Cursos de Extensin Materiales de consulta

2 CURSO DE EXTENSIN DE FINN!S "N!DS 2##$

CURSO% N&'ISIS DE ESTDOS FINNCIEROS(
)ROFESOR% )REDES TENCIO* +OR,E(
'i-ros%
.D/0#(21/.2/2##3/
d4inistracin estrat56ica. Hitt, Michael A ... [et al.]. 7a ed. 2007.
Contiene: Captulo 13. Emprendimiento etrat!"ico.
.,/2#72/82/
Funda4entos de ad4inistracin 9inanciera. #cott, $ele%. 12a ed. 200&.
Contiene: Captulo 3. An'lii de etado (inanciero ) Captulo *. +laneaci,n % control
(inanciero.
,estin de :ro;ectos( -led,, +a.lo. 2007.
Contiene: Captulo /. 0eti,n de rie"o.
Re<istas%
El 4a:a estrat56ico del Real Madrid% el arte de construir una 4arca( 1rrutia de
Ho%o, 2"nacio.
En: Control de gestin, estrategia financiera, n 231, p. 10- 18, septiembre, 2008.
"isin de ries6os( $$3A.
En: Pblicacin del !rea de riesgo, n 2, p. 1- 18, diciembre, 2008.
)anora4a 4acroecon4ico ; :ers:ecti<a(
En: "eporte semanal # $C"P, n 2, p. 1-%, enero, 200%.
1
Cursos de Extensin Materiales de consulta
2 CURSO DE EXTENSIN DE FINN!S "N!DS 2##$
CURSO% ECONOMETR= FINNCIER(
)ROFESOR% RENDON SC.NEIR* SI'"IO RO8ERTO(
'i-ros%
.8/70$/,3/2##1/
Econo4etric anal;sis. 0reene, 4illiam H. 200/.
Contiene: Chapter 5. 2n(erence and prediction.
.,/2>20/C0i/
T?e econo4etrics o9 9inancial 4ar@ets. Camp.ell, 6ohn 7. 1887.
Contiene: Chapter 1. 2ntroduction ) Chapter 2. 9he predicta.ilit% o( aet return )
Chapter 5. 9he capital aet pricin" model ) Chapter 12. :onlinearitie in
(inancial data.
'ecture notes in 9inancial econo4etrics. #;derlind, +aul. 2007.
Contiene: Chapter 1. <e=ie> o( tatitic ) Chapter 2. -eat ?uare and ma@imum
liAelihood etimation ) Chapter 3. 9etin" CA+M and multi(actor model )
Chapter *. E=ent tudie ) Chapter 5. 9ime erie anal%i )
Chapter &. +redictin" aet return ) Chapter 7. A<CH and 0A<CH )
Chapter /. Bption pricin" and etimation o( continuou time procee )
Chapter 8. Cernel denit% etimation and re"reion.
Re<istas%
)DF
T?e C)M de-ate. Mc0rattan, Ellen < ... [et al.].
En: &ederal "eser'e $an( of )inneapolis *arterl+ re'ie,, 'ol. 1%, n -, p. 2-1., 1%%/.
http:DDminneapoli(ed.or"DreearchD?rD?r18*1.pd(
,RC. 7#7% T?e use o9 RC./,RC.( Models in a::lied econo4etrics. En"le,
<o.ert.
En: 0ornal of Economic Perspecti'es, 'ol. 1/, n -, p. 1/.-118, 2001.
2
Cursos de Extensin Materiales de consulta
2 CURSO DE EXTENSIN DE FINN!S "N!DS 2##$
CURSO% FINN!S COR)ORTI"S(
)ROFESOR% ANES.IRO T8* ROSRIO(
'i-ros%
.,/2#72/MB/
d4inistracin 9inanciera conte4:orCnea. Mo%er , <. Charle ... [et al]. 8a ed. 2005.
Contiene: Captulo 11. Coto de capital ) Captulo 12. Concepto de etructura de
capital ) Captulo 13. Adminitraci,n de etructura de capital en la pr'ctica )
Captulo 1*. +oltica de di=idendo ) Captulo 1/. Bpcione de (inanciamiento
a corto % mediano plaEo ) Captulo 18. Financiamiento a tra=! del
arrendamiento.
.,/2#77/E>/
d4inistracin 9inanciera cor:orati<a( Emer%, Gou"la <.H Finnert%, 6ohn G. 2000.
Contiene: Captulo 2/. Fuione % ad?uiicione.
E4er6in6 trends in cor:orate 6o<ernance( Academia Council #upplement. 200&.
Contiene: Chapter *. #trate"ic plannin": the .oardI role ) Chapter 12. $orrad tructure
in the (uture: an art rather than a cience ) Chapter 1/. <iA mana"ement:
>hoe reponi.ilit% i itJ.
.,/7>2/8B/
FinanDas( $odie, K=iH Merton, <o.ert. 2003.
Contiene: Captulo 1. LMu! on la (inanEaJ.
.,/2#72/RB1/2##>/ ((( EEdicin 2##>F
FinanDas cor:orati<as( <o, #tephen A ... [et al]. 7a ed. 200/.
Contiene: Captulo 1/. Gi=idendo % otro pa"o ) Captulo 28. Fuione %
ad?uiicione .
3
Cursos de Extensin Materiales de consulta
2 CURSO DE EXTENSIN DE FINN!S "N!DS 2##$
.,/2#72/82/
Funda4entos de ad4inistracin 9inanciera( $ele%, #cott. 1/a ed. 2001.
Contiene: Captulo 1. +anorama "eneral de la adminitraci,n (inanciera )
Captulo 10. Coto del capital ) Captulo 11. Etructura de capital
Captulo 12. +oltica de di=idendo ) Captulo 13. +oltica del capital de tra.aNo
Captulo 1*. Adminitraci,n de lo acti=o a corto plaEo O
Captulo 15. Adminitraci,n de lo pai=o a corto plaEo ) Captulo 17. Geuda
a corto plaEo ) Captulo 1/. Acuerdo alternati=o de (inanciamiento %
reetructuraci,n corporati=a.
*
Cursos de Extensin Materiales de consulta
2 CURSO DE EXTENSIN DE FINN!S "N!DS 2##$
CURSO% IN"ERSIONES EN RENT FI+ G "RI8'E(
)ROFESOR% ')E!* !RE'' SN8RI* )H'(
'i-ros%
Discounted di<idend <aluation% readin6 27( #tore, 6ohn G. ... [et al.]. 200J.
Contiene: 2ntroduction ) Chapter 2. +reent =alue model ) Chapter 3. 9he
di=idend dicount model ) Chapter *. 9he 0ordon "ro>th model )
Chapter 5. Multita"e di=idend dicount model ) Chapter &. 9he (inancial
determinant o( "ro>th rate.
Features o9 de-t securities% readin6 B#( Fa.oEEi, FranA 6. 2005.
Contiene: Chapter 1. 2ntroduction ) Chapter 2. 2ndenture and co=enant )
Chapter 3. Maturit% ) Chapter *. +ar =alue ) Chapter 5. Coupon rate )
Chapter &. +ro=iion (or pa%in" o(( .ond ) Chapter 7. Con=ertion pri=ile"e )
Chapter /. +ut pro=iion ) Chapter 8. Currenc% denomination ) Chapter 10.
Em.edded option ) Chapter 11. $orro>in" (und to purchae .ond.
Free cas? 9loI <aluation% readin6 22( #tore, 6ohn G ... [et al.]. 200J.
Contiene: 2ntroduction to (ree cah (lo> ) Chapter 2. FCFF and FCFE =aluation
approache ) Chapter 3. Forecatin" (ree cah (lo> ) Chapter *. Free cah
model =aration ) Chapter 5. :onOoperatin" aet and (irm =alue.
.,/2B>7/F0/2###/
T?e ?and-oo@ o9 9ixed inco4e securities( Fa.oEEi, FranA 6H Ferri, Michael 0H
Mann, #te=en 3. 2000.
Contiene: Chapter 1. B=er=ie> o( the t%pe and (eature o( (i@ed income
ecuritie ) Chapter 2. <iA aociated >ith in=etin" in (i@ed income
ecuritie ) Chapter *. $ond pricin" and return meaure )
Chapter 5. Meaurin" interet rate riA ) Chapter &. 9he tructure o( interet
rate ) Chapter 1&. 2nternational .ond marAet and intrument )
Chapter 37. BA# and e((ecti=e duration.
.,/2>7>/8Bi/2##$/
In<est4ents( $odie, Cane, Marcu. 5a ed. 200/.
Contiene: Chapter 2. MarAet and intrument ) Chapter 7. Capital allocation
.et>een the riA% aet and the riAO(ree aet ) Chapter /. Bptimal riA%
port(olio.
5
Cursos de Extensin Materiales de consulta
2 CURSO DE EXTENSIN DE FINN!S "N!DS 2##$
Mar@et J -ased <aluation% readin6 20( #tore, 6ohn G ... [et al.]. 200J.
Contiene: 2ntroduction ) Chapter 2. +rice multiple in =aluation ) Chapter 3. +rice to
earnin" ) Chapter *. +rice to .ooA =alue ) Chapter 5. +rice to ale )
Chapter &. +rice to cah (lo> ) Chapter 7. Enterprice =alue to e=itad )
Chapter /. Gi=idend %ield ) Chapter 8. 2nternational =aluation conideration )
Chapter 10. Momentum =aluation indicator ) Chapter 11. 3aluation
indicator and in=etment mana"ement.
T?e relati<e :ricin6 o9 9ixed inco4e securities Iit? 9ixed cas? 9loIs( 9ucAman,
$ruce. 2002.
Contiene: Chapter 1. $ond price, dicount (actor, and ar.itra"e.
Re<istas%
D;na4ic strate6ies 9or asset allocation( +erol, Andr! F.H #harpe, 4illiam F.
En: &inancial 2nal+sts 0ornal, n /1, p. 1-%-110. 1%%/.
&
Cursos de Extensin Materiales de consulta
2 CURSO DE EXTENSIN DE FINN!S "N!DS 2##$
CURSO% MTEM&TICS FINNCIERS(
)ROFESOR% MUKO! S',DO* +OR,E +"IER(
'i-ros%
.,/2>2$/D2/2##2/
Luantitati<e 4et?ods 9or in<est4ent anal;sis. GeFuco, <ichard A. P [et al.]. 200*.
Contiene: Chapter 1. 9he time =alue o( mone% ) Chapter 2. Gicounted cah (lo>
application ) Chapter *. +ro.a.ilit% concept.
.F/>B$7/C0i/
T?e ?and-oo@ o9 9inancial 4at?e4atics. Cartled"e, +eter C. 2000.
Contiene: 2ntroduction ) Chapter 2. Ga%Ocount and accrual calculation )
Chapter 3. #imple interet calculation ) Chapter *. Accumulated =alue: %ieldO
.aed calculation ) Chapter 5. Mone% marAet product and their arithmetic )
Chapter &. Compound interet calculation Chapter 7. Fi@edOincome %ield and
price ) Chapter 10. Annuitie and annuitie due ) Chapter 12. 2nternal rate o(
return and net preent =alue.
7
Cursos de Extensin Materiales de consulta
2 CURSO DE EXTENSIN DE FINN!S "N!DS 2##$
CURSO% MICROECONOM= )'ICD% ECONOM= 8NCRI(
)ROFESOR% R8N' SO8RINO* 'E+NDRO(
'i-ros%
)DF
Commercial .anA riA mana"ement: an anal%i o( the proce. #antomero, Anthon% M.
1887
http:DD(ic.>harton.upenn.eduD(icDpaperD85D8511.pd(
.,/7B#/F32
Econo4Ma -ancaria( Frei@a, Qa=ierH <ochet, 6ean C. 1888.
Contiene: Captulo 1. 2ntroducci,n "eneral ) Captulo 2. L+or ?u! e@iten lo
intermediario (inancieroJ ) Captulo /. -a "eti,n de lo rie"o en la
emprea .ancaria ) Captulo 8. -a re"ulaci,n de lo .anco.
)DF
T?e 9inancial crisis o9 2##1% I?at needs to ?a::en alter TR)( Har=e%, Camp.ell <.
200/.
http:DDpaper.rn.comDol3Dpaper.c(mJa.tractRidS127*327
.,/717/>2
Financial institutions 4ana6e4ent( #aunder, Anthon%. 3a ed. 200&.
Contiene: Chapter &. 4h% are (inancial intermediarie pecialJ ) Chapter 7 ) <iA o(
(inancial intermediation ) Chapter /. 2nteret rate riA 2 ) Chapter 15. Forei"n
e@chan"e riA ) Chapter 17. -i?uidit% riA ) Chapter 20. Capital ade?uac%.
.,/717/M>
Financial 4ar@ets and institutions( MihAin, Frederic #.H EaAin, #tanle% 0. 2003.
Contiene: Chapter 1. 4h% tud% (inancial marAet and intitution ) Chapter 2. B=er=ie>
o( the (inancial %tem ) Chapter 1*. 9heor% o( (inancial tructure )
Chapter 15. 9he .anAin" (irm and .anA mana"ement ) Chapter 22. <iA
mana"ement in (inancial intitution.
/
Cursos de Extensin Materiales de consulta
2 CURSO DE EXTENSIN DE FINN!S "N!DS 2##$
)DF
Financial sa9et; nets% reconstructin6 and 4odellin6 a :olic;4a@in6 4eta:?or.
Cane, Ed>ard. 2001.
http:DD>>>.n.er.or"DpaperD>/22*.pd(
)DF
'earnin6 -; t?e case 4et?od( Hammond, 6ohn #. 2002.
)DF
Ris@ ex:osure and ris@ 4ana6e4ent at Aorea 9irst -an@( Alla%anni, 0eor"e.
En: 3ni'ersit+ of 4irginia 5arden 6c7ool fondation, C7arlottes'ille, 42 2003.
http:DDpaper.rn.comDol3Dpaper.c(mJa.tractRidS1*1//7&T
Re<istas%
.oI a 9inancial darlin6 9ell 9ro4 6race* and I?; re6ulators didnNt 4atc? it(
En: 87e Economist, p. 1-., 9ctbre 18t7, 200..
Coleccin 8CR)
Gou ?a<e 4ore ca:ital t?an ;ou t?in@( Merton, <o.ert C.
En: :ar'ard $siness "e'ie,, 'ol. 8-, n 3, p. 81 # %/, 2001.
Coleccin 8CR)
Deci:?erin6 t?e 2##3J#1 liOuidit; and credit crunc?( $runnermeier, Marcu C.
En: 0ornal of Economics Perspecti'es, 'ol. 23, n 1, p. ..-100, 2008.
http:DD>>>.princeton.eduDUmarAuDreearchDpaperDli?uidit%RcreditRcrunchR4+
)DF
Understandin6 -an@ runs% t?e i4:ortant o9 de:ositorJ-an@ relations?i:s and
netIor@s( 2%er, <aNAamalH +uri, ManNu.
En: ;ational $rea of Economic "esearc7. 2008.
http:DD>>>.n.er.or"DpaperD>1*2/0.pd(Jne>R>indo>S1
8
Cursos de Extensin Materiales de consulta
2 CURSO DE EXTENSIN DE FINN!S "N!DS 2##$
)DF
T?e 4ar@et 9or P'e4onsQ% Ouailit; uncertaint; and t?e 4ar@et 4ec?anis4( AAerlo(,
0eor"e A.
En: 87e <artel+ 0ornal of Economics, 'ol. 8-, ;.3, p. -88 - /00, 1%.0.
http:DD>>>.econ.o@.ac.uADmem.erDchritopher..o>dlerDaAerlo(.pd(
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