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Portfolio management in practice
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ISBN: 0750659068 9786611051723 1281051721 008048008X 1417507772 9781417507771 9780750659062 9780080480084 9781281051721 Year: 2004 Publisher: Oxford [England] Burlington, MA :Elsevier Butterworth-Heinemann

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Abstract

As individuals are becoming more and more responsible for ensuring their own financial future, portfolio or fund management has taken on an increasingly important role in banks' ranges of offerings to their clients. In addition, as interest rates have come down and the stock market has gone up and come down again, clients have a choice of leaving their saving in deposit accounts, or putting those savings in unit trusts or investment portfolios which invest in equities and/or bonds. Individuals are becoming aware that they might need to top up government pension allocations.


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Corporate bonds and structured financial products
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ISBN: 0750662611 9786611009250 1281009253 0080476872 9780750662611 9780080476872 0750662794 Year: 2004 Publisher: London : Elsevier Butterworth-Heinemann,

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This book is a detailed account of the instruments that are used in the corporate bond markets, from conventional ""plain vanilla"" bonds to hybrid instruments and structured products. There is background information on bond pricing and yield, as well as a detailed look at the yield curve. The book covers the full set of instruments used by companies to raise finance, and which are aimed at a wide range of investors. It also discusses the analysis of these instruments. Topics covered include:*Bond basics*The yield curve*Callable bonds*Convertible bonds*Eurobonds*War

The (mis)behavior of markets : a fractal view of risk, ruin, and reward
Authors: ---
ISBN: 0465043550 Year: 2004 Publisher: New York, N.Y. Basic Books


Book
Advanced fixed income analysis
Author:
ISBN: 0750662638 9786611020316 1281020311 0080488188 9780750662635 1417544392 9781417544394 9780080488189 9780080999418 0080999417 0750662794 9780750662796 9780080999388 0080999387 Year: 2004 Publisher: London : Elsevier Butterworth-Heinemann,

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This book is aimed at experienced practitioners in the corporate bond markets and is a specialized text for investors and traders. The author relates from both personal experience as well as his own research to bring together subjects of practical importance to bond market practitioners. He introduces the latest techniques used for analysis and interpretation, including:* Relative value trading* Approaches to trading and hedging* Dynamic analysis of spot and forward rates* Interest rate modelling* Fitting the yield curve* Analyzing the long bond yield* Index-lin

Irrational exuberance reconsidered : the cross section of stock returns
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ISBN: 3540140077 3642057268 3540247653 Year: 2004 Publisher: Berlin ; New York : Springer,

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Does the stock market overreact? Recent capital market turbulences have cast doubt whether the behaviour of stock markets is in line with rational investor behaviour. This monograph presents a framework to evaluate whether the stock market is in line with underlying fundamentals. This new and revised edition offers an up to date introduction to the controversy between rational asset pricing and behavioural finance. Empirical evidence of stock market overreaction are investigated within the paradigms of rational asset pricing and behavioural finance. Although this monograph will not promise the reader to become a millionaire, it offers a road to obtain a deeper understanding of the forces which drive stock returns. It should be of interest to anyone interested in what drives performance in the stock market.

Keywords

Capital assets pricing model. --- Rate of return. --- Investment analysis. --- Modèle de fixation du prix des actifs --- Taux de rendement --- Analyse financière --- AA / International- internationaal --- 333.613 --- 305.91 --- 333.645 --- Activiteiten van de nationale en internationale markten. Beursnoteringen van aandelen en obligaties. --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles. --- Speculatie op de beurs. --- Modèle de fixation du prix des actifs --- Analyse financière --- Capital assets pricing model --- Investment analysis --- Rate of return --- Investment return --- Investment yield --- Return on equity --- Return on investment --- ROI (Rate of return) --- Capital investments --- Profit --- Ratio analysis --- Risk-return relationships --- Analysis of investments --- Analysis of securities --- Security analysis --- Capital asset pricing model --- CAPM (Capital assets pricing model) --- Pricing model, Capital assets --- Capital --- Finance --- Investments --- Econometrie van de financiële activa. Portfolio allocation en management. CAPM. Bubbles --- Activiteiten van de nationale en internationale markten. Beursnoteringen van aandelen en obligaties --- Speculatie op de beurs --- Mathematical models --- Finance. --- Economics, Mathematical . --- Macroeconomics. --- Finance, general. --- Quantitative Finance. --- Macroeconomics/Monetary Economics//Financial Economics. --- Economics --- Mathematical economics --- Econometrics --- Mathematics --- Funding --- Funds --- Currency question --- Methodology

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