The Portable Financial Analyst :What Practitioners Need to Know ( Wiley Finance )

Publication subTitle :What Practitioners Need to Know

Publication series :Wiley Finance

Author: Mark P. Kritzman  

Publisher: John Wiley & Sons Inc‎

Publication year: 2004

E-ISBN: 9780471473435

P-ISBN(Hardback):  9780471267607

Subject: F830.59 Investment

Language: ENG

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Description

Financial professionals are faced with increasingly technical topics that are theoretically complicated but practically necessary in determining the trade-off between risk and return. The Portable Financial Analyst, Second Edition is a unique collection of essays that address the heart of every analyst's and investor's dilemma: how to make decisions in the face of unknown forces and how to assert some control over the outcome

Chapter

Contents

pp.:  1 – 7

Preface

pp.:  9 – 13

CHAPTER 1 The Nobel Prize

pp.:  13 – 15

CHAPTER 2 Uncertainty

pp.:  15 – 21

CHAPTER 3 Utility

pp.:  21 – 31

CHAPTER 4 Lognormality

pp.:  31 – 41

CHAPTER 5 Return and Risk

pp.:  41 – 47

CHAPTER 6 Higher Moments

pp.:  47 – 55

CHAPTER 7 Duration and Convexity

pp.:  55 – 63

CHAPTER 8 The Term Structure of Interest Rates

pp.:  63 – 71

CHAPTER 9 Serial Dependence

pp.:  71 – 80

CHAPTER 10 Time Diversification

pp.:  80 – 89

CHAPTER 11 Regressions

pp.:  89 – 99

CHAPTER 12 Factor Methods

pp.:  99 – 108

CHAPTER 13 Estimating Volatility: Part I

pp.:  108 – 116

CHAPTER 14 Estimating Volatility: Part II

pp.:  116 – 124

CHAPTER 15 Hypothesis Testing

pp.:  124 – 128

CHAPTER 16 Future Value and the Risk of Loss

pp.:  128 – 137

CHAPTER 17 Event Studies

pp.:  137 – 146

CHAPTER 18 Simulation

pp.:  146 – 153

CHAPTER 19 Value at Risk

pp.:  153 – 162

CHAPTER 20 Optimization

pp.:  162 – 172

CHAPTER 21 Risk Budgets

pp.:  172 – 187

CHAPTER 22 Hedging

pp.:  187 – 196

CHAPTER 23 Option Valuation and Replication

pp.:  196 – 206

CHAPTER 24 Commodity Futures Contracts

pp.:  206 – 215

CHAPTER 25 Currencies

pp.:  215 – 224

Glossary

pp.:  224 – 235

Notes

pp.:  235 – 255

Index

pp.:  255 – 267

LastPages

pp.:  267 – 274

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