Overview
Provides new instruction and empirical evidence portfolio selection, such as APT and Axioma
Offers enhanced time series modeling and forecasting using SAS, SCA and OxMetrics
Reports company data and ratios using FactSet fundamental data templates
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Table of contents (22 chapters)
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Front Matter
Keywords
About this book
Now in its third edition, the book covers a wide range of topics in corporate finance, from time series modeling and regression analysis to multi-factor risk models and the Capital Asset Pricing Model. Guerard, Gultekin and Saxena build significantly on the first edition of the text, but retain the core chapters on cornerstone topics such as mergers and acquisitions, regulatory environments, bankruptcy and various other foundational concepts of corporate finance.
New to the third edition are examinations of APT portfolio selection and time series modeling and forecasting through SAS, SCA and OxMetrics programming, FactSet fundamental data templates. This is intended to be a graduate-level textbook, and could be used as a primary text in upper level MBA and Financial Engineering courses, as well as a supplementary text for graduate courses in financial data analysis and financial investments.
Reviews
An eminently wise and readable guide to current thinking about how financial markets work and appropriate financial decisions for corporations and investors. --Ed Tower, Professor Emeritus of Economics at Duke University
John Guerard's Quantitative Corporate Finance provides a modern overview of corporate finance in a quantitative approach. Through his masterful writing, he seamlessly connects the theory to the application and illustrates all the concepts and techniques in a very understandable way. The comprehensiveness of this book is exceptional. It will most likely become a standard reference in this subject. -- Tim Leung, University of Washington, Seattle
The third edition of Quantitative Corporate Finance, by John Guerard, Anureet Saxena and Mustafa Gultekin, is a book of many talents. In over 20 chapters the readers go through an escalating series of terms, concepts, methods and techniques that are used in modern corporate finance - building from foundational material up to and including the most recent advances in corporate management and quantitative analysis. I believe that the sequencing of the material, when read in order, can be an eye-opener for the beginner or a tasteful refresher (and reminder) to the seasoned professional for the value of having an all-rounded, general overview of the field. The book can serve equally well as a text for many different courses in corporate finance, as a graduate textbook, as a reference work for the professional, and also as a reference work for the data analyst who knows more statistics and quant methods than finance. In the latter case it can serve as a significant booster on the quality, implications and interpretation of quantitative work in the real world, as needed. This is a rare gem, highly contemporary but with a classic flair of an old-school book which requires a certain devotion to go over without skipping pages - highly recommended! -- Dimitrios D. Thomakos, National and Kapodistrian University of Athens
Authors and Affiliations
About the authors
Anureet Saxena, Ph.D. in Management Science from Carnegie Mellon University, and CFA charter holder, is the Director of Quantitative Research at McKinley Capital Management, LLC. Dr. Saxena has published several papers in peer-reviewed journals such as Mathematical Programming, Journal of Portfolio Management, Journal of Investment Management, Journal of Investing and Journal of Risk.
Mustafa Gultekin, Ph.D. in Finance, New York University, has published in the Journal of Finance, Journal of Financial Economics, the Journal of Financial and Quantitative Analysis, Management Science, and Research in Finance.
Bibliographic Information
Book Title: Quantitative Corporate Finance
Authors: John B. Guerard Jr., Anureet Saxena, Mustafa N. Gültekin
DOI: https://doi.org/10.1007/978-3-030-87269-4
Publisher: Springer Cham
eBook Packages: Business and Management, Business and Management (R0)
Copyright Information: The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG 2022
Hardcover ISBN: 978-3-030-87268-7Published: 02 August 2022
Softcover ISBN: 978-3-030-87271-7Published: 02 August 2023
eBook ISBN: 978-3-030-87269-4Published: 01 August 2022
Edition Number: 3
Number of Pages: XXIV, 657
Number of Illustrations: 1 b/w illustrations
Topics: Financial Accounting, Risk Management, Quantitative Finance