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Principles of Cash Flow Valuation: An Integrated Market-Based Approach
ISBN: 9780126860405 ;ISBN: 0126860408 ;EISBN: 9780080514802 ;EISBN: 0080514804 ;DOI: 10.1016/B978-0-12-686040-5.X5000-X ;OCLC: 469608153 ;LCCallNum: HF5681.C28 T53 2004eb
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Title:
Principles of Cash Flow Valuation: An Integrated Market-Based Approach
Author:
Tham, Joseph
;
Velez-Pareja, Ignacio
Subjects:
Accounting
;
Cash
flow
;
Valuation
Description:
The valuation of assets, both tangible and intangible, is an important element of corporate finance. Putting a price tag on ideas is almost impossible, and in the new economy, where companies grow dependent on intangible assets all the time, market volatility can be attributed in large part to our collective ignorance of their value. There are two basic approaches to valuation: from financial statements to cash flows, and from cash flows to financial statements. The former projects historical financial statements into the future and the latter attempts to construct cash flow statements and use them in forecasting future financial statements. Established companies use the first method and start-ups the second. In Principles of Cash Flow Valuation, the authors strive to "close the gap" between these two approaches by presenting the principles of cash flow valuation and cost of capital in a clear and systematic fashion. * Provides the only exclusive treatment of cash flow valuation* Authors use examples and a case study to illustrate ideas* Presentation appropriate for a range of technical backgrounds: ideas are presented clearly, full exposition is also provided* Named among the Top 10 financial engineering titles by Financial Engineering News
Related Titles:
Academic Press advanced finance series
Publisher:
San Diego: Elsevier Science & Technology
Creation Date:
2004
Format:
517
Language:
English
Identifier:
ISBN: 9780126860405
ISBN: 0126860408
EISBN: 9780080514802
EISBN: 0080514804
DOI: 10.1016/B978-0-12-686040-5.X5000-X
OCLC: 469608153
LCCallNum: HF5681.C28 T53 2004eb
Source:
Ebook Central Academic Complete
ScholarVox International
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