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CURSO: ANLISIS DE ESTADOS FINANCIEROS. PROFESOR: PAREDES ATENCIO, JORGE. Libros: HD/30.28/H4/2007/ Administracin estratgica. Hitt, Michael A ... [et al.]. 7a ed. 2007. Contiene: Captulo 13. Emprendimiento estratgico. HG/4014/B4/ Fundamentos de administracin financiera. Scott, Besley. 12a ed. 2006. Contiene: Captulo 3. Anlisis de estados financieros Captulo 4. Planeacin y control financiero. Gestin de proyectos. Lled, Pablo. 2007. Contiene: Captulo 8. Gestin de riesgos. Revistas: El mapa estratgico del Real Madrid: el arte de construir una marca. Urrutia de Hoyos, Ignacio. En: Control de gestin, estrategia financiera, n 231, p. 10- 18, septiembre, 2008. Visin de riesgos. BBVA. En: Publicacin del rea de riesgo, n 2, p. 1- 18, diciembre, 2008.

Panorama macroeconmico y perspectiva. En: Reporte semanal BCRP, n 2, p. 1-9, enero, 2009.

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CURSO: ECONOMETRA FINANCIERA. PROFESOR: RENDON SCHNEIR, SILVIO ROBERTO. Libros: HB/139/G7/2008/ Econometric analysis. Greene, William H. 2008. Contiene: Chapter 5. Inference and prediction. HG/4523/C3i/ The econometrics of financial markets. Campbell, John Y. 1997. Contiene: Chapter 1. Introduction Chapter 2. The predictability of asset returns Chapter 5. The capital asset pricing model Chapter 12. Nonlinearities in financial data. Lecture notes in financial econometrics. Sderlind, Paul. 2007. Contiene: Chapter 1. Review of statistics Chapter 2. Least squares and maximum likelihood estimation Chapter 3. Testing CAPM and multifactor models Chapter 4. Event studies Chapter 5. Time series analysis Chapter 6. Predicting asset returns Chapter 7. ARCH and GARCH Chapter 8. Option pricing and estimation of continuous time processes Chapter 9. Kernel density estimation and regression. Revistas: PDF The CAPM debate. McGrattan, Ellen R ... [et al.]. En: Federal Reserve Bank of Minneapolis quarterly review, vol. 19, n 4, p. 2-17, 1995. http://minneapolisfed.org/research/qr/qr1941.pdf GARCH 101: The use of ARCH/GARCH. Models in applied econometrics. Engle, Robert. En: Journal of Economic Perspectives, vol. 15, n 4, p. 157-168, 2001.

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CURSO: FINANZAS CORPORATIVAS. PROFESOR: KANESHIRO TABA, ROSARIO. Libros: HG/4014/M6/ Administracin financiera contempornea. Moyer , R. Charles ... [et al]. 9a ed. 2005. Contiene: Captulo 11. Costo de capital Captulo 12. Conceptos de estructura de capital Captulo 13. Administracin de estructura de capital en la prctica Captulo 14. Poltica de dividendos Captulo 18. Opciones de financiamiento a corto y mediano plazo Captulo 19. Financiamiento a travs del arrendamiento. HG/4011/E5/ Administracin financiera corporativa. Emery, Douglas R.; Finnerty, John D. 2000. Contiene: Captulo 28. Fusiones y adquisiciones. Emerging trends in corporate governance. Academia Council Supplement. 2006. Contiene: Chapter 4. Strategic planning: the boards role Chapter 12. Borrad structure in the future: an art rather than a science Chapter 18. Risk management: whose responsibility is it?. HG/152/B6/ Finanzas. Bodie, Zvi; Merton, Robert. 2003. Contiene: Captulo 1. Qu son las finanzas?. HG/4014/R68/2005/ ... (Edicin 2005) Finanzas corporativas. Ross, Stephen A ... [et al]. 7a ed. 2008. Contiene: Captulo 18. Dividendos y otros pagos Captulo 29. Fusiones y adquisiciones .

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HG/4014/B4/ Fundamentos de administracin financiera. Besley, Scott. 18a ed. 2001. Contiene: Captulo 1. Panorama general de la administracin financiera Captulo 10. Costo del capital Captulo 11. Estructura de capital Captulo 12. Poltica de dividendos Captulo 13. Poltica del capital de trabajo Captulo 14. Administracin de los activos a corto plazo Captulo 15. Administracin de los pasivos a corto plazo Captulo 17. Deuda a corto plazo Captulo 18. Acuerdos alternativos de financiamiento y reestructuracin corporativa.

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CURSO: INVERSIONES EN RENTA FIJA Y VARIABLE. PROFESOR: LPEZ, ZARELLA SANABRIA, PAL. Libros: Discounted dividend valuation: reading 41. Store, John D. ... [et al.]. 200?. Contiene: Introduction Chapter 2. Present value models Chapter 3. The dividend discount model Chapter 4. The Gordon growth model Chapter 5. Multistage dividend discount models Chapter 6. The financial determinants of growth rates. Features of debt securities: reading 60. Fabozzi, Frank J. 2005. Contiene: Chapter 1. Introduction Chapter 2. Indenture and covenants Chapter 3. Maturity Chapter 4. Par value Chapter 5. Coupon rate Chapter 6. Provisions for paying off bonds Chapter 7. Convertion privilege Chapter 8. Put provision Chapter 9. Currency denomination Chapter 10. Embedded options Chapter 11. Borrowing funds to purchase bonds. Free cash flow valuation: reading 42. Store, John D ... [et al.]. 200?. Contiene: Introduction to free cash flows Chapter 2. FCFF and FCFE valuation approaches Chapter 3. Forecasting free cash flow Chapter 4. Free cash model varations Chapter 5. Non-operating assets and firm value. HG/4651/F3/2000/ The handbook of fixed income securities. Fabozzi, Frank J; Ferri, Michael G; Mann, Steven V. 2000. Contiene: Chapter 1. Overview of the types and features of fixed income securities Chapter 2. Risks associated with investing in fixed income securities Chapter 4. Bond pricing and return measures Chapter 5. Measuring interest rate risk Chapter 6. The structure of interest rates Chapter 16. International bond markets and instruments Chapter 37. OAS and effective duration. HG/4515/B6i/2009/ Investments. Bodie, Kane, Marcus. 5a ed. 2008. Contiene: Chapter 2. Markets and instruments Chapter 7. Capital allocation between the risky asset and the risk-free asset Chapter 8. Optimal risky portfolios.

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Market - based valuation: reading 43. Store, John D ... [et al.]. 200?. Contiene: Introduction Chapter 2. Price multiples in valuation Chapter 3. Price to earnings Chapter 4. Price to book value Chapter 5. Price to sales Chapter 6. Price to cash flow Chapter 7. Enterprice value to evitad Chapter 8. Dividend yield Chapter 9. International valuation considerations Chapter 10. Momentum valuation indicators Chapter 11. Valuation indicators and investment management. The relative pricing of fixed income securities with fixed cash flows. Tuckman, Bruce. 2002. Contiene: Chapter 1. Bond prices, discount factors, and arbitrage. Revistas: Dynamic strategies for asset allocation. Perol, Andr F.; Sharpe, William F. En: Financial Analysts Journal, n 51, p. 149-160. 1995.

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CURSO: MATEMTICAS FINANCIERAS. PROFESOR: MUOZ SALGADO, JORGE JAVIER. Libros: HG/4529/D4/2004/ Quantitative methods for investment analysis. DeFusco, Richard A. [et al.]. 2004. Contiene: Chapter 1. The time value of money Chapter 2. Discounted cash flow applications Chapter 4. Probability concepts. HF/5691/C3i/ The handbook of financial mathematics. Cartledge, Peter C. 2000. Contiene: Introduction Chapter 2. Day-count and accrual calculations Chapter 3. Simple interest calculations Chapter 4. Accumulated value: yieldbased calculations Chapter 5. Money market products and their arithmetic Chapter 6. Compound interest calculations Chapter 7. Fixed-income yield and price Chapter 10. Annuities and annuities due Chapter 12. Internal rate of return and net present value.

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CURSO: MICROECONOMA APLICADA: ECONOMA BANCARIA. PROFESOR: RABANAL SOBRINO, ALEJANDRO. Libros: PDF Commercial bank risk management: an analysis of the process. Santomero, Anthony M. 1997 http://fic.wharton.upenn.edu/fic/papers/95/9511.pdf HG/160/F74 Economa bancaria. Freixas, Xavier; Rochet, Jean C. 1999. Contiene: Captulo 1. Introduccin general Captulo 2. Por qu existen los intermediarios financieros? Captulo 8. La gestin de los riesgos en la empresa bancaria Captulo 9. La regulacin de los bancos. PDF The financial crisis of 2008: what needs to happen alter TARP. Harvey, Campbell R. 2008. http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1274327 HG/181/52 Financial institutions management. Saunders, Anthony. 3a ed. 2006. Contiene: Chapter 6. Why are financial intermediaries special? Chapter 7 Risk of financial intermediation Chapter 8. Interest rate risk I Chapter 15. Foreign exchange risk Chapter 17. Liquidity risk Chapter 20. Capital adequacy. HG/181/M5 Financial markets and institutions. Mishkin, Frederic S.; Eakins, Stanley G. 2003. Contiene: Chapter 1. Why study financial markets and institutions Chapter 2. Overview of the financial system Chapter 14. Theory of financial structure Chapter 15. The banking firm and bank management Chapter 22. Risk management in financial institutions.

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PDF Financial safety nets: reconstructing and modelling a policymaking metaphor. Kane, Edward. 2001. http://www.nber.org/papers/w8224.pdf PDF Learning by the case method. Hammond, John S. 2002. PDF Risk exposure and risk management at Korea first bank. Allayannis, George. En: University of Virginia Darden School foundation, Charlottesville, VA 2003. http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1418876# Revistas: How a financial darling fell from grace, and why regulators didnt match it. En: The Economist, p. 1-7, Octubre 18th, 2007. Coleccin BCRP You have more capital than you think. Merton, Robert C. En: Harvard Business Review, vol. 84, n 3, p. 86 95, 2006. Coleccin BCRP Deciphering the 2007-08 liquidity and credit crunch. Brunnermeier, Marcus K. En: Journal of Economics Perspectives, vol. 23, n 1, p. 77-100, 2008. http://www.princeton.edu/~markus/research/papers/liquidity_credit_crunch_WP PDF Understanding bank runs: the important of depositor-bank relationships and networks. Iyer, Rajkamal; Puri, Manju. En: National Bureau of Economic Research. 2008. http://www.nber.org/papers/w14280.pdf?new_window=1

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PDF The market for Lemons: quaility uncertainty and the market mechanism. Akerlof, George A. En: The Quartely Journal of Economics, vol. 84, N.3, p. 488 - 500, 1970. http://www.econ.ox.ac.uk/members/christopher.bowdler/akerlof.pdf

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