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Security analysis, portfolio management, and financial derivatives / Cheng Few Lee...[et al.].

By: Contributor(s): Material type: TextTextPublication details: Singapore : World Scientific, ©2013.Description: xxxiii, 1155 p. : ill. ; 24 cmISBN:
  • 9789814343565 (hbk.)
Subject(s): DDC classification:
  • 332.6 23 L477
Contents:
1. Introduction -- Part I Information and Security Valuation -- 2. Accounting Information and Regression Analysis -- 3. Common Stock: Return, Growth, and Risk -- 4. Introduction to Valuation Theories -- 5. Bond Valuation and Analysis -- 6. The Uses and Calculation of Market Indexes -- Project I Financial Statement Analysis and Security Valuation. Part II Portfolio Theory and Asset Pricing -- 7. Source of Risks and Their Determination -- 8. Risk-Aversion, Capital Asset Allocation, and Markowitz Portfolio-Selection Model -- 9. Capital Asset Pricing Model and Beta Forecasting -- 10. Index Models for Portfolio Selection -- 11. Performance-Measure Approaches for Selecting Optimum Portfolios -- 12. The Efficient-market Hypothesis and Security Valuation -- 13. Arbitrage Pricing Theory and Intertemporal Capital Asset Pricing Model. Project II Market Model, CAPM, and Portfolio Analysis. Part III Futures and Option -- 14. Futures Valuation and Hedging -- 15. Commodity Futures, Financial Futures, and Stock-Index Futures -- 16. Options and Option Strategies -- 17. Option Pricing Theory and Firm Valuation -- 18. Decision Tree and Microsoft Excel -- 19. Normal, Log-Normal Distribution, and Option Pricing Model -- 20. Comparative Static Analysis of the Option Pricing Models -- Project III Option Valuation and Strategies. Part IV Applied Protfolio Management -- 21. Security Analysis and Mutual Fund Performance -- 22. International Diversification and Asset Pricing -- 23. Bond Portfolios: Management -- 24. Portfolio Insurance and Synthetic Options -- Project IV Mutual Fund, International Portfolio, and Bond Portfolio. Part V Special Topics -- 25. Capturing Equity Risk Premia -- 26. Simultaneous Equation Models for Security Valuation -- 27. Ito's Calculus: Derivation of the Black-Scholes Option Pricing Model.
Summary: Integrates the topics of modern investment analysis. This title offers a presentation of theories, institutions, markets, academic research, and practical applications, and presents basic concepts and advanced principles. In analyzing securities, it looks at stocks and bonds, options and futures, foreign exchange, and international securities.
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Holdings
Item type Current library Call number Status Date due Barcode Item holds
Books ISI Library, Kolkata 332.6 L477 (Browse shelf(Opens below)) Available 137325
Total holds: 0

Includes bibliographical references and index.

1. Introduction --
Part I Information and Security Valuation --
2. Accounting Information and Regression Analysis --
3. Common Stock: Return, Growth, and Risk --
4. Introduction to Valuation Theories --
5. Bond Valuation and Analysis --
6. The Uses and Calculation of Market Indexes --
Project I Financial Statement Analysis and Security Valuation. Part II Portfolio Theory and Asset Pricing --
7. Source of Risks and Their Determination --
8. Risk-Aversion, Capital Asset Allocation, and Markowitz Portfolio-Selection Model --
9. Capital Asset Pricing Model and Beta Forecasting --
10. Index Models for Portfolio Selection --
11. Performance-Measure Approaches for Selecting Optimum Portfolios --
12. The Efficient-market Hypothesis and Security Valuation --
13. Arbitrage Pricing Theory and Intertemporal Capital Asset Pricing Model. Project II Market Model, CAPM, and Portfolio Analysis. Part III Futures and Option --
14. Futures Valuation and Hedging --
15. Commodity Futures, Financial Futures, and Stock-Index Futures --
16. Options and Option Strategies --
17. Option Pricing Theory and Firm Valuation --
18. Decision Tree and Microsoft Excel --
19. Normal, Log-Normal Distribution, and Option Pricing Model --
20. Comparative Static Analysis of the Option Pricing Models --
Project III Option Valuation and Strategies. Part IV Applied Protfolio Management --
21. Security Analysis and Mutual Fund Performance --
22. International Diversification and Asset Pricing --
23. Bond Portfolios: Management --
24. Portfolio Insurance and Synthetic Options --
Project IV Mutual Fund, International Portfolio, and Bond Portfolio. Part V Special Topics --
25. Capturing Equity Risk Premia --
26. Simultaneous Equation Models for Security Valuation --
27. Ito's Calculus: Derivation of the Black-Scholes Option Pricing Model.

Integrates the topics of modern investment analysis. This title offers a presentation of theories, institutions, markets, academic research, and practical applications, and presents basic concepts and advanced principles. In analyzing securities, it looks at stocks and bonds, options and futures, foreign exchange, and international securities.

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