A complete collection, including last of series, is a thing of value (5)
I believe the answer is:
asset
'a thing of value' is the definition.
(I've seen this before)
'a complete collection including last of series' is the wordplay.
'complete collection' becomes 'set' (I've seen this before).
'including' means one lot of letters goes inside another.
'last of' says to take the final letters.
The last letter of 'series' is 's'.
'set' enclosing 's' is 'sset'.
'a'+'sset'='ASSET'
'is' is the link.
(Other definitions for asset that I've seen before include "valuable sort" , "Something valuable to have" , "Someone or something of value" , "It's an advantage to declare" , "Valued item" .)