Key Financial Market Concepts

The 100 terms every finance professional needs to know

Häftad, Engelska, 2011

359 kr

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Key Financial Market Concepts is the ultimate reference tool for anyone working in the finance industry, explaining the 100 essential financial market terms. It provides you with a definition of what each concept is, how it works, when it is likely to arise, how it’s calculated and how best to use it. You’ll also get access to many of the formulas used, already programmed into a Microsoft Excel spreadsheet.

From simple and compound interest, through to bonds and yields and the Black and Scholes model, this book has it covered.

Produktinformation

Utgivningsdatum2011-10-06
Mått157 x 236 x 19 mm
Vikt516 g
FormatHäftad
SpråkEngelska
SerieFinancial Times Series
Antal sidor328
Upplaga2
FörlagPearson Education
ISBN9780273750123

Tillhör följande kategorier

TIME VALUE OF MONEYSimple Interest and Compound InterestEquivalent Rate, Effective Rate and Continuously Compounded RateFuture Value (FV), Present Value (PV), Rate of Discount and Discount FactorNet Present Value (NPV), and Internal Rate of Return (IRR)Money-weighted and Time-weighted Rates of ReturnAnnuity THE MONEY MARKETSCertificate of Deposit (CD), Commercial Paper (CP), Treasury Bill, True Yield and Discount RateValue Dates, Interpolation and Extrapolation ZERO-COUPON YIELD AND YIELD CURVEZero-coupon Yield, the Spot Yield Curve and BootstrappingThe Par Yield CurveThe Forward-forward Yield Curve FORWARD-FORWARDS, FRAS AND FUTURESForward-forward Interest RateForward Rate Agreement (FRA)Stir Futures Contract and MarginBasis RiskSpread, Butterfly Spread and CondorSTRIP THE BOND AND REPO MARKETSAccrued Interest, Clean Price and Dirty PriceMoney Market Basis and Bond BasisYield to Maturity (YTM)Current Yield and Simple Yield to MaturityZero-coupon Security and STRIPAsset-backed Securities (ABS), Mortgage-backed Securities (MBS), Collateralized Debt Obligations (CDO) and Covered BondsBond Futures, Conversion Factor and Cheapest-to-deliver (CTD)Cash-and-carry Arbitrage and Implied Repo RateDuration, Modified Duration, Price Value of a Basis Point (PVB), Dollar Value of an 01 (DV01) and ConvexityHedge RatioRepo and Reverse RepoHaircut and MarginBuy/Sell -Back and Sell/Buy-BackSecurities Lending/Borrowing THE SWAPS MARKETInterest Rate Swap (IRS)Asset Swap and Liability SwapOvernight Index Swap (OIS)Currency Swap FOREIGN EXCHANGEForward Outright and Forward SwapCross-rateShort DatesForward-forward Exchange RateNon-deliverable Forward (NDF) OPTIONSCalls and PutsThe Black and Scholes Pricing ModelHistoric Volatility and Implied VolatilityBinomial Pricing ModelThe Put/Call ParityCap, Floor, Collar and Zero-cost OptionBreak Forward, Range Forward and Participation ForwardOption Trading Strategies: Straddle, Strangle, Spread, Butterfly, Condor, Ratio Spread and Risk ReversalBarrier Options: Knock-out Option and Knock-in OptionCredit Derivatives, Synthetic CDO and First-to-default BasketsThe ‘Greeks’: Delta, Gamma, Vega, Theta and Rho STATISTICSMean, Median and ModeVariance and Standard DeviationCorrelation and CovarianceProbability Density and the Normal Probability Function RISK MANAGEMENT AND INVESTMENT MANAGEMENTValue at Risk (VaR)The Capital Adequacy RatioEfficient Markets Hypothesis APPENDICESGlossaryDay/Year Conventions for Money Markets