August 2008
Intermediate to advanced
321 pages
8h 5m
English
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INDEX
accounting definitions 278
actuarial tables 102
adverse selection 51
agency problem 34
Ambac Financial Group 31
American Bar Association 172
AMEX (American Stock Exchange) 41, 44
present value of 61–2, 124–5, 147, 213, 217
arbitrage 148–9, 180, 181, 225, 238, 274
creating forward contracts from spot securities 141–3
cumulative cash flows 135–6, 138, 139, 140, 145
finding opportunities 147
forces link between spot and futures prices 239
forward interest rates and 143–5
long futures 240
longs and shorts 254
opportunities for 190, 239, 241, 245
profitable 182
proof of linear relationship between bond price and coupon 145–7
repeated profit from 241
see also shortselling
foreign holdings 279
nondividend-paying or noninterest-bearing 189
readily turned into cash 18
restrictions on disposition of 172
risky 50
see also underlying assets
auctions 28
auditing 53
balance of payments problems 278
demand for 152
highly restrictive 177
major source of debt financing for small firms 55
bankruptcy
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