Key financial market concepts : the 100 terms every finance professional needs to know /

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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Steiner, Bob
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Harlow, England ; New York : Financial Times Prentice Hall, 2011.
Edición:2nd ed.
Temas:
Finance.
Finances.
finance.
Finance
Acceso en línea:Texto completo (Requiere registro previo con correo institucional)
Tabla de Contenidos:
  • Cover
  • Key financial market concepts
  • Contents
  • About the author
  • Using the book
  • Time Value of Money
  • Simple Interest and Compound Interest
  • Equivalent Rate, Effective Rate and Continuously Compounded Rate
  • Future Value (FV), Present Value (PV), Rate of Discount and Discount Factor
  • Net Present Value (NPV), and Internal Rate of Return (IRR)
  • Money-weighted and Time-weighted Rates of Return
  • Annuity
  • The Money Markets
  • Certificate of Deposit (CD), Commercial Paper (CP), Treasury Bill, True Yield and Discount Rate
  • Values Dates, Interpolation and Extrapolation
  • Zero-coupon Yield and Yield Curve
  • Zero-coupon Yield, the Spot Yield Curve and Bootstrapping
  • The Par Yield Curve
  • The Forward-forward Yield Curve
  • Forward-forwards, FRAs and Futures
  • Forward-forward Interest Rate
  • Forward Rate Agreement (FRA)
  • STIR Futures Contract and Margin
  • Basis Risk
  • Spread, Butterfly Spread and Condor
  • Strip
  • The Bond and Repo Markets
  • Accrued Interest, Clean Price and Dirty Price
  • Money Market Basis and Bond Basis
  • Yield to Maturity (YTM)
  • Current Yield and Simple Yield to Maturity
  • Zero-coupon Security and Strip
  • Asset-backed Securities (ABS), Mortgage-backed Securities (MBS), Collateralised Debt Obligations (CDO) and Covered Bonds
  • Bond Futures, Conversion Factor and Cheapest-to-deliver (CTD)
  • Cash-and-carry Arbitrage and Implied Repo Rate
  • Duration, Modified Duration, Price Value of a Basis Point (PVB), DV01 and Convexity
  • Hedge Ratio
  • Repo and Reverse Repo
  • Haircut and Margin
  • Buy/sell-back and Sell/buy-back
  • Securities Lending/Borrowing
  • The Swaps Market
  • Interest Rate Swap (IRS)
  • Asset Swap and Liability Swap
  • Overnight Index Swap (OIS)
  • Currency Swap
  • Foreign Exchange
  • Forward Outright and Forward Swap
  • Cross-rate
  • Short Dates
  • Forward-forward Exchange Rate.
  • Non-deliverable Forward (NDF)
  • Options
  • Calls and Puts
  • The Black and Scholes Pricing Model
  • Historic Volatility and Implied Volatility
  • Binomial Pricing Model
  • The Put/Call Parity
  • Cap, Floor, Collar and Zero-cost Option
  • Break Forward, Range Forward and Participation Forward
  • Option Trading Strategies: Straddle, Strangle, Spread, Butterfly, Condor, Ratio Spread and Risk Reversal
  • Barrier Options: Knock-out Option and Knock-in Option
  • Credit Derivatives, CDS, Synthetic CDO and First-to-default Baskets
  • The 'Greeks': Delta, Gamma, Vega, Theta and Rho
  • Statistics
  • Mean, Median and Mode
  • Variance and Standard Deviation
  • Correlation and Covariance
  • Probability Density and the Normal Probability Function
  • Risk Management and Investment Management
  • Value at Risk (VaR)
  • The Capital Adequacy Ratio
  • Efficient Markets Hypothesis
  • Appendices
  • Glossary
  • A Summary of Day/Year Conventions for Money Markets and Government Bond Markets
  • Index.

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