Description
Book SynopsisAbout our authors
Jonathan Berk, Stanford University, is the A.P. Giannini Professor of Finance at the Graduate School of Business, Stanford University and is a Research Associate at the National Bureau of Economic Research. Prior to earning his PhD, he worked as an Associate at Goldman Sachs (where his education in finance really began). Professor Berk's research interests in finance include corporate valuation, capital structure, mutual funds, asset pricing, experimental economics and labor economics.
Peter DeMarzo, Stanford University, is the Mizuho Financial Group Professor of Finance and former Senior Associate Dean for Academic Affairs at the Stanford Graduate School of Business. He is also a Research Associate at the National Bureau of Economic Research. He currently teaches MBA and PhD courses in corporate finance and financial modeling. In addition to his experience at the Stanford Graduate School of Business, Professor DeMa
Table of Contents
PART 1: INTRODUCTION
- Corporate Finance and the Financial Manager
- Introduction to Financial Statement Analysis
PART 2: INTEREST RATES AND VALUING CASH FLOWS
- Time Value of Money: An Introduction
- Time Value of Money: Valuing Cash Flow Streams
- Interest Rates
- Bonds
- Stock Valuation
PART 3: VALUATION AND THE FIRM
- Investment Decision Rules
- Fundamentals of Capital Budgeting
- Stock Valuation: A Second Look
PART 4: RISK AND RETURN
- Risk and Return in Capital Markets
- Systematic Risk and the Equity Risk Premium
- The Cost of Capital
PART 5: LONG-TERM FINANCING
- Raising Equity Capital
- Debt Financing
PART 6: CAPITAL STRUCTURE AND PAYOUT POLICY
- Capital Structure
- Payout Policy
PART 7: FINANCIAL PLANNING AND FORECASTING
- Financial Modeling and Pro Forma Analysis
- Working Capital Management
- Short-Term Financial Planning
PART 8: SPECIAL TOPICS
- Option Applications and Corporate Finance
- Mergers and Acquisitions
- International Corporate Finance
CHAPTERS ON THE WEB
- Leasing
- Insurance and Risk Management
- Corporate Governance
