Lectures on corporate finance:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
New Jersey [u.a.]
World Scientific
2006
|
| Ausgabe: | 2. ed. |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Includes bibliographical references (p. 239-243) and index |
| Beschreibung: | XVIII, 248 S. graph. Darst. 26 cm |
| ISBN: | 9812568999 |
Internformat
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| 245 | 1 | 0 | |a Lectures on corporate finance |c Peter Bossaerts ; Bernt Arne Ødegaard |
| 250 | |a 2. ed. | ||
| 264 | 1 | |a New Jersey [u.a.] |b World Scientific |c 2006 | |
| 300 | |a XVIII, 248 S. |b graph. Darst. |c 26 cm | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 500 | |a Includes bibliographical references (p. 239-243) and index | ||
| 650 | 4 | |a Corporations |x Finance | |
| 650 | 0 | 7 | |a Finanzierung |0 (DE-588)4017182-6 |2 gnd |9 rswk-swf |
| 655 | 7 | |0 (DE-588)4123623-3 |a Lehrbuch |2 gnd-content | |
| 689 | 0 | 0 | |a Finanzierung |0 (DE-588)4017182-6 |D s |
| 689 | 0 | |5 DE-604 | |
| 700 | 1 | |a Ødegaard, Bernt Arne |e Verfasser |4 aut | |
| 856 | 4 | 2 | |m HBZ Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015586704&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-015586704 | ||
Datensatz im Suchindex
| _version_ | 1804136432832348160 |
|---|---|
| adam_text | Contents
Introductory Remarks vii
I Introduction to Finance
1 Finance 3
1.1 What is Finance? 3
1.2 Corporate Finance 3
1.3 Financial Markets 4
2 Axioms of Modem Corporate Finance 7
2.1 The Axioms 7
2.1.1 Financial Markets are Competitive 7
2.1.2 Value Additivity 8
2.1.3 No Free Lunches 8
2.1.4 The Efficient Markets Hypothesis 8
3 On Value Additivity 9
3.1 Value Additivity 9
3.2 The Value of the Firm 9
3.3 A Couple of Brain Teasers 10
4 On the Efficient Markets Hypothesis 13
4.1 The Idea 13
4.2 Traditional Formulation of the Efficient Markets
Hypothesis 14
4.3 What Information? 14
4.4 What Does Correctly Reflected Mean? 15
4.4.1 Rational Learning 15
4.4.2 Unbiased Beliefs 16
4.4.3 Adding Compensation for Waiting and Risk 16
4.5 Empirical Evidence 17
4.6 Some Implications of the Efficient Markets Hypothesis 17
4.6.1 One Cannot Time the Market 17
xiii
xiv Contents
4.6.2 Average Returns in Excess of the Risk Free Rate are Solely
Determined by Risk 18
4.6.3 Expected Returns Can Vary Over Time 18
II Basic Finance
5 Present Value 23
5.1 Definition of Present Value 23
5.2 Pricing in Markets for Dated Riskfree Cash Flows 25
5.3 Interest Rates 25
5.4 Term Structure of Interest Rates 27
5.5 Net Present Value 28
5.6 Capital Budgeting 28
5.7 Perpetuities 29
5.8 Annuities 30
5.9 Compound Interest 31
5.10 Valuing Fixed Income Securities 32
5.11 Valuing Equities 33
5.12 Risky Cash flows 34
6 Capital Budgeting 39
6.1 Capital Budgeting 39
6.2 Evaluating Projects Using NPV 40
6.2.1 Calculation of NPV 40
6.2.2 Only Cash Flows 41
6.2.3 Accountants 41
6.2.4 After Tax Cash Flows 41
6.2.5 What are Relevant Cash Flows? 41
6.2.6 Inflation 42
6.2.7 Projects with Different Life Lengths 43
6.3 Alternative Valuation Methods 43
6.3.1 Payback Period 43
6.3.2 Internal Rate of Return 44
6.3.3 Profitability Index 47
6.3.4 Accounting Measures of Return 48
6.4 Some Fancy Acronyms 48
6.4.1 EVA (Economic Value Added) 48
6.4.2 MVA (Market Value Added) 48
6.4.3 TSR (Total Shareholder Return) 49
7 Valuation under Uncertainty: The CAPM 53
7.1 Asset Pricing Theory 53
7.2 Portfolio Returns 54
7.3 Diversifiable and Nondiversifiable Risk 55
7.4 The Set of Efficient Portfolios 56
Contents xv
7.5 The Possibility Set with a Risk Free Security 57
7.6 The Capital Asset Pricing Model 57
7.7 Using CAPM for Pricing 59
7.8 Using CAPM for Capital Budgeting 60
7.9 Empirical Evidence 61
7.10 Experimental Evidence 61
7.11 The Arbitrage Pricing Theory 62
7.12 When the CAPM Would Fail 62
III Multiperiod Pricing and Derivatives
8 Valuing Risky Cash Flows 69
8.1 Valuation of Dated, Risky Cash Flows 69
8.2 States . . 70
8.3 States and Digital Options 70
8.4 Expectations and Digital Options 72
8.5 Trees 74
8.6 Summarizing 74
9 Introduction to Derivatives 77
9.1 Derivatives 77
9.2 Definitions 78
9.3 Option Cashflows 79
9.4 Bounds on Option Prices 81
9.4.1 Positivity 81
9.4.2 Simple Upper Bounds 81
9.4.3 European Call Lower Bound 82
9.4.4 Should American Options be Exercised Early? 84
9.5 Put Call Parity 84
9.6 Wrapping Up 86
10 Pricing Derivatives 89
10.1 Pricing Risky Cash Flows 89
10.2 Pricing Derivatives 90
10.3 Interpreting Equity as an Option 92
11 Pricing of Multiperiod, Risky Investments 97
11.1 Multiple States 97
11.2 Getting to Two States by Adding Time Steps 98
11.3 A Real Life Example: Pricing an MCI Call Option 100
11.4 General Strategy 104
xvi Contents
12 Where to Get State Price Probabilities? 107
12.1 Implementation 107
12.2 Generating the Possible Future States 107
12.3 Now the State Price Probabilities 110
12.4 Pricing Call Options: The MCI Example Again Ill
12.5 State Price Probabilities and True Probabilities 113
12.6 The Power of State Price Probabilities 114
13 Warrants 119
13.1 Definition 119
13.2 Firm Value and Warrants 119
13.3 Valuation 121
14 The Dynamic Hedge Argument 123
14.1 Pricing 123
14.2 Why State Prices Must be Equal 123
14.3 The Binomial Option Pricing Model 125
15 Multiple Periods in the Binomial Option Pricing Model 133
15.1 Multiple Periods 133
15.2 The Binomial Formula and the Black Scholes Model 137
15.3 Early Exercise of Puts in the Binomial Model 138
15.4 Adjusting for Dividends in the Binomial Model 139
15.5 Implementing the Binomial Option Formula 141
16 An Application: Pricing Corporate Bonds 145
16.1 Corporate Bonds 145
16.2 The Risky Part of Corporate Bonds 146
16.3 Risk Free Bonds with Put Options 147
16.4 Shareholder Incentives 150
16.5 A Solution: Convertible Bonds 152
16.6 Callable Convertible Bonds 154
IV Corporate Finance
17 Are Capital Structure Decisions Relevant? 161
17.1 The Capital Structure Problem 161
17.2 The Capital Structure Problem when Assets are In Place 162
17.3 Shareholder Preferences for Firm Value 165
17.4 Implications for Cost of Equity Capital: MM II 166
17.5 What if Assets are not In Place? 168
Contents xvii
18 Maybe Capital Structure Affects Firm Value After All? 173
18.1 Only Through Changes in Assets 173
18.2 Corporate Taxes 174
18.3 Bankruptcy Costs 176
18.4 Agency Costs 179
18.5 Personal Taxes 179
18.6 General Equilibrium Effects Restore Irrelevance 179
19 Valuation of Projects Financed Partly with Debt 185
19.1 Adjusting for Taxes 185
19.2 Three Strategies that have been Suggested 185
19.2.1 Adjusted Present Value (APV) 185
19.2.2 Flow to Equity 186
19.2.3 Weighted Average Cost of Capital 186
19.3 The General Principle: Net Present Value Again 187
20 And What About Dividends? 189
20.1 Dividends 189
20.2 The Miller and Modigliani Argument 190
20.3 Why Pay Dividends if only the IRS Gains? 190
20.3.1 Double Taxation 190
20.3.2 Individual Preferences for Capital Gains 191
20.4 Does the Market Agree? 191
20.4.1 The Ex Day Drop 191
20.4.2 Looking Beyond the Border 192
20.4.3 The Evidence from Returns on Investment 192
20.5 Share Repurchases 192
20.6 So, Why do Firms Pay Dividends? The Signalling Hypothesis 193
20.7 Irrelevance Again 193
V Risk Management
21 Risk and Incentive Management 199
21.1 Hedging 199
21.2 Hedging with Readily Available Contracts 200
21.2.1 Forward and Futures Contracts 200
21.2.2 Pricing of Forward and Futures Contracts 200
21.2.3 Options 202
21.2.4 Other Derivatives 202
21.3 Synthetic Static Hedges 202
21.4 Synthetic Dynamic Hedges 203
21.5 The Metallgesellschaft Case 205
21.6 Value at Risk (VaR) 208
21.7 Should Corporations Hedge? 209
21.8 Managing Incentives 209
xviii Contents
VI Summary of the Insights
22 Fourteen Insights 217
VII Longer Examples
23 Longer Examples 221
23.1 Determining the Maximum Bid on a Gold Mining License 221
23.2 Chippawhip 222
VIII Appendix
A Notation and Formulas 233
A.I Notation 233
A.2 Formulas 234
Bibliography 239
Index 245
|
| adam_txt |
Contents
Introductory Remarks vii
I Introduction to Finance
1 Finance 3
1.1 What is Finance? 3
1.2 Corporate Finance 3
1.3 Financial Markets 4
2 Axioms of Modem Corporate Finance 7
2.1 The Axioms 7
2.1.1 Financial Markets are Competitive 7
2.1.2 Value Additivity 8
2.1.3 No Free Lunches 8
2.1.4 The Efficient Markets Hypothesis 8
3 On Value Additivity 9
3.1 Value Additivity 9
3.2 The Value of the Firm 9
3.3 A Couple of Brain Teasers 10
4 On the Efficient Markets Hypothesis 13
4.1 The Idea 13
4.2 Traditional Formulation of the Efficient Markets
Hypothesis 14
4.3 What Information? 14
4.4 What Does "Correctly Reflected" Mean? 15
4.4.1 Rational Learning 15
4.4.2 Unbiased Beliefs 16
4.4.3 Adding Compensation for Waiting and Risk 16
4.5 Empirical Evidence 17
4.6 Some Implications of the Efficient Markets Hypothesis 17
4.6.1 One Cannot Time the Market 17
xiii
xiv Contents
4.6.2 Average Returns in Excess of the Risk Free Rate are Solely
Determined by Risk 18
4.6.3 Expected Returns Can Vary Over Time 18
II Basic Finance
5 Present Value 23
5.1 Definition of Present Value 23
5.2 Pricing in Markets for Dated Riskfree Cash Flows 25
5.3 Interest Rates 25
5.4 Term Structure of Interest Rates 27
5.5 Net Present Value 28
5.6 Capital Budgeting 28
5.7 Perpetuities 29
5.8 Annuities 30
5.9 Compound Interest 31
5.10 Valuing Fixed Income Securities 32
5.11 Valuing Equities 33
5.12 Risky Cash flows 34
6 Capital Budgeting 39
6.1 Capital Budgeting 39
6.2 Evaluating Projects Using NPV 40
6.2.1 Calculation of NPV 40
6.2.2 Only Cash Flows 41
6.2.3 Accountants 41
6.2.4 After Tax Cash Flows 41
6.2.5 What are Relevant Cash Flows? 41
6.2.6 Inflation 42
6.2.7 Projects with Different Life Lengths 43
6.3 Alternative Valuation Methods 43
6.3.1 Payback Period 43
6.3.2 Internal Rate of Return 44
6.3.3 Profitability Index 47
6.3.4 Accounting Measures of Return 48
6.4 Some Fancy Acronyms 48
6.4.1 EVA (Economic Value Added) 48
6.4.2 MVA (Market Value Added) 48
6.4.3 TSR (Total Shareholder Return) 49
7 Valuation under Uncertainty: The CAPM 53
7.1 Asset Pricing Theory 53
7.2 Portfolio Returns 54
7.3 Diversifiable and Nondiversifiable Risk 55
7.4 The Set of Efficient Portfolios 56
Contents xv
7.5 The Possibility Set with a Risk Free Security 57
7.6 The Capital Asset Pricing Model 57
7.7 Using CAPM for Pricing 59
7.8 Using CAPM for Capital Budgeting 60
7.9 Empirical Evidence 61
7.10 Experimental Evidence 61
7.11 The Arbitrage Pricing Theory 62
7.12 When the CAPM Would Fail 62
III Multiperiod Pricing and Derivatives
8 Valuing Risky Cash Flows 69
8.1 Valuation of Dated, Risky Cash Flows 69
8.2 States . . 70
8.3 States and Digital Options 70
8.4 Expectations and Digital Options 72
8.5 Trees 74
8.6 Summarizing 74
9 Introduction to Derivatives 77
9.1 Derivatives 77
9.2 Definitions 78
9.3 Option Cashflows 79
9.4 Bounds on Option Prices 81
9.4.1 Positivity 81
9.4.2 Simple Upper Bounds 81
9.4.3 European Call Lower Bound 82
9.4.4 Should American Options be Exercised Early? 84
9.5 Put Call Parity 84
9.6 Wrapping Up 86
10 Pricing Derivatives 89
10.1 Pricing Risky Cash Flows 89
10.2 Pricing Derivatives 90
10.3 Interpreting Equity as an Option 92
11 Pricing of Multiperiod, Risky Investments 97
11.1 Multiple States 97
11.2 Getting to Two States by Adding Time Steps 98
11.3 A Real Life Example: Pricing an MCI Call Option 100
11.4 General Strategy 104
xvi Contents
12 Where to Get State Price Probabilities? 107
12.1 Implementation 107
12.2 Generating the Possible Future States 107
12.3 Now the State Price Probabilities 110
12.4 Pricing Call Options: The MCI Example Again Ill
12.5 State Price Probabilities and True Probabilities 113
12.6 The Power of State Price Probabilities 114
13 Warrants 119
13.1 Definition 119
13.2 Firm Value and Warrants 119
13.3 Valuation 121
14 The Dynamic Hedge Argument 123
14.1 Pricing 123
14.2 Why State Prices Must be Equal 123
14.3 The Binomial Option Pricing Model 125
15 Multiple Periods in the Binomial Option Pricing Model 133
15.1 Multiple Periods 133
15.2 The Binomial Formula and the Black Scholes Model 137
15.3 Early Exercise of Puts in the Binomial Model 138
15.4 Adjusting for Dividends in the Binomial Model 139
15.5 Implementing the Binomial Option Formula 141
16 An Application: Pricing Corporate Bonds 145
16.1 Corporate Bonds 145
16.2 The Risky Part of Corporate Bonds 146
16.3 Risk Free Bonds with Put Options 147
16.4 Shareholder Incentives 150
16.5 A Solution: Convertible Bonds 152
16.6 Callable Convertible Bonds 154
IV Corporate Finance
17 Are Capital Structure Decisions Relevant? 161
17.1 The Capital Structure Problem 161
17.2 The Capital Structure Problem when Assets are In Place 162
17.3 Shareholder Preferences for Firm Value 165
17.4 Implications for Cost of Equity Capital: MM II 166
17.5 What if Assets are not In Place? 168
Contents xvii
18 Maybe Capital Structure Affects Firm Value After All? 173
18.1 Only Through Changes in Assets 173
18.2 Corporate Taxes 174
18.3 Bankruptcy Costs 176
18.4 Agency Costs 179
18.5 Personal Taxes 179
18.6 General Equilibrium Effects Restore Irrelevance 179
19 Valuation of Projects Financed Partly with Debt 185
19.1 Adjusting for Taxes 185
19.2 Three Strategies that have been Suggested 185
19.2.1 Adjusted Present Value (APV) 185
19.2.2 Flow to Equity 186
19.2.3 Weighted Average Cost of Capital 186
19.3 The General Principle: Net Present Value Again 187
20 And What About Dividends? 189
20.1 Dividends 189
20.2 The Miller and Modigliani Argument 190
20.3 Why Pay Dividends if only the IRS Gains? 190
20.3.1 Double Taxation 190
20.3.2 Individual Preferences for Capital Gains 191
20.4 Does the Market Agree? 191
20.4.1 The Ex Day Drop 191
20.4.2 Looking Beyond the Border 192
20.4.3 The Evidence from Returns on Investment 192
20.5 Share Repurchases 192
20.6 So, Why do Firms Pay Dividends? The Signalling Hypothesis 193
20.7 Irrelevance Again 193
V Risk Management
21 Risk and Incentive Management 199
21.1 Hedging 199
21.2 Hedging with Readily Available Contracts 200
21.2.1 Forward and Futures Contracts 200
21.2.2 Pricing of Forward and Futures Contracts 200
21.2.3 Options 202
21.2.4 Other Derivatives 202
21.3 Synthetic Static Hedges 202
21.4 Synthetic Dynamic Hedges 203
21.5 The Metallgesellschaft Case 205
21.6 Value at Risk (VaR) 208
21.7 Should Corporations Hedge? 209
21.8 Managing Incentives 209
xviii Contents
VI Summary of the Insights
22 Fourteen Insights 217
VII Longer Examples
23 Longer Examples 221
23.1 Determining the Maximum Bid on a Gold Mining License 221
23.2 Chippawhip 222
VIII Appendix
A Notation and Formulas 233
A.I Notation 233
A.2 Formulas 234
Bibliography 239
Index 245 |
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| author | Bossaerts, Peter L. 1960- Ødegaard, Bernt Arne |
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| dewey-ones | 658 - General management |
| dewey-raw | 658.15 |
| dewey-search | 658.15 |
| dewey-sort | 3658.15 |
| dewey-tens | 650 - Management and auxiliary services |
| discipline | Wirtschaftswissenschaften |
| discipline_str_mv | Wirtschaftswissenschaften |
| edition | 2. ed. |
| format | Book |
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| illustrated | Illustrated |
| index_date | 2024-07-02T17:09:54Z |
| indexdate | 2024-07-09T20:56:19Z |
| institution | BVB |
| isbn | 9812568999 |
| language | English |
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| spelling | Bossaerts, Peter L. 1960- Verfasser (DE-588)123816424 aut Lectures on corporate finance Peter Bossaerts ; Bernt Arne Ødegaard 2. ed. New Jersey [u.a.] World Scientific 2006 XVIII, 248 S. graph. Darst. 26 cm txt rdacontent n rdamedia nc rdacarrier Includes bibliographical references (p. 239-243) and index Corporations Finance Finanzierung (DE-588)4017182-6 gnd rswk-swf (DE-588)4123623-3 Lehrbuch gnd-content Finanzierung (DE-588)4017182-6 s DE-604 Ødegaard, Bernt Arne Verfasser aut HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015586704&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Bossaerts, Peter L. 1960- Ødegaard, Bernt Arne Lectures on corporate finance Corporations Finance Finanzierung (DE-588)4017182-6 gnd |
| subject_GND | (DE-588)4017182-6 (DE-588)4123623-3 |
| title | Lectures on corporate finance |
| title_auth | Lectures on corporate finance |
| title_exact_search | Lectures on corporate finance |
| title_exact_search_txtP | Lectures on corporate finance |
| title_full | Lectures on corporate finance Peter Bossaerts ; Bernt Arne Ødegaard |
| title_fullStr | Lectures on corporate finance Peter Bossaerts ; Bernt Arne Ødegaard |
| title_full_unstemmed | Lectures on corporate finance Peter Bossaerts ; Bernt Arne Ødegaard |
| title_short | Lectures on corporate finance |
| title_sort | lectures on corporate finance |
| topic | Corporations Finance Finanzierung (DE-588)4017182-6 gnd |
| topic_facet | Corporations Finance Finanzierung Lehrbuch |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015586704&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT bossaertspeterl lecturesoncorporatefinance AT ødegaardberntarne lecturesoncorporatefinance |