Financial market analysis:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Chichester
Wiley
2000
|
| Ausgabe: | 2. ed. |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XXV, 721 S. graph. Darst. |
| ISBN: | 047187728X |
Internformat
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Datensatz im Suchindex
| _version_ | 1804127877027856384 |
|---|---|
| adam_text | Titel: Financial market analysis
Autor: Blake, David
Jahr: 2000
Contents
Preface xix
Abbreviations xxi
I INTRODUCTION TO FINANCIAL MARKETS 1
1 The Financial System 5
1.1 Participants........................................ 5
1.1.1 End-users of the financial system ........................ 5
1.1.2 General financial intermediaries......................... 7
1.1.3 Specialist financial intermediaries........................ 12
1.1.4 Market-makers.................................. 16
1.2 Securities......................................... 16
1.3 Markets.......................................... 20
1.3.1 The classification of financial markets...................... 20
1.3.2 Financial markets in the UK........................... 25
1.4 Trading arrangements................................... 38
1.4.1 Types of order.................................. 39
1.4.2 Types of account................................. 39
1.4.3 Stock borrowing agreements........................... 41
1.4.4 Clearing and settlement of trades......................... 42
1.4.5 Official intervention in markets ......................... 43
1.5 Regulation................. ....................... 44
1.6 The financial system in a temporal context........................ 51
viii CONTENTS
1.6.1 The recent past: the Big Bang of October 1986................. 51
1.6.2 The near future.................................. 53
Appendix: The City Research Project 1991-95 ........................ 69
2 The market determination of discount rates 79
2.1 The price of time and risk................................. 79
2.2 The expected real interest rate .............................. 80
2.3 The expected inflation rate................................ 82
2.4 The expected liquidity premium............................. 83
2.5 The expected risk premium................................ 84
2.6 Interest rates and discount rates.............................. 87
3 Financial arithmetic 89
3.1 Future values: single payments.............................. 89
3.1.1 Simple interest.................................. 89
3.1.2 Compound interest: annual compounding.................... 90
3.1.3 Compound interest: more frequent compounding................ 90
3.1.4 Flat and effective rates of interest........................ 92
3.2 Present values: single payments ............................. 92
3.2.1 Present value: annual discounting........................ 92
3.2.2 Present values: more frequent discounting.................... 93
3.3 Future values: multiple payments............................. 93
3.3.1 Irregular payments................................ 93
3.3.2 Regular payments: annual payments with annual compounding ........ 94
3.3.3 Regular payments: annual payments with more frequent compounding..... 95
3.3.4 Regular payments: more frequent payments and compounding......... 96
3.4 Present values: multiple payments............................ 96
3.4.1 Irregular payments................................ 96
3.4.2 Regular payments: annual payments with annual discounting.......... 97
3.4.3 Regular payments: annual payments with more frequent discounting...... 97
3.4.4 Regular payments: more frequent payments and discounting.......... 98
3.4.5 Perpetuities.................................... lOO
3.5 Rates of return....................................... jqq
CONTENTS ix
3.5.1 Single-period rate of return............................ 100
3.5.2 Internal rate of return or money-weighted rate of return............. 101
3.5.3 Time-weighted rate of return or geometric mean rate of return......... 103
Appendix: A simple iterative method for calculating internal rates of return......... 104
II THE ANALYSIS AND VALUATION OF SECURITIES 107
4 Money market securities 111
4.1 Securities quoted on a yield basis............................. 112
4.1.1 Money market deposits.............................. 112
4.1.2 Negotiable certificates of deposit......................... 113
4.2 Securities quoted on a discount basis........................... 116
4.3 Recent innovations.................................... 120
5 Bonds 123
5.1 Types of bond....................................... 123
5.2 The fair pricing of bonds................................. 127
5.3 Clean and dirty bond prices................................ 128
5.4 Yield measures on bonds................................. 129
5.4.1 Current yield................................... 130
5.4.2 Simple yield to maturity............................. 131
5.4.3 Yield to maturity................................. 131
5.4.4 Holding-period yield............................... 135
5.4.5 Yield to par.................................... 135
5.4.6 Yield to call and yield to put........................... 135
5.4.7 Yield to average life and yield to equivalent life................. 136
5.4.8 Index-linked yields................................ 138
5.5 Yield curves........................................ 141
5.5.1 The yield to maturity yield curve......................... 142
5.5.2 The coupon yield curve.............................. 142
5.5.3 The par yield curve................................ 142
5.5.4 The spot (or zero-coupon) yield curve...................... 144
÷ CONTENTS
5.5.5 The forward yield curve.............................146
5.5.6 The annuity yield curve .............................150
5.5.7 Rolling yield curve................................150
5.6 Theories of the yield curve................................152
5.6.1 The expectations hypothesis........................... 152
5.6.2 The liquidity preference theory .......................... 153
5.6.3 The segmentation or preferred habitat theory.................. 154
5.7 Fitting the yield curve................................... 154
5.7.1 Polynomial curve fitting.............................154
5.7.2 Regression analysis................................155
5.7.3 Matrix modelling.................................156
5.8 Interest rate risk......................................158
5.8.1 Duration ..................................... 158
5.8.2 Convexity..................................... 164
5.8.3 Dispersion................................... . 166
5.9 Floating rate notes..................................... 166
5.10 Recent innovations: the gilt repurchase market...................... 170
6 Shares 181
6.1 Types of share in the firm................................. 181
6.2 The financial structure of the firm ............................ 183
6.2.1 The income statement and statement of retained earnings............ 183
6.2.2 Inflation accounting ............................... 184
6.2.3 Depreciation................................... 184
6.2.4 Corporation tax and corporate capital gains tax................. 185
6.2.5 The effect of accounting conventions on reported earnings........... 188
6.2.6 The balance sheet................................. 190
6.3 The fair pricing of shares................................. 192
6.3.1 Valuation based on expected dividends ..................... 192
6.3.2 Valuation based on expected earnings...................... 194
6.4 Dividend policy...................................... 196
6.5 Earnings analysis..................................... 198
CONTENTS xi
6.5.1 Constant or normal growth models........................198
6.5.2 Differential growth models............................201
6.5.3 Forecasting earnings...............................205
6.6 The value of the firm: the effect of leverage.......................206
7 Foreign currency 215
7.1 The foreign exchange market...............................215
7.1.1 Spot foreign exchange transactions .......................216
7.1.2 Forward foreign exchange transactions .....................219
7.2 Exchange rate risk.....................................222
7.3 Covering foreign exchange transactions.........................226
7.3.1 Covering forward transactions..........................226
7.3.2 Covering spot transactions............................228
7.4 The fair pricing of foreign currency ...........................230
7.4.1 Consistent cross exchange rates.........................230
7.4.2 Purchasing power parity.............................231
7.4.3 International Fisher effect............................234
7.4.4 Covered interest rate parity............................235
7.4.5 Uncovered interest rate parity..........................236
8 Forwards and futures 239
8.1 Forward and futures contracts............................... 239
8.1.1 Forward contracts................................. 239
8.1.2 Futures contracts................................. 240
8.2 Financial futures contracts................................ 244
8.2.1 Short-term interest rate futures.......................... 247
8.2.2 Long-term interest rate futures.......................... 250
8.2.3 Currency futures................................. 257
8.2.4 Stock index futures................................ 257
8.3 The fair pricing of forward and financial futures contracts................ 260
8.3.1 Fair pricing with no uncertainty......................... 260
8.3.2 Futures prices and expected spot prices..................... 262
8.3.3 Fair pricing of the short-term interest rate contract............... 263
xii CONTENTS
8.3.4 Fair pricing of the long-term interest rate contract................264
8.3.5 Fair pricing of the currency contract.......................266
8.3.6 Fair pricing of the stock index contract .....................267
9 Options, warrants and convertibles 273
9.1 Option contracts......................................273
9.2 Option combinations...................................277
9.3 Financial options contracts................................283
9.3.1 Equity options ..................................288
9.3.2 Interest-rate options ...............................291
9.3.3 Currency options.................................297
9.3.4 Stock index options................................297
9.3.5 Restricted-life traded options...........................301
9.3.6 Traditional options................................302
9.3.7 Over-the-counter options.............................302
9.4 The fair pricing of options contracts...........................303
9.4.1 Factors influencing the premium.........................303
9.4.2 Boundary conditions for options.........................304
9.4.3 The binomial model of the fair European call option price...........309
9.4.4 The Black-Scholes model of the fair European call option price ........312
9.4.5 Properties of the Black-Scholes model: the Greeks...............316
9.4.6 Pricing a European put option..........................321
9.4.7 Modifications to the Black-Scholes model....................322
9.5 Exotic options.......................................327
9.6 Warrants and convertibles.................................334
9.6.1 Warrants .....................................334
9.6.2 Convertibles ...................................336
Appendix A: Accounting issues with options and futures contracts..............338
Appendix  : Taxation issues with options and futures contracts................ 340
Appendix C: Standard normal distribution table........................342
CONTENTS xiii
10 Synthetic securities 349
10.1 The basic building blocks of synthetic securities..................... 349
10.2 Synthetic options and futures............................... 352
10.3 Swaps........................................... 357
10.3.1 Interest rate swaps................................ 358
10.3.2 Basis swaps.................................... 363
10.3.3 Currency swaps.................................. 363
10.3.4 Asset swaps.................................... 369
10.3.5 More esoteric swaps............................... 370
10.3.6 The risks involved in swaps ........................... 371
10.3.7 The uses of swaps ................................ 372
10.4 Forward rate agreements................................. 373
10.5 Caps, floors and collars.................................. 375
10.6 Bundled and unbundled securities............................ 378
10.6.1 Bundled securities................................ 378
10.6.2 Unbundled securities............................... 380
III PORTFOLIO ANALYSIS, MANAGEMENT AND PERFORMANCE
MEASUREMENT 385
11 Market efficiency: theory and evidence 389
11.1 Allocative, operational and informational efficiency...................389
11.2 The EMH, the fair game model and random walk....................390
11.3 The EMH and information................................392
11.4 The EMH and an information-efficient equilibrium...................393
11.5 Tests of the efficient markets hypothesis.........................394
11.5.1 Evidence favouring the efficient markets hypothesis...............394
11.5.2 Evidence against the efficient markets hypothesis................398
11.5.3 Are the financial markets efficient? .......................405
xiv CONTENTS
12 Speculation and arbitrage 415
12.1 Speculation........................................415
12.1.1 The process of speculation............................415
12.1.2 Trading strategies with futures..........................417
12.1.3 Trading strategies with options..........................426
12.2 Arbitrage..........................................434
12.2.1 The process of arbitrage.............................434
12.2.2 Arbitrage strategies with futures...........................435
12.2.3 Arbitrage strategies with options.........................439
Appendix A: The collapse of Barings Bank ..........................441
Appendix B: Technical analysis.................................444
13 Portfolio analysis and asset pricing 461
13.1 Portfolio analysis.....................................461
13.1.1 Choice under uncertainty: the consumption of risk and return .........461
13.1.2 Portfolios under uncertainty: the production of risk and return.........465
13.1.3 Diversification..................................468
13.1.4 The minimum standard deviation portfolio opportunity set and the
efficient set....................................474
13.1.5 The efficient set when there is a riskless security................476
13.1.6 Market equilibrium, portfolio optimality and the pricing of efficient portfolios 477
13.1.7 Pricing inefficient portfolios and the decomposition of total risk........482
13.2 Asset pricing .......................................489
13.2.1 The capital asset pricing model..........................489
13.2.2 The multi-factor model..............................501
13.2.3 The arbitrage pricing model...........................501
CONTENTS xv
14 Portfolio management 511
14.1 The functions of portfolio management .........................511
14.2 Assessing the investing client s utility function......................514
14.3 Passive portfolio management..............................519
14.3.1 Passive portfolio management for an expected utility-maximizing client .... 519
14.3.2 Passive portfolio management for a safety-first client..............521
14.4 Active portfolio management and adjustment......................528
14.4.1 Active share portfolio management and adjustment...............528
14.4.2 Active treasury portfolio management......................537
14.4.3 Active bond portfolio management and adjustment...............538
14.5 Mixed active-passive portfolio management.......................542
14.6 Investment management styles..............................544
14.6.1 Traditional investment management.......................545
14.6.2 Quantitative investment management......................547
14.7 Recent innovations: hedge funds and bear funds.....................548
Appendix: Investment-Objectives Questionnaire........................550
15 Portfolio performance measurement 559
15.1 The components of portfolio performance measurement.................559
15.1.1 Ex post returns..................................559
15.1.2 Adjusting for risk.................................562
15.1.3 Benchmarks of comparison............................562
15.2 Measures of portfolio performance............................564
15.2.1 Performance measures based on risk-adjusted excess returns..........564
15.2.2 Performance measures based on alpha values..................567
15.3 The decomposition of total return.............................570
15.4 Treasury performance measurement...........................574
15.5 Asset-liability managed portfolios............................574
15.6 Portfolios containing financial futures and options contracts...............578
15.6.1 Individual treatment of futures..........................578
15.6.2 Individual treatment of options..........................579
15.6.3 A worked example................................580
xvi CONTENTS
15.7 Performance measurement with multiple fund managers ................586
15.8 The Roll critique of performance measurement .....................588
15.9 Evidence on the performance of fund managers.....................588
Appendix: A note on the different uses of the geometric mean and the arithmetic mean . . . 590
16 Hedging and efficient portfolio management 597
16.1 The objective of hedging.................................597
16.2 Money market hedges...................................599
16.3 Hedging using futures...................................601
16.3.1 Hedging with short-term interest rate futures contracts.............601
16.3.2 Hedging with stock index futures contracts...................604
16.3.3 Hedging with long-term interest rate futures contracts..............613
16.3.4 Hedging with currency futures contracts.....................617
16.4 Hedging using options ..................................620
16.4.1 Hedging with individual stock options contracts.................621
16.4.2 Hedging with stock index options contracts...................627
16.4.3 Hedging with short-term interest rate options contracts.............630
16.4.4 Hedging with long-term interest rate options contracts.............631
16.4.5 Hedging with currency options contracts ....................632
16.5 Hedging with swaps and swaptions............................633
16.6 Hedging with FRAs....................................637
16.7 Hedging with caps, floors and collars...........................637
16.8 Portfolio insurance....................................638
16.9 Efficient portfolio management..............................643
IV POSTSCRIPT 655
17 The failure of financial markets 659
17.1 The anatomy of the crash.................................659
17.2 The consequences of the crash..............................661
17.3 The causes of the crash..................................663
17.4 Conclusion........................................669
XVll
18 Recent developments in financial market analysis 673
18.1 Value-at-risk analysis................................... 673
18.2 Speculative bubbles.................................... 676
18.3 Volatility effects in financial markets........................... 678
18.4 Chaos........................................... 682
18.5 Neural networks...................................... 693
|
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| publisher | Wiley |
| record_format | marc |
| spelling | Blake, David 1954- Verfasser (DE-588)124800025 aut Financial market analysis David Blake 2. ed. Chichester Wiley 2000 XXV, 721 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Administração de portfólio larpcal Financiële instellingen gtt Instituições financeiras larpcal Investimentos larpcal Portfolio-analyse gtt Vermogensbepaling gtt Financial institutions Great Britain Portfolio management Securities Kreditmarkt (DE-588)4073788-3 gnd rswk-swf Großbritannien Großbritannien (DE-588)4022153-2 gnd rswk-swf Großbritannien (DE-588)4022153-2 g Kreditmarkt (DE-588)4073788-3 s DE-604 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008977733&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Blake, David 1954- Financial market analysis Administração de portfólio larpcal Financiële instellingen gtt Instituições financeiras larpcal Investimentos larpcal Portfolio-analyse gtt Vermogensbepaling gtt Financial institutions Great Britain Portfolio management Securities Kreditmarkt (DE-588)4073788-3 gnd |
| subject_GND | (DE-588)4073788-3 (DE-588)4022153-2 |
| title | Financial market analysis |
| title_auth | Financial market analysis |
| title_exact_search | Financial market analysis |
| title_full | Financial market analysis David Blake |
| title_fullStr | Financial market analysis David Blake |
| title_full_unstemmed | Financial market analysis David Blake |
| title_short | Financial market analysis |
| title_sort | financial market analysis |
| topic | Administração de portfólio larpcal Financiële instellingen gtt Instituições financeiras larpcal Investimentos larpcal Portfolio-analyse gtt Vermogensbepaling gtt Financial institutions Great Britain Portfolio management Securities Kreditmarkt (DE-588)4073788-3 gnd |
| topic_facet | Administração de portfólio Financiële instellingen Instituições financeiras Investimentos Portfolio-analyse Vermogensbepaling Financial institutions Great Britain Portfolio management Securities Kreditmarkt Großbritannien |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008977733&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT blakedavid financialmarketanalysis |