Key Financial Market Concepts : The 100 Terms Every Finance Professional Needs to Know
ISBN: 9780273750123 | 0273750127
Edition: 2ndFormat: Paperback
Publisher: FT Press
Pub. Date: 11/3/2011
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Understanding financial formulae, concepts and definitions is critical for anyone who wants to succeed in the finance professions. It's not enough just to have heard of a phrase or a term, but successful finance professionals need to understand them, know how they work and how to use them to full effect. Key Financial Market Concepts shows the reader what they need to know, defines and provides the details of each concept, how it works, when it is likely to arise and how best to use it.
The complete, up-to-date fin... MORE
The complete, up-to-date fin... MORE
| About the author | p. xii |
| Using the book | p. xiii |
| Time Value of Money | p. 1 |
| Simple Interest and Compound Interest | p. 3 |
| Equivalent Rate, Effective Rate and Continuously Compounded Rate | p. 6 |
| Future Value (FV), Present Value (PV), Rate of Discount and Discount Factor | p. 10 |
| Net Present Value (NPV), and Internal Rate of Return (IRR) | p. 14 |
| Money-weighted and Time-weig... MORE | p. 17 |
| Annuity | p. 20 |
| The Money Markets | p. 25 |
| Certificate of Deposit (CD), Commercial Paper (CP), Treasury Bill, True Yield and Discount Rate | p. 27 |
| Values Dates, Interpolation and Extrapolation | p. 33 |
| Zero-coupon Yield and Yield Curve | p. 37 |
| Zero-coupon Yield, the Spot Yield Curve and Bootstrapping | p. 39 |
| The Par Yield Curve | p. 45 |
| The Forward-forward Yield Curve | p. 48 |
| Forward-forwards, FRAs and Futures | p. 53 |
| Forward-forward Interest Rate | p. 55 Forward R |
| STIR Futures Contract and Margin | p. 63 Basis Risk |
| Spread, Butterfly Spread and Condor | p. 72 |
| Strip | p. 77 |
| The Bond and Repo Markets | p. 81 |
| Accrued interest, Clean Price and Dirty Price | p. 83 |
| Money Market Basis and Bond Basis | p. 88 |
| Yield to Maturity (YTM) | p. 92 |
| Current Yield and Simple Yield to Maturity | p. 95 |
| Zero-coupon Security and Strip | p. 98 |
| Asset-backed Securities (ABS), Mortgage-backed Securities (MBS), Collateralised Debt Obligations (CDO) and Covered Bonds | p. 101 |
| Bond Futures, Conversion Factor and CheapesMo-deliver (CTD) | p. 104 |
| Cash-and-carry Arbitrage and implied Repo Rate | p. 110 |
| Duration, Modified Duration, Price Value of a Basis Point (PVB),DV01 and Convexity | p. 115 |
| Hedge Ratio | p. 122 Repo and |
| Haircut and Margin | p. 131 Buy/sell |
| Securities Lending/Borrowing | p. 139 |
| The Swaps Market | p. 143 |
| Interest Rate Swap (IRS) | p. 145 |
| Asset Swap and Liability Swap | p. 149 |
| Overnight Index Swap (OIS) | p. 157 |
| Currency Swap | p. 161 |
| Foreign Exchange | p. 167 |
| Forward Outright and Forward Swap | p. 169 |
| Cross-rate | p. 178 |
| Short Dates | p. 183 |
| Forward-forward Exchange Rate | p. 186 |
| Non-deliverable Forward (NDF) | p. 188 |
| Options | p. 191 |
| Calls and Puts | p. 193 |
| The Black and Scholes Pricing Mode! | p. 198 |
| Historic Volatility and Implied Volatility | p. 203 |
| Binomial Pricing Model | p. 206 |
| The Put/Call Parity | p. 210 |
| Cap, Floor, Collar and Zero-cost Option | p. 213 |
| Break Forward, Range Forward and Participation Forward | p. 217 |
| Option Trading Strategies: Straddle, Strangle, Spread, Butterfly, Condor, Ratio Spread and Risk Reversal | p. 223 |
| Barrier Options: Knock-out Option and Knock-in Option | p. 233 |
| Credit Derivatives, CDS, Synthetic CDO and First-to-default Baskets | p. 236 |
| The 'Greeks'; Delta, Gamma, Vega, Theta and Rho | p. 243 |
| Statistics | p. 251 |
| Mean, Median and Mode | p. 253 |
| Variance and Standard Deviation | p. 255 |
| Correlation and Covariance | p. 259 |
| Probability Density and the Normal Probability Function | p. 262 |
| Risk Management and Investment Management | p. 269 |
| Value at Risk (VaR) | p. 271 |
| The Capital Adequacy Ratio | p. 276 |
| Efficient Markets Hypothesis | p. 280 |
| Appendices | p. 283 |
| Glossary | p. 283 |
| A Summary of. Day/Year Conventions for Money Markets and. Government Bond Markets | p. 303 |
| Index | p. 305 |
| Table of Contents provided by Ingram. All Rights Reserved. |
Bob Steiner is the founder/managing director of Markets International, an independent training company. A former treasury officer and financial consultant he?s also the author of Mastering Financial Calculations, now in its second edition.
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