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Título : Modern Corporate Finance, Investments and Taxation Tipo de documento: documento electrónico Autores: Peter Brusov ; SpringerLink (Online service) ; Tatiana Filatova ; Natali Orekhova ; Mukhadin Eskindarov Editorial: Cham : Springer International Publishing Fecha de publicación: 2015 Otro editor: Imprint: Springer Número de páginas: XVI, 368 p. 44 illus., 24 illus. in color Il.: online resource ISBN/ISSN/DL: 978-3-319-14732-1 Idioma : Inglés (eng) Palabras clave: Finance Leadership Corporations Macroeconomics Corporate Macroeconomics/Monetary Economics//Financial Economics Business Strategy/Leadership Clasificación: 658 Empresas. Organización de empresas Resumen: This monograph is devoted to the modern theory of capital cost and capital structure and its application to the real economy. In particular, it presents a possible explanation to the causes of global financial crisis. The authors of the book modify the theory of Nobel Prize winners Modigliani and Miller to describe an alternative theory of capital cost and capital structure that can be applied to corporations with arbitrary lifetime and investment projects with arbitrary duration. The authors illustrate their theory with examples from corporate practice and develop investment models that can be applied by companies in their financial operations Nota de contenido: Part I: Corporate Finance: Introduction -- Capital Structure: Modigliani–Miller Theory -- Modern Theory of Capital Cost and Capital Structure: Brusov-Filatova-Orekhova Theory (BFO Theory) -- Bankruptcy of the Famous Tradeoff Theory -- New Mechanism of Formation of the Company Optimal Capital Structure, Different from Suggested by Trade Off Theory -- The Global Causes of Global Financial Crisis -- The Role of Taxing and Leverage in Evaluation of Capital Cost and Capitalization of the Company -- A Qualitatively New Effect in Corporate Finance: Abnormal Dependence of Equity Cost of Company on Leverage -- Inflation in Brusov–Filatova–Orekhova Theory and in Its Perpetuity Limit – Modigliani – Miller Theory -- Part II: Investments: A Portfolio of Two Securities -- Investment Models with Debt Repayment at the End of the Project and Their Application -- Influence of Debt Financing on the Efficiency of Investment Projects: The Analysis of Efficiency of Investment Projects within the Perpetuity (Modigliani–Miller) Approximation -- The Analysis of the Exploration of Efficiency of Investment Projects of Arbitrary Duration (within Brusov–Filatova–Orekhova Theory) -- Investment Models with Uniform Debt Repayment and Their Application -- Whether It Is Possible to Increase Taxing and Conserve a Good Investment Climate in the Country?- Whether It Is Possible to Increase the Investment Efficiency, Increasing Tax on Profit Rate? An Abnormal Influence of Growth of Tax on Profit Rate on the Efficiency of the Investment -- Optimizing of the Investment Structure of the Telecommunication Sector Company -- The Golden Age of the Company (Three Colors of Company's Time) -- Conclusion En línea: http://dx.doi.org/10.1007/978-3-319-14732-1 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=35577 Modern Corporate Finance, Investments and Taxation [documento electrónico] / Peter Brusov ; SpringerLink (Online service) ; Tatiana Filatova ; Natali Orekhova ; Mukhadin Eskindarov . - Cham : Springer International Publishing : Imprint: Springer, 2015 . - XVI, 368 p. 44 illus., 24 illus. in color : online resource.
ISBN : 978-3-319-14732-1
Idioma : Inglés (eng)
Palabras clave: Finance Leadership Corporations Macroeconomics Corporate Macroeconomics/Monetary Economics//Financial Economics Business Strategy/Leadership Clasificación: 658 Empresas. Organización de empresas Resumen: This monograph is devoted to the modern theory of capital cost and capital structure and its application to the real economy. In particular, it presents a possible explanation to the causes of global financial crisis. The authors of the book modify the theory of Nobel Prize winners Modigliani and Miller to describe an alternative theory of capital cost and capital structure that can be applied to corporations with arbitrary lifetime and investment projects with arbitrary duration. The authors illustrate their theory with examples from corporate practice and develop investment models that can be applied by companies in their financial operations Nota de contenido: Part I: Corporate Finance: Introduction -- Capital Structure: Modigliani–Miller Theory -- Modern Theory of Capital Cost and Capital Structure: Brusov-Filatova-Orekhova Theory (BFO Theory) -- Bankruptcy of the Famous Tradeoff Theory -- New Mechanism of Formation of the Company Optimal Capital Structure, Different from Suggested by Trade Off Theory -- The Global Causes of Global Financial Crisis -- The Role of Taxing and Leverage in Evaluation of Capital Cost and Capitalization of the Company -- A Qualitatively New Effect in Corporate Finance: Abnormal Dependence of Equity Cost of Company on Leverage -- Inflation in Brusov–Filatova–Orekhova Theory and in Its Perpetuity Limit – Modigliani – Miller Theory -- Part II: Investments: A Portfolio of Two Securities -- Investment Models with Debt Repayment at the End of the Project and Their Application -- Influence of Debt Financing on the Efficiency of Investment Projects: The Analysis of Efficiency of Investment Projects within the Perpetuity (Modigliani–Miller) Approximation -- The Analysis of the Exploration of Efficiency of Investment Projects of Arbitrary Duration (within Brusov–Filatova–Orekhova Theory) -- Investment Models with Uniform Debt Repayment and Their Application -- Whether It Is Possible to Increase Taxing and Conserve a Good Investment Climate in the Country?- Whether It Is Possible to Increase the Investment Efficiency, Increasing Tax on Profit Rate? An Abnormal Influence of Growth of Tax on Profit Rate on the Efficiency of the Investment -- Optimizing of the Investment Structure of the Telecommunication Sector Company -- The Golden Age of the Company (Three Colors of Company's Time) -- Conclusion En línea: http://dx.doi.org/10.1007/978-3-319-14732-1 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=35577 Ejemplares
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Título : Analytical Corporate Finance Tipo de documento: documento electrónico Autores: Angelo Corelli ; SpringerLink (Online service) Editorial: Cham : Springer International Publishing Fecha de publicación: 2016 Otro editor: Imprint: Springer Colección: Springer Texts in Business and Economics, ISSN 2192-4333 Número de páginas: XVIII, 471 p. 50 illus., 2 illus. in color Il.: online resource ISBN/ISSN/DL: 978-3-319-39549-4 Idioma : Inglés (eng) Palabras clave: Finance Business enterprises Corporations Risk management Accounting Financial engineering Corporate Management Engineering Clasificación: 330 Economía en general Resumen: This book draws readers' attention to the financial aspects of daily life at a corporation by combining a robust mathematical setting and the explanation and derivation of the most popular models of the firm. Intended for third-year undergraduate students of business finance, quantitative finance, and financial mathematics, as well as first-year postgraduate students, it is based on the twin pillars of theory and analytics, which merge in a way that makes it easy for students to understand the exact meaning of the concepts and their representation and applicability in real-world contexts. Examples are given throughout the chapters in order to clarify the most intricate aspects; where needed, there are appendices at the end of chapters, offering additional mathematical insights into specific topics. Due to the recent growth in knowledge demand in the private sector, practitioners can also profit from the book as a bridge-builder between university and industry. Lastly, the book provides useful information for managers who want to deepen their understanding of risk management and come to recognize what may have been lacking in their own systems Nota de contenido: Basic Concepts -- Valuation Tools -- The Relationship Between Risk and Return -- Business Analysis -- Debt Valuation -- Equity Valuation -- Capital Structure -- Company Valuation -- Financial and Real Options -- Long-Term Financing -- Working Capital Management -- Financial Planning -- International Corporate Finance -- Special Topics -- Index En línea: http://dx.doi.org/10.1007/978-3-319-39549-4 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=41658 Analytical Corporate Finance [documento electrónico] / Angelo Corelli ; SpringerLink (Online service) . - Cham : Springer International Publishing : Imprint: Springer, 2016 . - XVIII, 471 p. 50 illus., 2 illus. in color : online resource. - (Springer Texts in Business and Economics, ISSN 2192-4333) .
ISBN : 978-3-319-39549-4
Idioma : Inglés (eng)
Palabras clave: Finance Business enterprises Corporations Risk management Accounting Financial engineering Corporate Management Engineering Clasificación: 330 Economía en general Resumen: This book draws readers' attention to the financial aspects of daily life at a corporation by combining a robust mathematical setting and the explanation and derivation of the most popular models of the firm. Intended for third-year undergraduate students of business finance, quantitative finance, and financial mathematics, as well as first-year postgraduate students, it is based on the twin pillars of theory and analytics, which merge in a way that makes it easy for students to understand the exact meaning of the concepts and their representation and applicability in real-world contexts. Examples are given throughout the chapters in order to clarify the most intricate aspects; where needed, there are appendices at the end of chapters, offering additional mathematical insights into specific topics. Due to the recent growth in knowledge demand in the private sector, practitioners can also profit from the book as a bridge-builder between university and industry. Lastly, the book provides useful information for managers who want to deepen their understanding of risk management and come to recognize what may have been lacking in their own systems Nota de contenido: Basic Concepts -- Valuation Tools -- The Relationship Between Risk and Return -- Business Analysis -- Debt Valuation -- Equity Valuation -- Capital Structure -- Company Valuation -- Financial and Real Options -- Long-Term Financing -- Working Capital Management -- Financial Planning -- International Corporate Finance -- Special Topics -- Index En línea: http://dx.doi.org/10.1007/978-3-319-39549-4 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=41658 Ejemplares
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Título : Anti-Money Laundering : A Comparative and Critical Analysis of the UK and UAE's Financial Intelligence Units Tipo de documento: documento electrónico Autores: Waleed Alhosani ; SpringerLink (Online service) Editorial: London : Palgrave Macmillan UK Fecha de publicación: 2016 Otro editor: Imprint: Palgrave Macmillan Colección: Palgrave Studies in Risk, Crime and Society Número de páginas: XIX, 402 p. 10 illus Il.: online resource ISBN/ISSN/DL: 978-1-137-59455-6 Idioma : Inglés (eng) Palabras clave: Finance Finance, Public Corporations Private international law Conflict of laws International Comparative finance Crime Sociological aspects Organized crime Corporate and Society Financial Law/Fiscal Law Law, & Foreign Clasificación: 330 Economía en general Resumen: This book critically analyses the role of the United Arab Emirates Financial Intelligence Unit (FIU) in the Suspicious Activities Reports regime. The author pays particular attention to its functions and powers in dealing with Suspicious Activities Reports and relevant requirements imposed upon the reporting entities. In the analysis, the author also compares the United Arab Emirates FIU model to the United Kingdom FIU model. In addition, the book investigates whether the current United Arab Emirates FIU model complies with the relevant international recommendations developed by the Financial Action Task Force in relation to the establishment of the unit, as well as its powers and functions. This book suggests that more can be done to improve the current functions and powers of the United Arab Emirates FIU in an international context. Furthermore, the author suggests that the functions and powers of the United FIU model both comply with the international requirements and beneficially extend beyond their directives. Nota de contenido: 1) Introduction -- 2) Literature Review -- 3) Banking confidentiality versus disclosure -- 4) The Nature of the FIU from the Perspective of International Standards -- 5) The Emergence of the United Arab Emirates' FIU in Counteracting Money Laundering -- 6) Empirical Investigation in Relation to the AMLSCU -- 7) The United Kingdom's Anti-Money Laundering Legislation and System -- 8) The United Kingdom's SARS Regime on Money Laundering -- 9) The Role of the SOCA, Now the NCA, in the SARS Regime -- 10) Recommendations and Conclusion En línea: http://dx.doi.org/10.1057/978-1-137-59455-6 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=42107 Anti-Money Laundering : A Comparative and Critical Analysis of the UK and UAE's Financial Intelligence Units [documento electrónico] / Waleed Alhosani ; SpringerLink (Online service) . - London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan, 2016 . - XIX, 402 p. 10 illus : online resource. - (Palgrave Studies in Risk, Crime and Society) .
ISBN : 978-1-137-59455-6
Idioma : Inglés (eng)
Palabras clave: Finance Finance, Public Corporations Private international law Conflict of laws International Comparative finance Crime Sociological aspects Organized crime Corporate and Society Financial Law/Fiscal Law Law, & Foreign Clasificación: 330 Economía en general Resumen: This book critically analyses the role of the United Arab Emirates Financial Intelligence Unit (FIU) in the Suspicious Activities Reports regime. The author pays particular attention to its functions and powers in dealing with Suspicious Activities Reports and relevant requirements imposed upon the reporting entities. In the analysis, the author also compares the United Arab Emirates FIU model to the United Kingdom FIU model. In addition, the book investigates whether the current United Arab Emirates FIU model complies with the relevant international recommendations developed by the Financial Action Task Force in relation to the establishment of the unit, as well as its powers and functions. This book suggests that more can be done to improve the current functions and powers of the United Arab Emirates FIU in an international context. Furthermore, the author suggests that the functions and powers of the United FIU model both comply with the international requirements and beneficially extend beyond their directives. Nota de contenido: 1) Introduction -- 2) Literature Review -- 3) Banking confidentiality versus disclosure -- 4) The Nature of the FIU from the Perspective of International Standards -- 5) The Emergence of the United Arab Emirates' FIU in Counteracting Money Laundering -- 6) Empirical Investigation in Relation to the AMLSCU -- 7) The United Kingdom's Anti-Money Laundering Legislation and System -- 8) The United Kingdom's SARS Regime on Money Laundering -- 9) The Role of the SOCA, Now the NCA, in the SARS Regime -- 10) Recommendations and Conclusion En línea: http://dx.doi.org/10.1057/978-1-137-59455-6 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=42107 Ejemplares
Signatura Medio Ubicación Sub-localización Sección Estado ningún ejemplar Artificial Intelligence in Financial Markets / Christian L. Dunis ; SpringerLink (Online service) ; Peter W. Middleton ; Andreas Karathanasopolous ; Konstantinos Theofilatos (2016)
Título : Artificial Intelligence in Financial Markets : Cutting Edge Applications for Risk Management, Portfolio Optimization and Economics Tipo de documento: documento electrónico Autores: Christian L. Dunis ; SpringerLink (Online service) ; Peter W. Middleton ; Andreas Karathanasopolous ; Konstantinos Theofilatos Editorial: London : Palgrave Macmillan UK Fecha de publicación: 2016 Otro editor: Imprint: Palgrave Macmillan Colección: New Developments in Quantitative Trading and Investment Número de páginas: XV, 344 p. 49 illus., 17 illus. in color Il.: online resource ISBN/ISSN/DL: 978-1-137-48880-0 Idioma : Inglés (eng) Palabras clave: Finance Corporations Banks and banking Investment Securities Risk management Artificial intelligence Economics, Mathematical Corporate Investments Banking Management Quantitative Intelligence (incl. Robotics) Clasificación: 330 Economía en general Resumen: As technology advancement has increased, so to have computational applications for forecasting, modelling and trading financial markets and information, and practitioners are finding ever more complex solutions to financial challenges. Neural networking is a highly effective, trainable algorithmic approach which emulates certain aspects of human brain functions, and is used extensively in financial forecasting allowing for quick investment decision making. This book presents the most cutting-edge artificial intelligence (AI)/neural networking applications for markets, assets and other areas of finance. Split into four sections, the book first explores time series analysis for forecasting and trading across a range of assets, including derivatives, exchange traded funds, debt and equity instruments. This section will focus on pattern recognition, market timing models, forecasting and trading of financial time series. Section II provides insights into macro and microeconomics and how AI techniques could be used to better understand and predict economic variables. Section III focuses on corporate finance and credit analysis providing an insight into corporate structures and credit, and establishing a relationship between financial statement analysis and the influence of various financial scenarios. Section IV focuses on portfolio management, exploring applications for portfolio theory, asset allocation and optimization. This book also provides some of the latest research in the field of artificial intelligence and finance, and provides in-depth analysis and highly applicable tools and techniques for practitioners and researchers in this field. Nota de contenido: 1. A Review of Applications of Artificial Intelligence in Financial Domain -- SECTION I: Financial Forecasting and Trading -- 2. Trading the FTSE100 Index - 'Adaptive' Modelling and Optimisation Techniques -- 3. Modelling, Forecasting and Trading the Crack - A Sliding Window Approach to Training Neural Networks -- 4. GEPTrader: A new Standalone Tool for Constructing Trading Strategies with Gene Expression Programming -- SECTION II: ECONOMICS -- 5. Business Intelligence for Decision Making in Economics -- 6. An automated literature analysis on data mining applications to credit risk assessment -- SECTION III: CREDIT RISK ANALYSIS -- 7. Intelligent credit risk decision support: architecture and implementations -- 8. Artificial Intelligence for Islamic Sukuk Rating Predictions -- SECTION IV: PORTFOLIO MANAGEMENT, ANALYSIS AND OPTIMISATION -- 9. Portfolio selection as a multiperiod choice problem under uncertainty: an interation-based approach -- 10. Handling model risk in portfolio selection using a Multi-Objective Genetic Algorithm -- 11. Linear regression versus fuzzy linear regression - does it make a difference in the evaluation of the performance of mutual fund managers? En línea: http://dx.doi.org/10.1057/978-1-137-48880-0 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=41978 Artificial Intelligence in Financial Markets : Cutting Edge Applications for Risk Management, Portfolio Optimization and Economics [documento electrónico] / Christian L. Dunis ; SpringerLink (Online service) ; Peter W. Middleton ; Andreas Karathanasopolous ; Konstantinos Theofilatos . - London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan, 2016 . - XV, 344 p. 49 illus., 17 illus. in color : online resource. - (New Developments in Quantitative Trading and Investment) .
ISBN : 978-1-137-48880-0
Idioma : Inglés (eng)
Palabras clave: Finance Corporations Banks and banking Investment Securities Risk management Artificial intelligence Economics, Mathematical Corporate Investments Banking Management Quantitative Intelligence (incl. Robotics) Clasificación: 330 Economía en general Resumen: As technology advancement has increased, so to have computational applications for forecasting, modelling and trading financial markets and information, and practitioners are finding ever more complex solutions to financial challenges. Neural networking is a highly effective, trainable algorithmic approach which emulates certain aspects of human brain functions, and is used extensively in financial forecasting allowing for quick investment decision making. This book presents the most cutting-edge artificial intelligence (AI)/neural networking applications for markets, assets and other areas of finance. Split into four sections, the book first explores time series analysis for forecasting and trading across a range of assets, including derivatives, exchange traded funds, debt and equity instruments. This section will focus on pattern recognition, market timing models, forecasting and trading of financial time series. Section II provides insights into macro and microeconomics and how AI techniques could be used to better understand and predict economic variables. Section III focuses on corporate finance and credit analysis providing an insight into corporate structures and credit, and establishing a relationship between financial statement analysis and the influence of various financial scenarios. Section IV focuses on portfolio management, exploring applications for portfolio theory, asset allocation and optimization. This book also provides some of the latest research in the field of artificial intelligence and finance, and provides in-depth analysis and highly applicable tools and techniques for practitioners and researchers in this field. Nota de contenido: 1. A Review of Applications of Artificial Intelligence in Financial Domain -- SECTION I: Financial Forecasting and Trading -- 2. Trading the FTSE100 Index - 'Adaptive' Modelling and Optimisation Techniques -- 3. Modelling, Forecasting and Trading the Crack - A Sliding Window Approach to Training Neural Networks -- 4. GEPTrader: A new Standalone Tool for Constructing Trading Strategies with Gene Expression Programming -- SECTION II: ECONOMICS -- 5. Business Intelligence for Decision Making in Economics -- 6. An automated literature analysis on data mining applications to credit risk assessment -- SECTION III: CREDIT RISK ANALYSIS -- 7. Intelligent credit risk decision support: architecture and implementations -- 8. Artificial Intelligence for Islamic Sukuk Rating Predictions -- SECTION IV: PORTFOLIO MANAGEMENT, ANALYSIS AND OPTIMISATION -- 9. Portfolio selection as a multiperiod choice problem under uncertainty: an interation-based approach -- 10. Handling model risk in portfolio selection using a Multi-Objective Genetic Algorithm -- 11. Linear regression versus fuzzy linear regression - does it make a difference in the evaluation of the performance of mutual fund managers? En línea: http://dx.doi.org/10.1057/978-1-137-48880-0 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=41978 Ejemplares
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Título : Assessing Relative Valuation in Equity Markets : Bridging Research and Practice Tipo de documento: documento electrónico Autores: Emanuele Rossi ; Gianfranco Forte ; SpringerLink (Online service) Editorial: London : Palgrave Macmillan UK Fecha de publicación: 2016 Otro editor: Imprint: Palgrave Macmillan Número de páginas: XIV, 180 p. 6 illus Il.: online resource ISBN/ISSN/DL: 978-1-137-56335-4 Idioma : Inglés (eng) Palabras clave: Finance Corporations Investment banking Securities Risk management Capital investments Financial engineering Investments and Engineering Appraisal Corporate Management Clasificación: 330 Economía en general Resumen: This book addresses the gap between the widespread use of stock market multiples in valuation practice and the frontiers of research on multiples. The book's approach is twofold: the authors first analyse the performance of multiples metrics in predicting the market price of a set of liquid and highly traded US stocks. The authors then employ these results to test profitable stock purchasing strategies employed in order to 'beat the market'. The results presented widen our understanding of the "market performances" of the valuation tools practitioners utilise in their everyday work. The evidence is of interest to researchers and equity analysts, who wish to analyse the circumstances in which valuation errors using multiples are more frequent and when market multiples become ineffective in estimating market prices Nota de contenido: Chapter 1. Relative Valuation: Issues and General Framework -- Chapter 2.Literature Background -- Chapter 3.Accuracy Performance of Relative Valuation -- Chapter 4. A Portfolio Approach: Multiples' Accuracy and Stock Selection -- Conclusion En línea: http://dx.doi.org/10.1057/978-1-137-56335-4 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=42053 Assessing Relative Valuation in Equity Markets : Bridging Research and Practice [documento electrónico] / Emanuele Rossi ; Gianfranco Forte ; SpringerLink (Online service) . - London : Palgrave Macmillan UK : Imprint: Palgrave Macmillan, 2016 . - XIV, 180 p. 6 illus : online resource.
ISBN : 978-1-137-56335-4
Idioma : Inglés (eng)
Palabras clave: Finance Corporations Investment banking Securities Risk management Capital investments Financial engineering Investments and Engineering Appraisal Corporate Management Clasificación: 330 Economía en general Resumen: This book addresses the gap between the widespread use of stock market multiples in valuation practice and the frontiers of research on multiples. The book's approach is twofold: the authors first analyse the performance of multiples metrics in predicting the market price of a set of liquid and highly traded US stocks. The authors then employ these results to test profitable stock purchasing strategies employed in order to 'beat the market'. The results presented widen our understanding of the "market performances" of the valuation tools practitioners utilise in their everyday work. The evidence is of interest to researchers and equity analysts, who wish to analyse the circumstances in which valuation errors using multiples are more frequent and when market multiples become ineffective in estimating market prices Nota de contenido: Chapter 1. Relative Valuation: Issues and General Framework -- Chapter 2.Literature Background -- Chapter 3.Accuracy Performance of Relative Valuation -- Chapter 4. A Portfolio Approach: Multiples' Accuracy and Stock Selection -- Conclusion En línea: http://dx.doi.org/10.1057/978-1-137-56335-4 Link: https://biblioteca.cunef.edu/gestion/catalogo/index.php?lvl=notice_display&id=42053 Ejemplares
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