{"product_id":"investment-pricing-methods-a-guide-for-accounting-and-financial-professionals-9780471177401","title":"Investment Pricing Methods A Guide for Accounting","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003eThis handbook provides accountants and other financial professionals with a practical understanding of the fundamentals of investment pricing methods.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003ePreface.\u003cbr\u003e \u003cbr\u003e Acknowledgments.\u003cbr\u003e \u003cbr\u003e 1 Pricing Concepts and the Term Structure of Interest Rates.\u003cbr\u003e \u003cbr\u003e Introduction.\u003cbr\u003e \u003cbr\u003e Present Value Formula.\u003cbr\u003e \u003cbr\u003e Duration and Other Fixed-Income Pricing Concepts.\u003cbr\u003e \u003cbr\u003e Concluding Remarks.\u003cbr\u003e \u003cbr\u003e Notes.\u003cbr\u003e \u003cbr\u003e Appendix A: Calculation of U.S. Treasury Bond Yield Curve.\u003cbr\u003e \u003cbr\u003e Appendix B: Eurodollar Futures Yields.\u003cbr\u003e \u003cbr\u003e 2 Fixed-Income Pricing Matrix and Decomposing Yields.\u003cbr\u003e \u003cbr\u003e Introduction.\u003cbr\u003e \u003cbr\u003e Determining the Discount Rate.\u003cbr\u003e \u003cbr\u003e Credit Rating Categories and Determination.\u003cbr\u003e \u003cbr\u003e Processes for Decomposing Bond Yields.\u003cbr\u003e \u003cbr\u003e Normalized-Yield Pricing Matrix.\u003cbr\u003e \u003cbr\u003e Concluding Remarks.\u003cbr\u003e \u003cbr\u003e Notes.\u003cbr\u003e \u003cbr\u003e 3 Public Corporate Bonds, Private-Placement Bonds, and Whole Commercial Mortgages.\u003cbr\u003e \u003cbr\u003e Introduction.\u003cbr\u003e \u003cbr\u003e Key Terminology.\u003cbr\u003e \u003cbr\u003e Publicly Issued Corporate Bonds.\u003cbr\u003e \u003cbr\u003e Public Corporate Bond Pricing.\u003cbr\u003e \u003cbr\u003e Private-Placement Bonds.\u003cbr\u003e \u003cbr\u003e Valuing a Private-Placement Bond.\u003cbr\u003e \u003cbr\u003e Pricing Bonds that Have Sinking-Fund Payment Requirements.\u003cbr\u003e \u003cbr\u003e Pricing Defaulted Bonds.\u003cbr\u003e \u003cbr\u003e Whole Commercial Mortgage Loans.\u003cbr\u003e \u003cbr\u003e Valuing a Whole Commercial Mortgage Loan.\u003cbr\u003e \u003cbr\u003e Monetary Default Scenarios.\u003cbr\u003e \u003cbr\u003e Notes.\u003cbr\u003e \u003cbr\u003e Appendix C: Bloomberg-Yield to Call Data.\u003cbr\u003e \u003cbr\u003e Appendix D: Selected Portions of BondCalc (r) Brochures.\u003cbr\u003e \u003cbr\u003e 4 Mortgage-Backed and Asset-Backed Securities.\u003cbr\u003e \u003cbr\u003e Introduction.\u003cbr\u003e \u003cbr\u003e Evolution of the Mortgage-Backed Securities Market.\u003cbr\u003e \u003cbr\u003e Mortgage-Backed Securities.\u003cbr\u003e \u003cbr\u003e Collateralized Mortgage Obligations.\u003cbr\u003e \u003cbr\u003e Bloomberg Median Prepayments.\u003cbr\u003e \u003cbr\u003e Stripped Securities.\u003cbr\u003e \u003cbr\u003e Private-Placement Asset-Backed Securities.\u003cbr\u003e \u003cbr\u003e Concluding Remarks.\u003cbr\u003e \u003cbr\u003e Notes.\u003cbr\u003e \u003cbr\u003e 5 Privately Held Equity.\u003cbr\u003e \u003cbr\u003e Introduction.\u003cbr\u003e \u003cbr\u003e Equity Volatility.\u003cbr\u003e \u003cbr\u003e Pricing Equity Issues.\u003cbr\u003e \u003cbr\u003e Common Equity Pricing Models Used by Investment Analysts.\u003cbr\u003e \u003cbr\u003e Price-Multiple Equity Pricing Models.\u003cbr\u003e \u003cbr\u003e Discounted Cash Flow Approach Equity Pricing Model.\u003cbr\u003e \u003cbr\u003e Basic Framework of Private-Equity Investing.\u003cbr\u003e \u003cbr\u003e Accountant's Review of Private-Equity Valuations.\u003cbr\u003e \u003cbr\u003e Concluding Remarks.\u003cbr\u003e \u003cbr\u003e Notes.\u003cbr\u003e \u003cbr\u003e 6 Public Equity Pricing.\u003cbr\u003e \u003cbr\u003e Introduction.\u003cbr\u003e \u003cbr\u003e \"Fox Rocks\" Valuation Illustration.\u003cbr\u003e \u003cbr\u003e Discounted Cash Flow Model.\u003cbr\u003e \u003cbr\u003e Concluding Remarks.\u003cbr\u003e \u003cbr\u003e Notes.\u003cbr\u003e \u003cbr\u003e Appendix E: \"Fox Rocks\" Valuation Illustration.\u003cbr\u003e \u003cbr\u003e 7 Derivatives.\u003cbr\u003e \u003cbr\u003e Introduction.\u003cbr\u003e \u003cbr\u003e Forward Contracts.\u003cbr\u003e \u003cbr\u003e Futures Contracts.\u003cbr\u003e \u003cbr\u003e Option Contracts.\u003cbr\u003e \u003cbr\u003e Swaps.\u003cbr\u003e \u003cbr\u003e Credit Derivatives.\u003cbr\u003e \u003cbr\u003e Forward Rate Agreements.\u003cbr\u003e \u003cbr\u003e Notes.\u003cbr\u003e \u003cbr\u003e Appendix F: Using Pricing Concepts of Fixed-Income Investments and Derivatives to Illustrate How to Hedge the Base Rate of Interest.\u003cbr\u003e \u003cbr\u003e Appendix G: Fixed Income Option Strategies.\u003cbr\u003e \u003cbr\u003e 8 Partnerships.\u003cbr\u003e \u003cbr\u003e Introduction.\u003cbr\u003e \u003cbr\u003e Surfside Condominium Partnership.\u003cbr\u003e \u003cbr\u003e Concluding Remarks.\u003cbr\u003e \u003cbr\u003e Glossary.\u003cbr\u003e \u003cbr\u003e References.\u003cbr\u003e \u003cbr\u003e Index.","brand":"John Wiley \u0026 Sons Inc","offers":[{"title":"Default Title","offer_id":49402514440535,"sku":"9780471177401","price":121.5,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0817\/1739\/5799\/files\/9780471177401.jpg?v=1730480619","url":"https:\/\/bookcurl.com\/products\/investment-pricing-methods-a-guide-for-accounting-and-financial-professionals-9780471177401","provider":"Book Curl","version":"1.0","type":"link"}