Book Description
Dr. Donald DePamphilis explains the real-world of mergers, acquisitions, and restructuring based on his academic knowledge and personal experiences with over 30 such deals himself. The 77 case studies span every industry and countries and regions worldwide show how deals are done rather than just the theory behind them, including cross-border transactions. The interactive CD is unique in enabling the user to download and customize content. It includes an Excel-based LBO model and an M&A Structuring and Valuation Model in which readers can insert their own data and modify the model to structure and value their own deals. New additions to the third edition: 17 new cases, with all 77 cases updated, Glossary, real options applications, projecting growth rates. Student Study Guide on CD contains practice problems/solutions, powerpoint slides outlining main points of each chapter, and selected case study solutions. An extensive on-line instructors manual contains powerpoint slides for lectures following each chapter, detailed syllabi for using the book for both undergraduate and graduate-level courses, and an exhaustive test bank with over 750 questions and answers (including true/false, multiple choice, essay questions, and computational problems).
*Practical, real-world approach with 77 case studies from around the globe
*CD has customized content and the latest models and forecasting tools
*Student Study Guide on CD has practice problems/solutions, powerpoint slides, and selected case study solutions
Customer Reviews:
Clearly a Home Run!!!.......2006-03-18
This is one of those books that I wish I had written. As an experienced deal maker, I know what works and what doesn't. This book explains from a highly practical perspective the "art and science" of the deal. The author clearly has done his share of transactions in terms of his ability to capture the dynamic nature of the deal structuring and acquisition process. The author, as the chess master, goes through the development of alternative deal structures and strategies designed to consummate the deal. The process of offers and counter-offers is illustrated in a delightful and comprehensive case study at the end of the book.
The book is written with a fluid style that brings what for most are very difficult concepts to life in a readily understandable yet rigorous way. The author's nummerous insights are documented through references to recent academic and practitioner studies and illustrated by using recent case studies. I find the author's frequent use of brief studies of transactions to illustrate his current point very enlightening.
This book is far more than a reference or textbook; it is the reader's ticket to learning how to do deals and implement corporate restructuring activities. The book abounds with numerical and non-numerical examples to illustrate how to do things. The CD included with the text is easily worth the price of the book in that it provides numerous complex deal structuring and valuation M&A and LBO models. The CD also contains a wealth of other information including question lists for conducting due diligence and solutions to case study questions and problems contained in the text.
Yes, I wish I had written this book. But, then, those things are best left to those who can.
A Refreshing New Approach to Learning.......2006-01-01
Many business books take a pedantic, ponderous approach to what could easily be characterized as a challenging subject. However, I found the lively writing in this book to be very helpful to keeping my attention and to making difficult material more understandable. While the book is exhaustive, I found each chapter to be largely self contained. This text is clearly the most useful I have read on this subject. The CD included with the book contains models, presentations, chapter outlines, problem sets with answers, etc., all of which make this book the best available on the market.
Great Book and Great CD.......2005-12-22
This book is a one-stop shop for those interested in M&A. It covers all the relevant topics from how to develop a rigorous business plan appropriate to undertake an acquisition, to identifying and approaching target firms, to succesful negotiation, to planning and performing due dilgence, to planning and implementing successful integration, to financing the transaction. The book also addresses how to design effective takeover tactics and defenses. I was most impressed with the extent of the explanations about how to design and implement acquisition plans from a real world perspective. The author also addresses how to design effective takeover tactics and defenses. I also found the material on the M&A implications for governance very valuable.
The book is also very well documented. The extensive list of publications is very helpful for locating more articles and books on this exciting subject. I found the glossary of M&A terms among the most useful I've seen. It could be published as an M&A dictionary. The numerous case studies sprinkled throughtout the book are very helpful in demystifying the subject.
The CD included with the books contains a wealth of material often available on the internet for hundreds of dollars. The detailed M&A models and leveraged buyout models and due diligence question lists are available for customizing to meet your specific circumstances. I found the buyer due diligence question list in electronic form to be very valuable when it came time to making changes for my own needs The chapter outlines, study guides, and presentations also included on the CD are very helpful in internalizing the material. The CD also contains ansewrs to many case study questions and chapter questions.
All things considered, this book is a must have for anyone serious about learning the subject.
Highly Student Friendly.......2005-11-25
I am currently using this book in an M&A class and have found it to be an excellent business book. The book is exceptionally well organized, intuitive, and well-written. The book's use of bold type, self-explanatory headings facilitates the overall organization of the material, finding subject matter, and understanding key points the author is trying to make. The book is rich in examples, something that is often lacking in many books. The case studies for the most part of current, instructive, and insightful. The book is full of helpful insights and practical advice.
The CD -rom included with the book contains a lot of very useful stuff including powerpoint slides for each chapter, study guides for each chapter including chapter outlines and sample test questions and anwers, as well as anwers to many of the case study questions and problems in the book. The merger, acquisition, leveraged buyout and real option software illustrates how the pros analyze and value businesses. There are no secrets as you are able to access the underlying excel instructions to see how the models tick and to change them to suit your needs.
Overall, I would give this book an A+ for insightfulness, openess, practicality, readability,and organization.
Superb!!!.......2005-11-16
As you can see, I am very impressed with this book. It is by far the best book I have read on the subject in terms of thoughtfulness, organization, documentation, and practicality. It is full of well explained examples that make would could be a daunting subject understandable. The book comes with a CD that is full of M&A and LBO valuation software and excel spreadsheets, as well as a lot of other good stuff including powerpoint presentations highlighting lecture notes, student study guides, and answers to practice problems. All things considered, I would give this book a resounding thumbs up for those wanting to use in in their personal libraries, professions, or in the class room.
Book Description
An in-depth look at financial risk management
Advanced Financial Risk Management integrates interest rate risk, credit risk, foreign exchange risk, and capital allocation using a consistent risk management approach. It explains, in detailed, yet understandable terms, the analytics of these issues from A to Z. Written by experienced risk managers, this book bridges the gap between the idealized assumptions used for valuation and the realities that must be reflected in management actions. It covers everything from the basics of present value, forward rates, and interest rate compounding to the wide variety of alternative term structure models.
Donald R. Van Deventer (Hawaii) founded the Kamakura Corporation in April 1990 and is currently President. In 2003, he was voted into the Risk Hall of Fame for having made a profound contribution to the field of risk management. Kenji Imai (Hawaii) heads Software Development for Kamakura and participates in selected Japan-related financial advisory assignments. Mark Mesler (Hawaii) heads the information production for Kamakura Risk Information Services.
Customer Reviews:
Great Book for serious reader.......2007-06-29
This book is written by professionals for professionals. Period.
Unless you are serious about risk management, you will not care about some of the little details covered by this book. When you do, you will really appreciate this book.
Formulas are well places, examples are real life relevent, well written. I fell in love with this book when I first read this book.
Introduction to the KRM.......2006-11-19
Risk management, as the authors define it, delineates for the management of a firm the risks and returns of every strategic decision at the institutional and transactional levels. It indicates how the management must change a particular strategy with the goal of aligning the trade-off between risk and return with the optimal long and short-term goals of the firm. If one desires an in-depth quantitative understanding of risk management as it is practiced at the present time, this book offers a comprehensive and useful overview. Although the authors are clearly showing bias towards a particular tool used for risk management, namely the Kamakura Risk Manager @ product which they helped to develop and market, the reader still gains insight into the relevant factors that go into successful risk management and will understand just how challenging this field is. The book is geared towards the student, for there are usually exercises at the end of each chapter. The goal of the book is very ambitious, in that the authors attempt to integrate credit, market, and operational risk, along with asset and liability management, performance measurement, and transfer pricing into a single framework. The justification for this integration is given as the book unfolds, and because of this the reader may frequently feel impatient, and thus tempted to skip ahead. However, readers who do this will miss out on the interesting argumentation and historical analysis the authors give, with each chapter setting up next. There is therefore a heavy dependence between chapters, and this makes a "skim read" more difficult, at least from the standpoint of in-depth comprehension of the subject matter. Those readers who are not experts in risk management, such as this reviewer, but who have a sound background in probability theory, stochastic processes, and financial engineering (at the level of the Black-Scholes model) will find this book ideal. Options theory plays a central role in the book, as the authors propose that the Jarrow-Merton put option is the best comprehensive measure of integrated credit, interest rate, and foreign exchange risk. The authors believe that risk management should make no distinction between credit risk, market risk, operational risk, asset and liability management, performance measurement, and transfer pricing.
The authors begin the book by discussing the difference between risk management from the standpoint of net income and from the standpoint of mark-to-market, and how a failure by some financial institutions to adopt the latter caused them great pain. Their historical commentary on this topic is enlightening for it gives insight into some of the biases concerning risk that exist even at the present time. For this reviewer, one of the most interesting discussions in the book concerned the transaction cost approach to prepayment modeling in asset-backed securities. In this approach, the authors divide the borrowers into three classes, with the first being those who make prepayments even when they should not. The second class are borrowers who prepay at a time when the advantages of prepayment exceeds the transaction costs of doing so. The third class are those borrowers who make prepayments when advantageous to do so, even though in the past they have refrained from doing so. Following the book's paradigm, the authors formulate the prepayment model in terms of options, with the value of the option to prepay being calculated from observable market data. The authors claim that this approach fits the movements in loan prices better than the approaches based on prepayment speeds and prepayment tables, but they do not offer explicit evidence for this claim. In fact throughout the book there are many instances where the authors do not offer any real case studies that would illustrate the superiority of their approach and the use of the Kamakura Risk Manager@. Risk analysts and managers will insist on the availability of these studies before committing themselves and institutional resources to this product or any others that make such claims.
The book should not be viewed therefore as purely a "theoretical" overview of risk management techniques. The authors give examples illustrating the main principles. For example, in their discussion of one-period models they assert that a collection of homogeneous risks are not sufficient, since the likelihood, magnitude, and timing of risks are closely linked. As examples, they quote the debacles in the U.S. Savings and Loan and Long Term Capital Management, and the takeover of Security Pacific Corporation by Bank of America. They also give examples of 'selection bias' in measuring risk.
Many interesting questions are addressed in the book, such as: 1. Why are 'fat-tailed' events important in risk analysis? 2. What is 'transfer pricing' and why is it useful? 3. Should risk be measured in terms of the volatility of the mark-to-market value of the relevant portfolio or in terms of the volatility of the net income? 4. How large should risk limits be for each part of a financial institution? 5. How is the mark-to-market value of a portfolio measured? 6. How is tracking error measured? 7. How is a hedging strategy to be priced? 8. What advantages, if any, are there in using Monte Carlo simulations of returns over a chosen time horizon? 9. What are the implications to credit risk of the new Basel II accords? 10.Why are stress tests important in a hedging strategy? 11.What area of the financial organization should be responsible for credit risk?
The authors also give a thorough discussion of yield curve smoothing, and how to derive the zero-coupon bond prices from observable data. The method of splines seems to be their preferred method of choice as a smoothing technique, which they advertise as being one that allows the calculation of zero-coupon bond prices for a large number of payment dates. They show, interestingly, that a cubic spline of zero-coupon bond yields is the smoothest yield curve.
Great book on the subject. A must have........2006-05-11
I think this book is a must have for everyone involved in managing or supervising interest rate risk. The authors are clear in their explanations and light to read, but they also get in-depth in several technical aspects.
I am a banking supervisor and I had been lookin for a book on this subject for a while, specially one with an emphasis on managing interest rate risk since the Basel committee has very few pointers on this.
The book tackles the most common problems, including the managerial aspects, as well as the techniques frequently used for modelling things like deposits (DDAs), revolving credit and a product by product guide to financial instruments, and much, much more. Definitely a must have, if you can browse through a few sections or the index and you will quickly see what I mean.
Book Description
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.
Customer Reviews:
An excellent book for practioner and truely advanced learner.......2003-04-13
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 is not what I expected...........2003-01-10
I have studied, practiced and taught managerial accounting for more than 17 years at work, using excellent supporting text and case books from recognized US authors. But to be honest Dr. Kaplan is making easy concepts to appear complicated and cumbersome. His case readings as well as the text materials are very length and hard to "digest" since it does not capture the attention of the reader.I would not recommend the book neither for and undergraduate or graduate degree, despite the well known and worldwide recognition of Dr. Kaplan. His book is far from being pedagogical in nature.
An Advanced Accounting Student Opinion.......2002-02-10
I have studied many aspects of financial and management accounting, management issues, etc. from introductory to advanced levels. I have never used such an unappealing book. The student must sift through much wordiness. There are few, and sometimes no examples of the various calculations. There is very little use of white space. Virtually no colour, no use of bullets. Not only is the material presented in a "dry" form, but the book is not pretty to look at. The most praise I can give this book is that it is not too heavy to carry, and it has a pretty blue cover.
hmphh...........2001-04-11
The explanation is too long, examples are vague, ambiguous and the cases provided is not really relevant to my level of knowledge. This book might be best for PhD holders, but not for me who is an undergraduate. My lecturer also complained that the explanation used is not suitable for our level. No interesting graphics or colour to attract readers.
Into the deep, drowned in the cases.......2000-05-09
This student textbook assumes a basic of management accounting. Well, I was known with the terms, and understood their examples, but completely lost track at the cases. At first I thought it was due to my language knowledge, but colleague students had the same problems and couldnot explain to me which information to use, which parts of the cases was useful and what was rubbish. Of course 'management accounting' is about retrieving the correct information, but it was a few steps to early for me.
Book Description
This book is comprised of 45 articles written by top researchers and theorists in finance. The text is meant to bridge the gap between financial theory and practice. It gives instructors a way to introduce students to academic articles edited to eliminate the methodological content. The articles were originally edited for practitioners, so they are perfect for the MBA student. This reader is the perfect packaging option for any of our Corporate Finance texts.
Customer Reviews:
Review from MBA / GE student.......2005-07-22
This book is excellent reading. Foremost, it discusses clearly all of the major issues today in corporate finance - capital structure, "what investors want", incentives and performance measurement via Accounting versus Economic Value Added models, corporate architecture, etc. The author is extremely engaging, and I must admit, this is the first "text book" I've had that I wanted to keep reading. The author is sarcastic, opinionated, but objective all in one. An excellent purchase for a course or just if you're interested in understanding the way markets and corporate finance truly function.
A good book of ARTICLES but too academic........2004-04-27
Chew's New Corporate Finance is a quite decent book on journal articles on finance issues from a corporate standpoint. Other than your professor's own choice of favourite articles, Chew's may be the next best thing you can get. I won't give it a higher rating (4 or 5 star) because it lacks ground-breaking yet still easy-to-read articles from the less technical journals like Harvard Business Review, etc.
Most of the articles are too academic coming from more or less the same journals. Moreover, the more technical ones have difficult formulas and number-crunching statistics which are more appropriate for MBA and MSc in Finance students, or those in researchers in "high-level derivative work".
I have the second edition (1999) of this book and used it sparingly for my MBA in Finance. And I've browsed through this new edition - what I found was there were not many changes made, only a few new articles have been added. Perhaps inclusion of some non-American articles would do justice to this book. Chew still keeps the classic ones though, which are always relevant. The roundtable discussion on EVA is interesting but Chew does not include criticisms on EVA shortfalls or problems.
On the whole, this text should be a reasonable introduction to high-level Finance and also a good supplementary reading for those doing MBA in Finance. But the editor's selection between technical and easy-to-read-but-important articles still leaves much to be desired.....
practical as well as academic.......2000-05-31
This book challenges you about what you really understand on finance. Before I read this I didn't like finance at all because it seemed too simplified. This book shows how the real world and people think. Especially, its chapter on risk is of a great help. Now I'm interested in some fields of finance such as internal corporate governance, real option, more refined and practical concepts than EVA, etc.
A good reference for motivated MBAs and practitioners.......2000-05-15
As the title of the book clearly indicates, the text advances corporate finance beyond the theory presented in texts like Brealy and Myers. Thus, the text is geared towards a more sophisticated reading audience. In a collection of articles, academics and finance practitioners discuss the real world impact of capital budgeting, dividend/share repurchase policy, financial innovations (e.g. convertibles, commodity-linked bonds, derivatives, etc.), and bankruptcy on firms. Do not be scared off by the "academic" nature of this text. Unlike academic journals, the long-winded discussions on hypothesis testing and experimentation are abandoned (along with the high-level mathematics). The articles are very readable and any empirical evidence is presented in relatively friendly charts and graphs, which do a great job at providing the proper intuition. More importantly, the authors usually include real world anecdotal evidence to support the conclusions, as well.
Excellent summary of various aspects of corporate finance.......1999-09-30
An excellent compilation of articles by top academicians in the field of corporate finance. The articles are ideal for a person who wants to get a good grasp of any area of Corporate Finance. Warning: This is definitely not for the beginners. It is ideal for practitioners who are interested in learning more.
Book Description
Advanced Credit Analysis presents the latest and most advanced modelling techniques in the theory and practice of credit risk pricing and management.
The book stresses the logic of theoretical models from the structural and the reduced-form kind, their applications and extensions. It shows the mathematical models that help determine optimal collateralisation and marking-to-market policies. It looks at modern credit risk management tools and the current structuring techniques available with credit derivatives.
Customer Reviews:
Very helpful.......2007-08-09
The reduced form and structural credit models have been the most popular ones for the pricing of credit sensitive securities and for the estimation of default probabilities and are clearly discussed in this book, along with many other topics of interest to those responsible for the mathematical modeling of credit risk and/or interest rates. The book can be read by anyone with a background in the theory of stochastic processes and those interested in mathematical finance as applied to credit risk will find the book interesting. Only Part I of this book was read by this reviewer.
In order to price a credit sensitive security one needs to be able to calculate default probabilities and be able to construct models of the risk-free interest rate and the recovery rates. One will also need to model the risk premium that investors will require when entering into a credit risk agreement. Lastly, one will need to model the correlations between defaults in the entities that make up a portfolio.
In the structural models of credit, the modeler assumes certain information on the time-dependence of the assets of a firm and its capital structure, and one thinks of the liabilities of the firm as an option on the assets of the firm. In a reduced form model, the time dependence of default is taken to be dependent on exogenous factors via a default rate, and the price of the credit security is calculated using an interest rate modulated by this default rate.
The most well known structural model is the Merton model, which introduced early on in this book, and wherein corporate liabilities are taken to be contingent claims on the assets of a firm. Credit risk arises solely from the uncertainty regarding the market value of the firm. Default probabilities are calculated by assuming that the value of the firm's assets over time is governed by geometric Brownian motion (the authors call this Ito dynamics in this book). Now if the firm has a market value of V (representing the expected discounted future cash flows of the firm), and assuming that the firm is financed by equity and a zero coupon bond with face value F and maturity date T, then taking default to mean that V falls below F, the probability of such a default can be expressed in terms of the standard normal distribution function. The authors show this explicitly in chapter three of the book, and this derivation is of no surprise to those familiar with standard (Black-Scholes) options theory. The payoff for the investors is then equivalent to that of a portfolio consisting of a default-free bond with face value F maturing at T and a European put option on the assets of the firm with strike price F and maturity T. The authors also consider the value of the equity, which is equivalent to the payoff of a European call option on the assets of the firm with strike price F and maturity T. They also show, interestingly, that the values for the equity and the debt depend on the leverage ratio of the firm, but that their sum does not, the latter of which is taken to be an assumption in the Merton model. The market value of the firm is thus independent of its leverage. Defining the credit spread as the difference between the yield on a defaultable bond and the yield on an equivalent default-free zero bond, the authors derive an explicit expression for this quantity.
In a reduced-form model, the default dynamics is prescribed exogenously using a default rate or intensity, and the question now is how to calibrate the intensity to market prices, rather than being concerned with firm default. The default process is actually a jump process, with a jump of size one at default, and has an upward trend. Using standard results from the theory of stochastic processes, the upward trend can be compensated for, with the result that the default time will become unpredictable. In contrast to structural models, the default losses in reduced-form models are expressed in terms of the expected reduction in market value that occurs at default. As in most theories of pricing in the theory of contingent claims, use is made of the concept of a `risk-neutral measure' in reduced-form models. If one thinks of this measure in terms of an arbitrage-free market, then it is straightforward to understand: it is a probability measure in which the present price of a contingent claim is equal to the expected value the future payoff discounted at the risk-free rate. Such a measure is also called an `equivalent martingale measure' in the literature on financial modeling. Given the hazard rate for default at any time and the expected fractional loss in market value if there is a default at this time, then in one of these reduced-form models, called the Duffie-Singleton model, the contingent claim can be priced as if it were default-free. This is done by replaced the short-term interest rate with a default-adjusted short-rate process, called the `risk-neutral mean-loss rate' due to default. The risk-neutral mean-loss rate can be written as the sum of a short-term rate and a credit risk premium, and is time-dependent. Most interesting is that using this rate, one can price the claim as if it were riskless. The present value of the contingent claim is then obtained by discounting using the adjusted short rate, and takes into account the probability and time of default, and the effect of losses on default.
The authors devote a fair amount of pages on the Duffie-Singleton model, the crucial idea of course being the identification of the credit risk premium. The model concentrates on three variables, namely a risk-neutral probability of default at time t on a short time interval that is conditional on no prior default up to t, a `recovery' amount measured in dollars if there is a default at time t, and the riskfree short-term interest rate at t. The market value of the claim at time t can be written as the sum of the present value of receiving the recovery amount (at t + 1) if default occurs, or the market value (at t + 1) otherwise. The challenge lies in calculating this sum since the three variables are entangled. The strategy for dealing with this is to use what Duffie and Singleton called a `recovery-of-market-value' or RMV. The recovery amount is taken to be a fraction of the market value of the contract, and inserting this in the sum allows it to be greatly simplified, as the authors show. Assuming a continuous-time framework, they write the risk-neutral mean-loss rate and the claim in terms of an underlying state variable that obeys a stochastic Weiner process, and using the Feynman-Kac formula show that the price at time zero satisfies a backward Kolmogorov partial differential equation. This is then generalized to the case where the underlying variable follows a jump-diffusion process.
Extremely interesting but quite technical (useful errata).......2001-07-17
I enjoyed this book. It goes over many of the credit risk theories that I had only heard of or skimmed through before. The presentation is very clear and successful. Some typos at the beginning of the book are too bad but the errata on the author's web site is useful, especially for the chapter on Merton. The book seems very complete and very detailed, much more than the other books around. A very useful addition, especially with the available errata for the typos concentrated at the beginning. I believe our current credit risk systems are so out of date with the advanced theories as presented in the book... Things will change...
Easily the Best Credit Risk Book: A Must!.......2001-04-17
This is easily the best credit risk book there is! It is the only book that covers all the theories available. It is well written and covers both the maths and the intuitions. It is up to date too. While the book targets sophisticated readers, it covers more of the ground than any other book I have seen around (and goes much more in depth than any competitor). It is great to finally have a book that goes through the maze of the theories on credit risk.
Interesting, but full of errors.......2001-02-17
The recent developments in credit-risk analysis have been highly quantitative and theoretical. Hugues Pirotte & Didier Cossin provide a comprehensive overview of the most popular credit risk models. Their purpose is to allow practitioners to apply quantitative modeling to this complex area. I think that it is a quite good book: easy to read, clear for most of its explanations but I found too many mistakes in mathematical formulas. The editor could have been more careful with the reader's comfort. On the downside: the chapter on swap credit risk (a model from the authors) is so pretentious that it becomes very irritating and actually damages the quality of the book. In addition, no disk with source code!
Revision, please!.......2001-02-15
The book does a good job in presenting some credit risk models, although it is far from being exhaustive. However, if you are looking for technical details, you best bets are still the original published papers, given the numerous typos. My suggestion: wait for the revised edition!
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| Qualifying Textbooks - Fall 2007
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| Books
Professional
| Qualifying Textbooks - Fall 2007
| Stores
| Books
ASIN: 0566074796 |
Books:
- Microsoft Office OneNote 2003 Step by Step (Step By Step (Microsoft))
- Monte Carlo Methods in Financial Engineering (Stochastic Modelling and Applied Probability)
- Office 2007 All-in-One Desk Reference For Dummies (For Dummies (Computer/Tech))
- Office 2007 All-in-One Desk Reference For Dummies (For Dummies (Computer/Tech))
- Online Bookselling: A Practical Guide with Detailed Explanations and Insightful Tips
- Payroll Accounting 2007 (with Payroll CD and ADP CD) (Payroll Accounting)
- Performance Dashboards: Measuring, Monitoring, and Managing Your Business
- Price Theory and Applications
- Principles of Cost Accounting
- Principles of Marketing (Principles of Marketing)
Books Index
Books Home
Recommended Books
- Capitalism: The Unknown Ideal
- Tombstone Courage: A Joanna Brady Mystery
- Project Economics and Decision Analysis: Probabilistic Models
- Relics & Rituals: Olympus
- The History of Management Thought
- The Ultimate Gift
- The International Dictionary of Event Management
- Wiley: Practice Set 4 Wiley Pra Set Series for Helmkamp Prin of Acc 3ed
- Strategy and Organization of Corporate Banking
- The Assassin's Touch: A Thriller
Applied Mergers and Acquisitions (Wiley Finance)
Valuation for Mergers, Buyouts, and Restructuring (Wiley Finance)
Valuation: Measuring and Managing the Value of Companies, Fourth Edition
The Art of M&A: A Merger Acquisition Buyout Guide
The Art of M&A Due Diligence
