Investments

Häftad, Engelska, 2008

802 kr

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Beskrivning

Based on class-tested material, this book is an excellent introduction to global financial markets. The authors link theory and real world issues in their coverage of equity, bond and FX strategies including methods such as chartism, neural networks and chaos theory. Raising funds in the money markets and via equity and debt securities, as well as dividend and merger policy provide further practical illustrations of theoretical ideas. Futures, options and swaps and their use in speculation, hedging and arbitrage are also examined. The authors include a vast array of pedagogy, including chapter objectives summaries; end of chapter exercises; numerous real-world examples and case vignettes; Excel spreadsheets providing simulations for the reader; a glossary of terms; clear, simple and consistent mathematical notation.

Produktinformation

Utgivningsdatum:2008-07-25
Mått:188 x 244 x 28 mm
Vikt:1 468 g
Format:Häftad
Språk:Engelska
Antal sidor:800
Upplaga:2
Förlag:John Wiley & Sons Inc
ISBN:9780470519561

Utforska kategorier

Finansiering inom Ekonomi och Ledarskap

Mer om författaren

Keith Cuthbertson is Professor of Finance at Cass Business School. He has worked at H.M.Treasury, Bank of England, National Institute and at Tanaka Business School, Imperial College and the University of Newcastle. He has been a visitor at the Federal Reserve Bank, Washington and the Freije University, Berlin. He has undertaken consultancy and teaching in applied finance at various financial institutions and government organizations. Dirk Nitzsche is Senior Lecturer in Finance at Cass Business School. He joined the school in 2004 from Imperial College, London where he spent 6 years in the Business School. After completing his Ph.D. at the University of Newcastle, he has worked in the Department of Economics at the University of Newcastle between 1994 and 1997, before joining City University Business School in 1997 and Imperial College in 1998. His research interests can broadly be described as asset pricing and efficiency of financial markets and more recently he analyses the performance of unit trusts and hedge funds.

Innehållsförteckning

Preface ixList of Symbols and Abbreviations xvPart 1: Financial MarketsChapter 1 Markets and Players 3Chapter 2 Raising Finance 19Chapter 3 Financial Instruments 39Chapter 4 Trading Securities 63Chapter 5 Investment Companies 73Part 2: ValuationChapter 6 Valuation Techniques 85Chapter 7 Cost of Capital 109Chapter 8 Valuing Firms 125Part 3: Asset Returns and Portfolio TheoryChapter 9 Measuring Asset Returns 153Chapter 10 Portfolio Theory 189Chapter 11 International Portfolio Diversification 221Chapter 12 Single-Index Model 239Chapter 13 CAPM and APT 265Part 4: Equity MarketsChapter 14 Stock Valuation and the EMH 291Chapter 15 Behavioural Finance and Anomalies 317Chapter 16 Predicting Stock Returns 337Chapter 17 Technical Trading Rules 353Part 5: Foreign Exchange MarketChapter 18 Spot and Forward Markets 379Part 6: Fixed-Income MarketsChapter 19 Money Markets 417Chapter 20 Bond Markets 439Chapter 21 Term Structure of Interest Rates 465Chapter 22 Bond Market Strategies 481Part 7: DerivativesChapter 23 Derivative Securities 507Chapter 24 Futures Markets 533Chapter 25 Options Markets 559Chapter 26 Options Pricing 589Chapter 27 Energy and Weather Derivatives 623Part 8: Portfolio ManagementChapter 28 Private Equity 645Chapter 29 Performance of Mutual Funds 655Chapter 30 Hedge Funds 675Chapter 31 Market Risk and Value at Risk 697Glossary 719Internet Sites 741References 745Index 755