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Description of Financial Market Analysis

Financial Market Analysis provides an up–to–date and authoritative analysis of financial markets from within the framework of modern finance theory. The eagerly awaited second edition of this highly successful book has been greatly expanded from 400 to over 700 pages and contains new material on value at risk, speculative bubbles, volatility effects in financial markets, chaos and neural networks. Financial Market Analysis deals with the composition of financial markets and the analysis and valuation of traded securities. It describes the use of securities both in constructing and managing portfolios and in contributing to portfolio performance. Particular attention is paid to new types of investment product, different portfolio management strategies, speculation, arbitrage and risk management strategies and to financial market failure. Financial Market Analysis is an essential text for all finance–related degree courses at undergraduate, postgraduate, and MBA level. It also provides a useful source of reference for financial institutions and professionals in the financial markets.

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Title Information

ISBN:

9780471877288

Pages:

748 pages

Format:

Paperback

Product Code:

11367

Publisher:

John Wiley & Sons Ltd

Published:

29/09/1999

Edition:

2nd Revised edition

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Contents of Financial Market Analysis

Preface
Abbreviations

I: Introduction to Financial Markets

1. The Financial System

2. The market determination of discount rates

3. Financial arithmetic


II: The Analysis and Valuation of Securities

4. Money market securities

5 . Bonds

6. Shares

7. Foreign Currency

8. Forwards and futures

9. Options, warrants and convertibles

10. Synthetic securities


III: Portfolio Analysis, Managements and Performance Measurements

11. Market efficiency: theory and evidence

12. Speculation and arbitrage

13. Portfolio analysis and asset pricing

14. Portfolio management

15. Portfolio performance measurement

16. Hedging and efficient portfolio management


IV: Postscript

17. The failure of financial markets

18. Recent developments in financial market analysis