Managers (EIM).

About the Author
BENNETT W. GOLUB is a founding partner and Managing Director of BlackRock, Inc., a global money management and risk advisory firm. Currently, he is co-head of its Risk Management and Analytics Group and is a member of its Investment Strategy Group and Management Committee. In addition to developing BlackRock's risk advisory business, Dr. Golub is actively involved in the creation of analytical tools used in measuring and managing market and credit risks of fixed income and equity portfolios. He has authored many articles on risk management and financial modeling and is a frequent lecturer at industry conferences and meetings. Dr. Golub earned an S.B. and an S.M. in Management and a Ph.D. in Applied Economics and Finance, all from the Massachusetts Institute of Technology.

LEO M. TILMAN is Director in the Risk Management and Analytics Group at BlackRock, Inc. He specializes in the creation of new risk management methodologies, marketing of risk management services, financial modeling, and risk advisory work. His primary focus is solving a wide range of portfolio management, trading, asset allocation, and enterprise-wide risk management problems through the use of financial modeling techniques. Mr. Tilman has published extensively on risk management, financial modeling, applied statistics, decision-making, and expert systems. He is a frequent guest lecturer on the topics of risk management and financial modeling. Mr. Tilman received a B.A. in Mathematics and an M.A. in Statistics with a concentration in Finance, both from Columbia University.

Product Details :

• Series: Frontiers in Finance Series (Book 73)
• Hardcover: 312 pages
• Publisher: Wiley; 1 edition (June 15, 2000)
• Language: English
• ISBN-10: 0471332119
• ISBN-13: 978-0471332114
• Product Dimensions: 1.1 x 6.3 x 9.3 inches

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Advanced Management Accounting, 3rd Edition, Robert Kaplan

Contains leading-edge treatment of innovative management accounting issues used by major companies throughout the world. Advanced Management Accounting provides a systematic management- oriented approach to advanced management topics. Each chapter is accompanied by cases to illustrate the concepts discussed. Written by an authoritative author team known for establishing innovative business standards. Includes an updated chapter on Transfer Pricing to reflect more modern approaches in addition to an entire chapter on Economic Value Added (EVA). Appropriate for business professionals involved in cost accounting and/or management.

From the Publisher
Focused on the finer-points of management accounting and actual work practices, this volume presents detailed and extensive coverage of the application of analytic techniques. --This text refers to the Hardcover edition.

From the Back Cover
Contains leading-edge treatment of innovative management accounting issues used by major companies throughout the world. Advanced Management Accounting provides a systematic management- oriented approach to advanced management topics. Each chapter is accompanied by cases to illustrate the concepts discussed. Written by an authoritative author team known for establishing innovative business standards. Includes an updated chapter on Transfer Pricing to reflect more modern approaches in addition to an entire chapter on Economic Value Added (EVA). Appropriate for business professionals involved in cost accounting and/or management.

MBA students alike may not even have the patient to read through it. But, as a management consultant in China ( i used to work for 2 of big 4 accounting firms, and now working as a freelance to help local companies to solve their managerial costing problems), this book is my primary reference for my work. I applied ideas in this book helping my clients building ABC and transfer pricing and costing control models. When you really need to solve true business problems (rather than reading in the school), you will find this is "the" book. In my view, you have to read Kaplan and Cooper's staff if you want to get some true knowledge about managerial accounting.

This book not classic. It contains chapters deal with subjects like performance evaluation and incentives in depth and by using advanced models. It also deals with ABC & ABM by using simle examples.

Product Details :

• Paperback: 798 pages
• Publisher: Prentice Hall; 3rd edition (February 6, 1998)
• Language: English
• ISBN-10: 0132622882
• ISBN-13: 978-0132622882
• Product Dimensions: 1.4 x 7.2 x 9.4 inches

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Business Forecasting with Business ForecastX, 6th Edition, J. Holton Wilson

The Sixth Edition of Business Forecasting is the most practical forecasting book on the market with the most powerful software—Forecast X. This edition presents a broad-based survey of business forecasting methods including subjective and objective approaches. As always, the author team of Wilson and Keating deliver practical how-to forecasting techniques, along with dozens of real world data sets while theory and math are held to a minimum. This Sixth Edition includes Forecast X software updated for Excel 2007 and Vista. Forecast X is the most comprehensive software tool available in this market and the new version is also backwards compatible for XP Excel 2003 systems. This Excel-based tool effectively uses wizards and many tools to make forecasting easy and understandable.

About the Author
Software company producing Forecast X, which will accompany this edition of BUSINESS FORECASTING.

Wilson and Keating's "Business Forecasting" is an accessible introduction to practical forecasting. There is little explicit treatment of the statistical properties of the methods used, but the practical examples (which are numerous) show the effects of those properties. The methods should get a manager or engineer through most situations that require a justifiable forecast. I'm a bug on references, and there were an adequate number of them, but it would have been better if the reason each work was cited was specified.

This book is also, in practice, the user manual for the descriptive statistics / forecasting package 'SORITEC,' which is bound with the book. As such, it is absolutely required for beginning users of the package. The features of SORITEC which are covered are covered well, but that sharpens my wish that there would be at least a short description and a few references for the features not used in the main presentation.

In summary, a fine book for the 'dirty hands' crowd of forecasters; not bad for the 'ivory tower' crowd either, but not quite enough for the latter

I read this book for an MBA course on business forecasting. It is well written and very easy to understand. I do not have time to spend reading dense textbooks that get lost in academic jargon. This book gets right to the point. Most importantly, every chapter concludes with an application of the lessons learned using the Forecast X software. The book also uses very practical examples such as Gap sales data that everyone can relate to.

Prior to reading this book, I had no background in business forecasting. Today, I feel confident in my abilities to prepare, analyze, interpret, and communicate forecasts because of the lessons and practice problems in this book. The software is easy to install as an add-in for Excel. The interface is simple to use and eased my fears of being lost in a complex software package.

This is a great book to learn business forecasting.

Business Forecasting is an excellent resource for students who want to learn how forecasting is really done. The book is clear, concise, and well structured. Wilson and Keating provide an excellent foundation for students to understand the forecasting process and quickly build on this foundation. The comments from "real-world" practitioners provide a practical perspective to help students appreciate the concepts presented in the book.

The ForecastX software from John Galt Solutions (included with book) is the most comprehensive forecasting toolkit available. The students who take the time to learn the software through the text will certainly gain a marketable skillset. Because the software is easy to use and reliable, I was able to quickly apply the lessons from the text to create sophisticated and powerful forecasts. Moreover, students learn how to interpret and communicate the most important components of each forecasting method.

The software accompanying the book also includes all the data used in the text examples and chapter ending problems. This provides students with many opportunities to practice each forecasting technique. I found that practicing the chapter ending problems were a strong way to solidify the concepts presented in the text and learn when to apply each technique.

Product Details :

• Hardcover: 513 pages
• Publisher: McGraw-Hill/Irwin; 6th edition (December 19, 2008)
• Language: English
• ISBN-10: 0073373648
• ISBN-13: 978-0073373645
• Product Dimensions: 9.2 x 7.4 x 1.2 inches

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Put Options : How to Use This Powerful Financial Tool for Profit & Protection, 1st Edition, Jeffrey Cohen

From the Back Cover
A Revolutionary Program for Dramatically Improving Your Stock Market Performance While Insuring Against Market Freefalls

To increase their overall stock market returns, investors have been told for decades that they must first increase their risks. Problem is, millions of investors who bought into that line of thinking were caught blindside by recent market downturns--without ever knowing there was a better way.

Put Options outlines a better way, one that isn't built on pie-in-the-sky, get-rich-quick premises and promises. It introduces a powerful way to trade and invest that allows you to participate in stock market profits without incurring undue risk. The secret is in using put options, versatile instruments that allow you to increase per-dollar returns while hedging against sudden and devastating market downturns. Let Put Options show you how to:

Profit even when you've guessed wrong
Weather down markets with your equity virtually intact
Invest only in the world's most well-known, successful companies

The potential rewards of owning stock are substantial; so too, as recent markets have proven, are the risks. Let Put Options show you a new way to invest, one that significantly limits your downside risk when compared to stock ownership as it helps you pocket consistent profits in today's challenging financial marketplace.

"I think one of the best gifts any investor could bestow upon his or her financial planner or stockbroker is a copy of this book."--Donald Moine, Ph.D., Financial Planning Columnist, From the Preface

If you are like most investors, you would leap at the opportunity to earn consistent double-digit stock market returns with greatly reduced risk. Put Options introduces you to an innovative, proven program designed to do just that--produce consistent and regular stock market returns while minimizing the risk of losing those returns during a down market.

The secret, in a nutshell, is in implementing a low-maintenance, easy-to-follow program of selling puts on quality stocks while hedging those investments by buying puts on the overall market. Far easier to implement and track than it sounds, this strategy is frequently used by institutional investors, whose reputations and careers depend on garnering decent returns without assuming unnecessary risk. Yet, until now, it was considered too complex and high-level for individual investors and traders.

Put Options explains this proven technique in terms that virtually any investor can understand and implement. The rare investment book that supports its claims by providing the actual results of actual trades using actual household-name stocks, Put Options provides a step-by-step template on how you can use author Jeffrey Cohen's SafetyNet program to consistently:

Profit through the use of puts, one of today's most versatile investment tools
Lower your all-important break-even points in up, down, and sideways markets
Protect yourself--and even take home a profit--when stock prices go down

Financial advisors and stockbrokers will do everything in their power to steer you away from option writing as "too risky." Yet they have no problem recommending high-flying stocks they know little or nothing about, then leaving you to fend for yourself when negative news sends those stocks crashing to the ground...

... And you can't afford that kind of advice.

Put Options will change the way you invest by literally changing the way you view investment. It shows you how to invest in today's best blue-chip stocks in such a way as to profit when they do well while protecting yourself when they do poorly. Packed with facts, figures, and actual examples of SafetyNet in action, it unquestionably supports the bottom-line premise that writing options can, if done correctly, be far safer than owning shares of stock--and then shows you exactly how to do it.

About the Author
Jeffrey M. Cohen is founder of SafetyNetTrading.com as well as a hedge fund manager, continuing education instructor, and tax and financial planning expert. A popular speaker, Cohen has appeared on CNBC, CBS MarketWatch, and Lifetime.

 Product Details :

• Hardcover: 288 pages
• Publisher: McGraw-Hill; 1 edition (July 16, 2003)
• Language: English
• ISBN-10: 007141665X
• ISBN-13: 978-0071416658
• Product Dimensions: 1.2 x 6.3 x 9.1 inches

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Accounting in a Nutshell, 3rd Edition: Accounting for the non-specialist (CIMA Professional Handbook), Janet Walker

Designed primarily for middle and junior management who deal with financial information without really understanding the content; students who are studying accounting as a non-specialist subject, for example on a business studies or engineering course. The book serves as a basic reference to be used throughout the course.

It will also be particularly helpful in providing the basic grounding that is required before moving on to the more technical and in-depth study of the subject that may be required on some courses. Students who are embarking on a course of study to become a professional accountant will also find this book of major benefit.

In addition to revisions through out, a new new chapter 'Making long-term investment decisions' covering capital investment decisions, extends and rounds out the final part of the book: using Financial Information to Manage a Business. The chapter deals with the investment appraisal process and covers the main investment appraisal techniques from the point of view of a non-specialist: payback periods, accounting rate of return and discounted cash flow methods are just some of the new topics covered.

The focus will be on the level of understanding that a non-specialist requires in the work place as such, in keeping with the rest of the book, the chapter includes practical examples and exercises to enhance the reader's understanding.

* Jargon free and easy to understand - no prior knowledge of the subject necessary
* Focuses on the principles and use of accounting information
* Review questions to assess progress at each stage and many fully worked exercises and examples

About the Author
Janet Walker is a freelance lecturer and consultant, specialising in courses in Financial Awareness Trained as a management accountant with Brooke Bond Oxo Limited, qualifying as a Chartered Management Accountant (FCMA) in 1981. After seven years in industry, joined Croydon College in 1982 as a Senior Lecturer in management accounting and financial management. Studied for MBA at City University Business School in 1987/88. Worked as a full-time author for BPP Publishing Limited for eighteen months from 1990, responsible for writing and technical editing of a range of accountancy and marketing texts and workbooks. Set up own business in 1991 as a freelance lecturer and consultant, specialising in presenting courses in Financial Awareness for a variety of clients, including the Chartered Institute of Management Accountants (CIMA), the Institute of Chartered Accountants in England and Wales (ICAEW), City University Business School, V & A Museum, Markel International, National Lottery Heritage Fund, ICL Systems Service, Norwich Union, Weetabix Limited and the General Dental Council. Also providing financial planning and marketing consultancy services to small businesses. Other books published are primarily through BPP Publishing as above, and a number of CIMA Study Systems through CIMA Publishing.

This book covers both Financial and Management Accounting. It is an excellent introduction to the subject. It provides a great overview of the PURPOSE and USES of P&L Accounts (Income Statements), Balance Sheets, and Cash flow Statements.

It also has great information on how these are constructed.

It is NOT a practical guide to book-keeping. I highly recommend this, both for managers trying to understand financial and managerial accounting, and for students begging accounting.

Once you;ve read this, though, you will probably need to read a book on basic book-keeping to allow you to function as your own accountant, if that's your aim.

Product Details :

• Series: CIMA Professional Handbook
• Paperback: 368 pages
• Publisher: CIMA Publishing; 3 edition (November 7, 2008)
• Language: English
• ISBN-10: 075068738X
• ISBN-13: 978-0750687386
• Product Dimensions: 0.8 x 6.1 x 9 inches

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Financier: The Biography of André Meyer: A Story of Money, Power, and the Reshaping of American Business (Trailblazers), 1st Edition, Cary Reich

"A first-rate biography of an extraordinary man." --Andrew Tobias. David Rockefeller once deemed Andr? Meyer "the most creative financial genius of our time in the investment banking world." Andr? Meyer was also known as "The Picasso of Banking" and "The Incomparable Investor," but probably his most notable achievement was his ability to completely and single-handedly revitalize American business after World War II. Cary Reich presents an illuminating portrait of this ferociously energetic, charming, and ruthless businessman who was a trusted advisor of the Kennedys and an intimate of William Paley and Katherine Graham. Reich goes into detail about Meyer's immigration from Nazi-occupied France, his prowess on the Monopoly board of business, and some of Meyer's lasting business legacies--now household names--including Avis and Holiday Inn. * Includes a new foreword by Cary Reich. Cary Reich (New York, New York) is the former executive editor of Institutional Investor. His most recent book, The Life of Nelson A. Rockefeller, was a finalist for the National Book Award. Mr. Reich is the recipient of numerous journalism awards, including the Overseas Press Award and the John Hancock Award for Excellence in Business and Financial Journalism.

From the Publisher
A new edition of Cary Reich's engaging biography of Andre Meyer. In this new edition of Financier, Cary Reich presents an illuminating portrait of this ferociously energetic, charming, and ruthless businessman who was a trusted advisor of the Kennedys and an intimate of William Paley and Katherine Graham. Reich goes into detail about Meyer's immigration from Nazi-occupied France, his prowess on the Monopoly board of business, and some of Meyer's lasting business legacies-now household names-including Avis and Holiday Inn.

From the Inside Flap
Fortune magazine deemed him "the most important investment banker in the Western world." A ferociously energetic, charming, and ruthless businessman, he had, by the age of forty, helped save the foundering auto giant Citro?n, established France's first consumer finance company, and been awarded the Legion of Honor. He was a trusted adviser of the Kennedys and an intimate of Lyndon Johnson, William Paley, and Katharine Graham. His numerous business accomplishments included the building or revitalizing of such corporate giants as Avis, Holiday inns, Warner-Lambert, and Engelhard Minerals & Chemicals. One of the world's savviest individual investors, he amassed a personal fortune of well over $200 million, yet to his dying day never gave up the search for the ultimate buck. Andr? Meyer, "The Picasso of Banking," was all this-and much more. A man of seemingly endless contradictions, he was respected and admired by many, scorned and disliked by many others. In this riveting, classic biography, renowned author and National Book Award finalist Cary Reich skillfully captures the many facets of this colorful and complex figure, painting an illuminating and captivating portrait of an enigmatic icon who climbed his way from modest beginnings to become what David Rockefeller called "the most creative financial genius of our time in the investment banking world." Born in 1898 in Paris, Andr? Benoit Mathieu Meyer was saddled with adult responsibilities early on, having to provide for his family when his father, an inveterate gambler, "left a vacuum at the head of the household." After getting his professional start at a small Paris bank, he quickly caught the attention of the eminent private banking firm Lazard Fr?res, whose prestigious ranks he joined in 1925.

Within a year, Meyer was made partner. With the advent of World War II, Meyer was forced into exile by the Nazi occupation. Resettling in the United States, he took over Lazard's New York operation, building it into the most venturesome investment bank in America. During the 1940s and 1950s, when industry was thirsting for capital for its relentless growth, he financed anything and everything from Texas ranchland to New York City real-estate projects. In the sixties, when it became clear the big corporations could get bigger only by gobbling up other corporations, Meyer masterfully got the merger-and-acquisition ball rolling, and became the world's most prolific marriage broker for countless corporate combinations. Financier brilliantly captures Meyer's financial wizardry, a phenomenal talent that was tempered only by the volatile tantrums, ruthlessness, and insatiable greed that went hand in hand with his genius. Unveiling the dueling sides of his complex personality, this absorbing account shows Meyer at his best-as a father figure for the likes of Felix Rohatyn, his most famous prot?g?, and for Jacqueline Onassis in the years after the assassination-and presents him at his worst-as a tortured and possessive father and a cruel, often vindictive boss. Financier is a work that is as compelling, unforgettable, and monumental as its inimitable subject.

From the Back Cover
Fortune magazine deemed him "the most important investment banker in the Western world." A ferociously energetic, charming, and ruthless businessman, he had, by the age of forty, helped save the foundering auto giant Citro?n, established France's first consumer finance company, and been awarded the Legion of Honor. He was a trusted adviser of the Kennedys and an intimate of Lyndon Johnson, William Paley, and Katharine Graham. His numerous business accomplishments included the building or revitalizing of such corporate giants as Avis, Holiday Inns, Warner-Lambert, and Engelhard Minerals & Chemicals. One of the world's savviest individual investors, he amassed a personal fortune of well over $200 million, yet to his dying day never gave up the search for the ultimate buck.

Andr? Meyer, "The Picasso of Banking," was all this--and much more. A man of seemingly endless contradictions, he was respected and admired by many, scorned and disliked by many others. In this riveting, classic biography, renowned author and National Book Award finalist Cary Reich skillfully captures the many facets of this colorful and complex figure, painting an illuminating and captivating portrait of an enigmatic icon who climbed his way from modest beginnings to become what David Rockefeller called "the most creative financial genius of our time in the investment banking world."

Born in 1898 in Paris, Andr? Benoit Mathieu Meyer was saddled with adult responsibilities early on, having to provide for his family when his father, an inveterate gambler, "left a vacuum at the head of the household." After getting his professional start at a small Paris bank, he quickly caught the attention of the eminent private banking firm Lazard Fr?res, whose prestigious ranks he joined in 1925. Within a year, Meyer was made partner.

With the advent of World War II, Meyer was forced into exile by the Nazi occupation. Resettling in the United States, he took over Lazard's New York operation, building it into the most venturesome investment bank in America. During the 1940s and 1950s, when industry was thirsting for capital for its relentless growth, he financed anything and everything from Texas ranchland to New York City real-estate projects. In the sixties, when it became clear the big corporations could get bigger only by gobbling up other corporations, Meyer masterfully got the merger-and-acquisition ball rolling, and became the world's most prolific marriage broker for countless corporate combinations.

Financier brilliantly captures Meyer's financial wizardry, a phenomenal talent that was tempered only by the volatile tantrums, ruthlessness, and insatiable greed that went hand in hand with his genius. Unveiling the dueling sides of his complex personality, this absorbing account shows Meyer at his best--as a father figure for the likes of Felix Rohatyn, his most famous prot?g?, and for Jacqueline Onassis in the years after the assassination--and presents him at his worst--as a tortured and possessive father and a cruel, often vindictive boss.

Financier is a work that is as compelling, unforgettable, and monumental as its inimitable subject.

Railblazers Rediscovering the Pioneers of Business

Critical praise for Financier: The Biography of Andr? Meyer

"A first-rate biography of an extraordinary man." --Andrew Tobias

"A fascinating mix of financial history involving household names of the corporate scene, gossip at rarefied altitudes and big bucks. The focus is on people, mutual back-scratching, wheeling and dealing through the conglomerate jungle." --The Wall Street Journal.

"This book is fun to read. Mr. Reich, while prudently avoiding heavy legal and accounting exegesis, has a talent for the clear explanation of essential technical detail." --New York Times Book Review.

"Hard-edged and uncompromising . . . a lucid and well-researched account." --The New Republic.

About the Author
CARY REICH is the former executive editor of Institutional Investor. His most recent book, The Life of Nelson A. Rockefeller, was a finalist for the National Book Award. Mr. Reich is the recipient of numerous journalism awards, including the Overseas Press Award and the John Hancock Award for Excellence in Business and Financial Journalism.

Product Details :

• Paperback: 400 pages
• Publisher: Wiley; 1 edition (February 9, 1998)
• Language: English
• ISBN-10: 0471247413
• ISBN-13: 978-0471247418
• Product Dimensions: 0.8 x 6.1 x 9.2 inches

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Accounting and Finance Policies and Procedures, 1st Edition, Rose Hightower

Policies and procedures are the foundation of internal controls for organizations. Taking a complicated subject and breaking it into manageable components, this book enables you to hit the ground running and significantly accelerate your completion of a solid policies and procedures program. Comprehensive and practical, this useful book provides you with sample documents you can personalize and customize to meet your company's needs.

Review
"The author provides an excellent framework for organizations to use in establishing and updating policies and procedures. This book is an excellent resource that auditors can use to steer management to as an example of a structured approach to policy and procedure development."

From the Back Cover
Praise for Accounting and Finance Policies and Procedures

"This comprehensive and practical tool enables accountants to produce documentation on policies and procedures in a quick and thorough manner. The URL download eliminates the tedious administrative setup work, and the detailed description within each section assists in the prevention of overlooking what we very often take for granted. This is not a how-to book; it is a tool that . . . will make your company documents look like you are part of a Fortune 500 company." —Leslie Kessler Brand, CPA, Corporate Controller, Porta Systems Corp.

"For contract training on or off-campus, there is no faculty member more concerned with student learning and process than Rose Hightower. Rose is the preferred adjunct by numerous companies for their staff development in project management and finance and accounting especially for the non-financial manager. She, like her book, Accounting and Finance Policies and Procedures, takes a complicated subject and breaks it into manageable components." —Maureen Connolly, Dean, Berkeley College

"Rose has developed a comprehensive policies and procedures program that allows you to standardize, train and assure compliance with financial policies on a worldwide basis. In today's age of ever increasing technical complexity along with the global and diverse nature of organizations, a practical guide to establishing, formally documenting, and maintaining accounting policies will be of use to many firms, big and small. This guide will enable those firms to hit the ground running and significantly accelerate their completion of a solid policies and procedures program." —Douglas Robinson, CFO, Verint Systems Inc.

"Policies and procedures are the foundation of internal controls for organizations. It is therefore very important that they be clearly written, current and comprehensive. Accounting and Finance Policies and Procedures by Rose Hightower provides an excellent framework for any organization to create this foundation. The merging of an online component recognizes the importance of a digital tool to update policies and procedures in a timely manner." —Jim Kaplan, President and CEO, AuditNet, LLC

About the Author
Rose Hightower, Accountant, MSc, has been the owner of IDEAL Consulting Solutions International, LLC for ten years, consulting in implementation of internal control and policy and procedure programs for large companies. Bringing over twenty years of experience from IBM and serving as finance manager, her program contains practical lessons and simple solutions for any size company.

Product Details :

• Paperback: 336 pages
• Publisher: Wiley; 1 edition (April 9, 2008)
• Language: English
• ISBN-10: 0470259620
• ISBN-13: 978-0470259627
• Product Dimensions: 0.7 x 8.4 x 10.7 inches

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Financial Modelling with Jump Processes (Chapman & Hall/CRC Financial Mathematics Series), 1st Edition, Peter Tankov

WINNER of a Riskbook.com Best of 2004 Book Award!

During the last decade, financial models based on jump processes have acquired increasing popularity in risk management and option pricing. Much has been published on the subject, but the technical nature of most papers makes them difficult for nonspecialists to understand, and the mathematical tools required for applications can be intimidating. Potential users often get the impression that jump and Lévy processes are beyond their reach.

Financial Modelling with Jump Processes shows that this is not so. It provides a self-contained overview of the theoretical, numerical, and empirical aspects involved in using jump processes in financial modelling, and it does so in terms within the grasp of nonspecialists. The introduction of new mathematical tools is motivated by their use in the modelling process, and precise mathematical statements of results are accompanied by intuitive explanations.

Topics covered in this book include: jump-diffusion models, Lévy processes, stochastic calculus for jump processes, pricing and hedging in incomplete markets, implied volatility smiles, time-inhomogeneous jump processes and stochastic volatility models with jumps. The authors illustrate the mathematical concepts with many numerical and empirical examples and provide the details of numerical implementation of pricing and calibration algorithms.

This book demonstrates that the concepts and tools necessary for understanding and implementing models with jumps can be more intuitive that those involved in the Black Scholes and diffusion models. If you have even a basic familiarity with quantitative methods in finance, Financial Modelling with Jump Processes will give you a valuable new set of tools for modelling market fluctuations.

Review
Pardon the pun, but I jumped at the opportunity to endorse this book. This book is the first complete treatment of markets rendered incomplete by the reality of jumps in prices and volatilities. If I were you, I would pounce. -Dr. Peter Carr, Head of Quantitative Research, Bloomberg LP and Director of Masters Program in Mathematical Finance, NYU

This book is an extremely rich source of information…the content speaks for itself… ISI Short Book Reviews

This book is an extremely rich source of information for recent developments in the use of jump processes in financial modelling, in particular the use of lËvy processes. The authors work at a comfortable mathematical pace choosing carefully which proofs to include and exclude and never losing sight of financial interpretation and application.

The authors conclude the main body of their text by saying: We hope that the present volume will encourage more researchers and practitioners to contribute to this topic and improve on our understanding of theoretical, numerical and practical issues related to financial modelling with jump processes. I am quite convinced that this goal will be achieved. - Dr. Andreas E. Kyprianou in the 'International Statistics Institute' book reviews

What makes this book attractive is its comprehensiveness....this is an excellent book. Read it. You will learn much. - Glyn A.Holton of 'Contingency Analysis'

One of the first texts which is entirely devoted to option pricing with non-continuous jump-type stochastic processes… an easygoing presentation where the basic problems of jump models are not additionally obscured by technicalities. - Journal of the Royal Statistics

I love this book. It will be required reading for students entering Levy finance. My judgement is that it will be useful both within academia, particularly to people in stochastics, econometrics, and other fields wanting to develop an interest in finance, and to practitioners. --N.H. Bingham, Journal of the American Statistical Association

About the Author
Columbia University, New York, USA Universite Paris VII, France University of Maryland, College Park, USA University of Cambridge and Cambridge Systems Associates Limited, UK --This text refers to an alternate Hardcover edition.

Product Details :

• Series: Chapman & Hall/CRC Financial Mathematics Series (Book 2)
• Hardcover: 552 pages
• Publisher: Chapman and Hall/CRC; 1 edition (December 30, 2003)
• Language: English
• ISBN-10: 1584884134
• ISBN-13: 978-1584884132
• Product Dimensions: 1.3 x 6.5 x 9.5 inches

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Essentials of Shared Services (Essentials Series), 1st Edition, Bryan Bergeron

What works, why it works, and how to evaluate a shared services program Shared services, a form of "internal outsourcing," enables corporations to achieve economies of scale by creating a separate entity within the company to perform specific internal services, such as payroll, accounts payable, travel and expense processing, etc. Essentials of Shared Services provides a quick, concise overview of shared services fundamentals, bringing senior-level executives up to speed so that they make the right decision. Bryan Bergeron provides a foundation of shared services from a historical, economic, technical, and customer perspective, showing how shared services can impact a corporation's bottom line, both long and short term. He delivers specific recommendations that can be used to establish and manage a shared services effort and includes a variety of examples of programs that work and those that do not.

From the Back Cover
* Learn what shared services is-and is not
* Implementation issues of shared services
* Management challenges of shared services
* Technical aspects of shared services, including enabling information technologies
* Best practices of shared services, including how to evaluate implementations

Full of valuable tips, techniques, illustrative real-world examples, exhibits, and best practices, this handy and concise paperback will help you stay up to date on the newest thinking, strategies, developments, and technologies in shared services.

"Shared Services is a business model with which every CEO should be familiar. In today's complex business environment, even if you're not using shared services, you're likely to be serving or being serviced by a company using this model. Bryan Bergeron's book provides a solid, easily absorbed, and practical overview of shared services. It belongs on every CEO's bookshelf." -Aaron Kleiner Cofounder, MIT Enterprise Forum CFO, Kurzweil Technologies, Inc.

About the Author
BRYAN BERGERON has spent the last thirty years designing and working with computers and electronics. He teaches at Harvard Medical School and MIT, serves as Editor in Chief of e.MD and technical editor of Postgraduate Medicine, and is on the editorial boards of Healthcare Informatics and Perspectives in Biology and Medicine, among others. He has authored several books on business and technology.

I'm an MBA student and picked up this book to learn more about shared services. Turns out there's a lot to know. But what I came away with was a better appreciation for the varioius business models out there. The book does a good job of comparing and contrasting the various centralized and decentralized ways of conducting business in corporate america, using real-world companies as examples. In short, I was pleasantly surprised. It'll stay on my bookshelf.

Product Details :

• Series: Essentials Series (Book 13)
• Paperback: 272 pages
• Publisher: Wiley; 1 edition (June 5, 2013)
• Language: English
• ISBN-10: 0471250791
• ISBN-13: 978-0471250791
• Product Dimensions: 0.6 x 6.7 x 8.4 inches

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Fixed-Income Securities: Valuation, Risk Management and Portfolio Strategies (The Wiley Finance Series), 1st Edition, Lionel Martellini

Review
"This is the first book I have seen to carefully cover such a wide set of topics in both theoretical and applied fixed-income modelling, ranging from the use of market information to obtain yield curves, to the pricing and hedging of bonds and fixed-income derivatives, to the currently active topic of defaultable yield-curve modelling. It will be particularly useful to practitioners." - Darrell Duffie, Stanford University "This is the most comprehensive theoretical treatment of the subject I've ever seen." - Mark Rubinstein, Haas School of Business, University of California "An excellent review of interest rate models and of the pricing and hedging principles in the fixed-income area." - Oldrich Alfons Vasicek, KMV Corporation

From the Back Cover
This is the first comprehensive textbook for students studying fixed-income securities, and is ideally suited to MBA, MSc and final year undergraduate students in Finance and related topics.

The text offers an accessible and detailed account of interest rates and risk management in bond markets. It develops insights into different bond portfolio strategies, and illustrates how various types of derivative securities can be used to shift the risks associated with investing in fixed-income securities. It also provides extensive coverage on all sectors of the bond market, and the techniques for valuing bonds. In addition, explanation is given of state-of-the-art techniques for bond portfolio management, including:

A description of numerous fixed-income assets and related securities, namely zero coupon government bonds, coupon bearing government bonds, corporate bonds, exchange-traded bond options, bonds with embedded options, floating rate notes, caps, floors and collars, swaptions, credit derivatives, mortgage-backed securities, etc.

The development of tools to analyse interest rate sensitivity and to value fixed- income securities, with an emphasis on active and passi ve bond management, and an overview of techniques used by mutual fund and also hedge fund managers.

With numerous worked examples covering the valuation, risk management and portfolio strategies of fixed income securities, and imaginative discussion of important topics such as deriving the zero yield curve, deriving credit spreads, and hedging interest rate risk, the text provides an accessible route into the complex worlds of fixed income securities.

Supplementary materials for lecturers and students (including a syllabus, a course web page, PowerPoint slides, solutions to problems, and Excel illustrations) can be found at the following website: www.wiley.co.uk/martellini

"The authors have produced a work of the very highest quality. As focused as it is comprehensive, this is a superb contribution to the literature..." Moorad Choudhry, VP, Structured Finance Services, JPMorgan Chase Bank, Senior Fellow, Centre for Mathematical Trading and Finance, CASS Business School, London.

About the Author
Lionel Martellini is an assistant Professor of Finance at the Marshall School of Business, University of Southern California, where he teaches "fixed-income securities" at the MBA level. He is also a research associate at the EDHEC Risk and Asset Management Research Center, and a member of the editorial boards of The Journal of Bond Training and Management and The Journal of Alternative Investments.

Philippe Priaulet is a fixed-income strategist in charge of derivatives strategies for HSBC. His expertise is related to fixed-income asset management and derivatives pricing and hedging, and his research has been published in leading academic and practitioners' journals. Formerly, he was head of fixed-income research in the Research and Innovation Department of HSBC-CCF.

Stéphanie Priaulet is a senior index portfolio manager in the Structured Asset Management Department at AXA Investment Managers. Previously, he was head of qualitative engineering in The Fixed Income Research Department at AXA Investment Managers. He also teaches "fixed-income securities" as a part-time lecturer at the University Paris Dauphine. He is a member of the editorial board of The Journal of Bond Trading and Management, where he has published several research papers.

Product Details :

• Series: The Wiley Finance Series (Book 237)
• Paperback: 662 pages
• Publisher: Wiley; 1 edition (July 9, 2003)
• Language: English
• ISBN-10: 0470852771
• ISBN-13: 978-0470852774
• Product Dimensions: 1.4 x 7.4 x 9.6 inches

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Enterprise Risk Management: From Incentives to Controls, 1st Edition, James Lam

From the Inside Flap
Enterprise risk management is a complex yet critical issue that all companies must deal with as they head into the twenty-first century. It empowers you to balance risks with rewards as well as people with processes. But to master the numerous aspects of enterprise risk management, you must intergrate risk management into the culture and operations of the business. No one knows this better than risk management expert James Lam. In Enterprise Risk Management: From Incentives to Controls, Lam distills twenty years worth of experience in this field to give you a clear understanding of both the art and science of enterprise risk management.

Organized into four comprehensive sections, Enterprise Risk Management offers in-depth insights, practical advice, and real-world case studies that explore every aspect of this important field. Section I: "Risk Management in Context" provides an introduction and foundation for the rest of the book. You’ll learn why a company should strive for balance between risk and return, and discover some of the basic reasons why risk management is such an important issue in business today. You’ll also learn seven essential risk management lessons through discussions of some of the major financial disasters of years past. With this knowledge in hand, you’ll be introduced to some of the key concepts, processes, and tools underlying risk management.

In Section II: "The Enterprise Risk Management Framework," you’ll receive an executive education on the business rationale for integrating risk management processes, and discover the seven building blocks for developing an enterprise risk management program. You’ll also discover how the role of Chief Risk Officer has changed in today’s firm.

Section III: "Risk Management Applications" discusses the applications of risk management in two dimensions–functions and industries. You’ll become familiar with the functional requirements for credit, market, and operational risks, as well as learn how risk management has evolved from a control function to a function that enables performance optimization. Industry segments including financial institutions, energy firms, asset management firms, and nonfinancial corporations are also explored with an eye toward key business trends and risk management requirements in these sectors.

Section IV: "A Look to the Future" rounds out this comprehensive discussion of enterprise risk management by examining emerging topics in risk management with respect to people and technology. A forward-looking story reveals how best-practice risk management might look in the year 2010.

Failure to properly manage risk continues to plague corporate America–from Enron to Long-Term Capital Management. Don’t let it hurt your organization. Pick up Enterprise Risk Management and learn how to meet the enterprise-wide risk management challenge head on–and succeed.

From the Back Cover
Praise for Enterprise Risk Management

"In the aftermath of Enron, WorldCom, and Sarbanes-Oxley, every publicly traded company should be concerned about risk management. This book takes a pragmatic approach to risk management that can benefit any CEO or senior executive. Lam lays out clear strategies to address what is often a highly complex issue." –William L. Walton, Chairman and CEO, Allied Capital Corporation

"James Lam provides one of the most practical, insightful books on risk management that I have read in the last thirty years. It clearly reflects experience and deep understanding of the art as well as the science in risk management practices. A must-read for all who wish to advance risk management practices in their businesses." –Sandra Jansky, Executive Vice President, Chief Credit Officer, SunTrust Banks, Inc. Chairperson, Risk Management Association

"In this book, James Lam has provided an effective overview of business risk. Enterprise Risk Management will be useful to professional risk managers and business executives seeking to understand the latest tools and organizational approaches." –Robert Simons, Charles M. Williams Professor of Business Administration, Unit Head–Accounting & Control, Harvard Business School

"The most comprehensive and engaging handbook on enterprise risk management, written by the pioneer of the Chief Risk Officer function. Filled with practical examples and lessons learned, this book is destined to become one of the most widely read primers on today’s top business initiative. James Lam is the authority on enterprise risk management, and I highly recommend this book to all board directors, senior executives, and risk managers." –Cassandra R. Schultz, Vice President and Chief Risk Officer, KeySpan Corporation

"James Lam’s book Enterprise Risk Management: From Incentives to Controls provides an insightful road map to best practices in risk management. Based on a solid and successful career in risk management, James’s advice is both timely and relevant and should be required reading for all risk management professionals." –Michael J. Litwin, Chief Credit and Risk Officer, Merrill Lynch Capital

About the Author
JAMES LAM is President of James Lam & Associates, an independent risk advisory firm. Before starting his own firm, Lam was founder and president of ERisk and partner of Oliver, Wyman & Company. In 1997, as Chief Risk Officer at Fidelity Investments, he was named the first-ever Financial Risk Manager of the Year by the Global Association of Risk Professionals. Prior to Fidelity, he was chief risk officer of Capital Markets Services, Inc., a GE Capital Company. Lam graduated with honors from Baruch College and received his MBA from UCLA. He is also currently an Adjunct Professor of Finance at Babson College.

Product Details :

• Series: Wiley Finance (Book 181)
• Hardcover: 336 pages
• Publisher: Wiley; 1 edition (May 16, 2003)
• Language: English
• ISBN-10: 0471430005
• ISBN-13: 978-0471430001
• Product Dimensions: 1.1 x 6.1 x 9.1 inches

More Details about Enterprise Risk Management: From Incentives to Controls, 1st Edition

Sorry, download link has been removed due to copyrights issue