Investments

Spot and Derivatives Markets

Keith Cuthbertson, Dirk Nitzsche

693 pages, parution le 01/05/2001

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Résumé

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. This practical approach is also applied to topics in corporate finance, including valuation of companies using NPV and other techniques such as economic value added (EVA), adjusted present value (APV) and real options 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.

Features include:

Topic boxes on current policy issues and newspaper extracts, giving practical applications and real world context of the ideas presented
2 colour in-text design
Clear, simple and consistent mathematical notation, with worked examples and end of chapter questions
Supporting website including Lecturer's Resource Pack and Student Centre with interactive Excel and GAUSS software The text covers behaviour in financial markets, decisions in corporate finance and wider public policy issues. It is aimed at final year undergraduates, MBA and MSc students and those undertaking professional qualifications in finance.

For those wishing to deepen their knowledge of financial markets, the authors have written a companion book Financial Engineering: Derivatives and Risk Management.

Contents

OVERVIEW & BASIC CONCEPTS

Markets, Firms and Investors
Financial Flows and Monetary Policy

BASIC CONCEPTS

Project Appraisal
Financial Arithmetic
Basic Statistics in Finance

MONEY & FIXED INCOME MARKETS

Money Markets
Bond Markets
Forward Rates, Yield Curves and Term Structure
Bond Market Strategies

PORTFOLIO THEORY & CAPITAL STRUCTURE

Portfolio Theory and Asset Returns
Capital Structure and the Cost of Capital

EQUITY MARKETS

Stock Valuation
Efficient Markets and Predictability
Anomolies, Noise Traders & Chaos

THE FOREX MARKET

The Foreign Exchange Market
Spot FX: Fundamentals and the Noise Traders
Technical Trading Rules
International Portfolio Diversification

DERIVATIVE SECURITIES

Derivative Securities: An Overview
Futures Markets
Options Markets

Caractéristiques techniques

	PAPIER
Éditeur(s)	Wiley
Auteur(s)	Keith Cuthbertson, Dirk Nitzsche
Parution	01/05/2001
Nb. de pages	693
Format	19 x 24,3
Couverture	Broché
Poids	1336g
Intérieur	2 couleurs
EAN13	9780471495833

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Investments

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