Investments
Spot and Derivatives Markets
1st Edition
Published on 25. April 2001
Book
Paperback/Softback
716 pages
978-0-471-49583-3 (ISBN)
Description
This book aims to provide an accessible introduction to international financial markets and contains numerous real-world examples. An Excel spreadsheet enables the reader to simulate and run the examples in the text. The material includes a basic foundation of derivatives and risk management.
More details
Edition
1., Aufl.
Language
English
Place of publication
Chichester
United Kingdom
Publishing group
John Wiley and Sons Ltd
Target group
College/higher education
Professional and scholarly
Illustrations
Ill.
Dimensions
Height: 24.5 cm
Width: 18.9 cm
Thickness: 33 mm
Weight
1522 gr
ISBN-13
978-0-471-49583-3 (9780471495833)
Schweitzer Classification
Persons
KEITH CUTHBERTSON is Professor of Finance at the Management School, Imperial College. He has been an advisor to the Bank of England and UK Treasury and a visitor at the Federal Reserve. He has held chairs at the University of Newcastle and City University Business School, as well as undertaking consultancy with financial institutions. He is the author of another Wiley title, Quantitative Financial Economics.
DIRK NITZSCHE is a lecturer in Finance at the Management School, Imperial College. He is also a Visiting Lecturer at City University Business School.
DIRK NITZSCHE is a lecturer in Finance at the Management School, Imperial College. He is also a Visiting Lecturer at City University Business School.
Content
Preface; OVERVIEW AND BASIC CONCEPTS; Markets, Firms and Investors; The Business Environment; BASIC CONCEPTS; Investment Appraisal; Financial Arithmetic; Basic Statistics; MONEY AND FIXED INCOME MARKETS; Money Markets; Bond Markets; Forward Rates, Yield Curves and the Term Structure; Bond Market Strategies; PORTFOLIO THEORY AND CAPITAL STRUCTURE; Portfolio Theory and Asset Returns; Valuing Firms: Capital Structure and the Cost of Capital; EQUITY MARKETS; Equity Finance and Stock Valuation; Efficient Markets and Predictability. Anomalies, Noise Traders and Chaos; THE FOREX MARKET. The Foreign Exchange Market. Spot FX: Fundamentals and Noise Traders; Technical Trading Rules; International Portfolio Diversification; DERIVATIVE SECURITIES; Derivative Securities: An Overview. Futures Markets; Options Markets; Glossary; List of Symbols; List of 'Topic Boxes'; Internet Sites; References; Author Index; Subject Index;.