Book description
NoneTable of contents
- Copyright
- About the Editor
- Contributors
- Preface
- Guide to the Handbook Handbook of Finance
-
1. Market Players andMarkets
- 1. Overview of Financial Instruments and Financial Markets
- 2. Fundamentals of Investing
-
3. The American Banking System
- 3.1. GLOBAL BANKING CONSTANTS
- 3.2. STRUCTURE OF THE POST-DEPRESSION BANKING SECTOR
- 3.3. FORCES FOR CHANGE IN AMERICAN BANKING IN THE 1980s AND 1990s
- 3.4. DEREGULATION, REREGULATION, AND TODAY'S EVOLVING BANKING SYSTEM
- 3.5. THE AMERICAN BANKING SYSTEM WILL CONTINUE TO BE UNIQUE
- 3.6. SUMMARY
- 3.7. REFERENCES
- 4. Monetary Policy: How the Fed Sets, Implements, and Measures Policy Choices
-
5. Institutional Aspects of the Securities Markets
- 5.1. THE STOCK MARKET EFFICIENCY QUESTION
- 5.2. SOME HISTORY
- 5.3. THE ROLE OF FINANCIAL INFORMATION IN THE MARKET EFFICIENCY QUESTION
- 5.4. THE ROLE OF ORGANIZED MARKETS IN THE MARKET EFFICIENCY QUESTION
- 5.5. THE ROLE OF TRADING IN THE MARKET EFFICIENCY QUESTION
- 5.6. THE ROLE OF SECURITIES MARKET REGULATION IN THE MARKET EFFICIENCY QUESTION
- 5.7. THE ROLE OF STOCK MARKET INDICATORS IN THE MARKET EFFICIENCY QUESTION
- 5.8. SUMMARY
- 5.9. REFERENCES
- 6. Investment Banking
-
7. Securities Innovation
- 7.1. DEBT INNOVATIONS
- 7.2. STRUCTURED PRODUCTS
- 7.3. HYBRID CAPITAL SECURITIES
- 7.4. PREFERRED STOCK INNOVATIONS
-
7.5. CONVERTIBLE SECURITIES INNOVATIONS
- 7.5.1. Reallocation of Investment Risk/More Desirable Pattern of Cash Flows
- 7.5.2. Reductions in Taxes
- 7.5.3. Reductions in Agency Costs
- 7.5.4. Reductions in Transaction Costs
- 7.5.5. Satisfying Regulatory Restrictions
- 7.5.6. Example of a Securities Innovation that Solved a Difficult Corporate Finance Problem
- 7.5.7. Dividend Policy
- 7.6. COMMON EQUITY INNOVATIONS
- 7.7. SUMMARY
- 7.8. REFERENCES
- 8. An Arbitrage Perspective of the Purpose and Structure of Financial Markets
- 9. Complete Markets
-
10. Introduction to Islamic Finance
- 10.1. WHAT IS ISLAMIC FINANCE?
- 10.2. PROHIBITIONS AND THEIR IMPLICATIONS
-
10.3. NOMINATE CONTRACTS: FROM BASIC BUILDING BLOCKS TO COMPLEX STRUCTURES
- 10.3.1. Murabaha
- 10.3.2. Ina and Tawarruq
- 10.3.3. Securitization and Ijara
- 10.3.4. Sukuk
- 10.3.5. Partnerships: Musharaka and Mudaraba
- 10.3.6. Benchmarking to LIBOR
- 10.3.7. Short-Term Sukuk and Salam
- 10.3.8. Parallel Salam
- 10.3.9. Miscellaneous Structures
- 10.3.10. Derivatives
- 10.3.11. The First U.S. Sukuk
- 10.4. SUMMARY
- 10.5. REFERENCES
-
2. Common Stock
-
11. The U.S. Equity Markets
- 11.1. EXCHANGE MARKET STRUCTURES
- 11.2. CHANGES IN EXCHANGE OWNERSHIP AND TRADING STRUCTURES
- 11.3. THE U.S. STOCK MARKETS: EXCHANGES AND OTC MARKETS
- 11.4. OFF-EXCHANGE MARKETS/ALTERNATIVE ELECTRONIC MARKETS
- 11.5. THE CURRENT NYSE STOCK MARKET
- 11.6. EVOLVING STOCK MARKET PRACTICES
- 11.7. BASIC FUNCTIONING OF STOCK MARKETS
- 11.8. SUMMARY
- 11.9. APPENDIX: KEY DATES
- 11.10. ACKNOWLEDGMENTS
- 11.11. REFERENCES
-
12. The Information Content of Short Sales
- 12.1. SHORT SALES: REPORTING, FREQUENCY, AND CONSTRAINTS
- 12.2. ACADEMIC THEORY VERSUS THE TECHNICAL ANALYST'S VIEW
-
12.3. THE EMPIRICAL EVIDENCE
- 12.3.1. Predicting Short-Term Returns with Short Interest: The Early Evidence
- 12.3.2. Predicting Short-Term Returns with and without Hedging and Traded Options
- 12.3.3. Predicting Long-Term Returns with Short Interest
- 12.3.4. Determinants of Short Interest: Strategies, Profitability, and Information Content
- 12.3.5. The Costs of Short Selling as Limits to Arbitrage
- 12.3.6. Short-Sales Transactions and the Implications of More Frequent Reporting
- 12.4. SOME PRACTICAL IMPLICATIONS
- 12.5. SUMMARY
- 12.6. REFERENCES
- 13. Emerging Stock Market Investment
- 14. Listed Equity Options and Futures
- 15. OTC Equity Derivatives
- 16. Volatility Derivatives
-
11. The U.S. Equity Markets
-
3. Fixed Income Instruments
- 17. Bonds: Investment Features and Risks
- 18. Residential Mortgages
- 19. Reverse Mortgages
- 20. U.S. Treasury Securities
-
21. Federal Agency Securities
- 21.1. FEDERALLY RELATED INSTITUTIONS
-
21.2. GOVERNMENT-SPONSORED ENTERPRISES
- 21.2.1. Types and Features of GSE Securities
- 21.2.2. Programmatic GSE Issuance Platforms
- 21.2.3. Description of GSEs and Securities Issued
- 21.2.4. Fannie Mae
- 21.2.5. Freddie Mac
- 21.2.6. Federal Home Loan Bank System (FHL Banks)
- 21.2.7. The Federal Agricultural Mortgage Corporation (Farmer Mac)
- 21.2.8. Federal Farm Credit Bank System (Farm Credit)
- 21.2.9. Sallie Mae
- 21.2.10. Financing Corporation (FICO)
- 21.2.11. Resolution Trust Corporation (REFCORP)
- 21.2.12. Farm Credit Financial Assistance Corporation (FACO)
- 21.2.13. Repo Transactions Market in GSE Debt Collateral
- 21.2.14. Credit Risk
- 21.2.15. Yield Spreads
- 21.3. SUMMARY
- 21.4. REFERENCES
-
22. Municipal Securities
- 22.1. ISSUERS AND ISSUANCE PROCEDURES
- 22.2. TAX-EXEMPT AND TAXABLE MUNICIPAL SECURITIES
- 22.3. TAX PROVISIONS AFFECTING MUNICIPAL SECURITIES
- 22.4. TYPES OF MUNICIPAL SECURITIES
- 22.5. MUNICIPAL BOND YIELDS
- 22.6. FLOATING-RATE MUNICIPAL SECURITIES
- 22.7. RISKS ASSOCIATED WITH INVESTING IN MUNICIPAL BONDS
- 22.8. SUMMARY
- 22.9. REFERENCES
- 23. Corporate Fixed Income Securities
-
24. The Eurobond Market
- 24.1. EUROBONDS
- 24.2. FOREIGN BONDS
- 24.3. EUROBOND INSTRUMENTS
- 24.4. THE ISSUING PROCESS: MARKET PARTICIPANTS
- 24.5. FEES, EXPENSES, AND PRICING
- 24.6. ISSUING THE BOND
- 24.7. COVENANTS
- 24.8. TRUST SERVICES
- 24.9. FORM OF THE BOND
- 24.10. CLEARING SYSTEMS
- 24.11. SECONDARY MARKET
- 24.12. LEGAL AND TAX ISSUES
- 24.13. EUROBONDS AND SWAP TRANSACTIONS
- 24.14. SETTLEMENT
- 24.15. SUMMARY
- 24.16. REFERENCES
-
25. The Euro Government Bond Market
- 25.1. THE EUROZONE: THE FASTEST-GROWING GOVERNMENT BOND MARKET
- 25.2. EURO GOVERNMENT BOND PRIMARY MARKET
-
25.3. SECONDARY MARKET AND INTRA-EURO SPREAD DETERMINANTS
- 25.3.1. Sovereign Credit Ratings
- 25.3.2. Other Intra-Euro Bond Spread Drivers
- 25.3.3. Bond Swap Spreads and Their Relationship to Peripheral Spreads
- 25.3.4. Market Volatility as a Spread Driver
- 25.3.5. Other Related Markets
- 25.3.6. Interest Rate Swaps as the Benchmark Curve for Eurozone Government Bonds
- 25.4. SUMMARY
- 25.5. REFERENCES
-
26. The German Pfandbrief and European Covered Bonds Market
- 26.1. THE PFANDBRIEF MARKET
- 26.2. HISTORY OF THE PFANDBRIEF
- 26.3. KEY FEATURES OF INVESTOR INTEREST
- 26.4. MARKET INSTRUMENTS
- 26.5. KEY DIFFERENCES BETWEEN COVERED BONDS AND ABSs OR MBSs
- 26.6. MARKET PARTICIPANTS
- 26.7. THE CREDIT RATING APPROACH TOWARDS PFANDBRIEFE
- 26.8. THE EUROPEAN COVERED BOND MARKET
- 26.9. SUMMARY
- 26.10. REFERENCES
- 27. Commercial Paper
- 28. Money Market Calculations
- 29. Convertible Bonds
-
30. Syndicated Loans
- 30.1. OVERVIEW OF THE SYNDICATED LOAN
- 30.2. THE SYNDICATION PROCESS
- 30.3. PUBLIC VERSUS PRIVATE
- 30.4. SYNDICATING A LOAN BY FACILITY
- 30.5. PRICING A LOAN IN THE PRIMARY MARKET
- 30.6. MARK-TO-MARKET'S EFFECT
- 30.7. TYPES OF SYNDICATED LOAN FACILITIES
- 30.8. SECOND-LIEN LOANS
- 30.9. COVENANT-LITE LOANS
- 30.10. LENDER TITLES
- 30.11. SECONDARY SALES
- 30.12. DERIVATIVES—LOAN CREDIT DEFAULT SWAPS
- 30.13. PRICING TERMS
- 30.14. COVENANTS
- 30.15. MANDATORY PREPAYMENTS
- 30.16. COLLATERAL
- 30.17. SUMMARY
- 30.18. REFERENCES
- 31. Emerging Markets Debt
- 32. Introduction to Mortgage-Backed Securities
-
33. Structuring Collateralized Mortgage Obligations and Interest-Only/ Principal-Only Securities
- 33.1. NON-CASH-FLOW ASPECTS OF CMOs
- 33.2. COLLATERALIZED MORTGAGE OBLIGATIONS AS RULES
- 33.3. PRINCIPAL-PAY TYPES
- 33.4. INTEREST-PAY TYPES
- 33.5. SEQUENTIAL BONDS
- 33.6. PRO RATA BONDS
- 33.7. SCHEDULED BONDS
- 33.8. SEQUENTIAL PACs AND OTHER COMBINATIONS
- 33.9. INTEREST ONLY AND PRINCIPAL ONLY
- 33.10. SENIOR/SUBORDINATED STRUCTURES
- 33.11. SUMMARY
- 33.12. REFERENCES
- 34. Commercial Mortgage-Backed Securities
-
35. Nonmortgage Asset-Backed Securities
- 35.1. CREDIT CARD RECEIVABLE-BACKED SECURITIES
- 35.2. EARLY AMORTIZATION TRIGGERS
- 35.3. AUTO LOAN-BACKED SECURITIES
- 35.4. STUDENT LOAN ASSET-BACKED SECURITIES
- 35.5. SBA LOAN-BACKED SECURITIES
- 35.6. AIRCRAFT LEASE-BACKED SECURITIES
- 35.7. FRANCHISE LOAN-BACKED SECURITIES
- 35.8. RATE REDUCTION BONDS
- 35.9. SUMMARY
- 35.10. REFERENCES
- 36. Synthetic Asset-Backed Securities
- 37. Catastrophe Bonds
- 38. Collateralized Debt Obligations
- 39. Interest Rate Futures and Forward Rate Agreements
- 40. Interest Rate Swaps
- 41. Interest Rate Options and Related Products
-
42. Introduction to Credit Derivatives
- 42.1. DERIVATIVES: THE BUILDING BLOCK OF CREDIT DERIVATIVES
- 42.2. SECURITIZATION: THE OTHER BUILDING BLOCK
- 42.3. MEANING OF CREDIT DERIVATIVES
-
42.4. ELEMENTS OF A CREDIT DERIVATIVE
- 42.4.1. Bilateral Deals and Capital Market Deals
- 42.4.2. Reference Asset or Portfolio
- 42.4.3. Structured Portfolio Trade
- 42.4.4. Basket Trades
- 42.4.5. Index-Based Credit Derivative Trades
- 42.4.6. Protection Buyer
- 42.4.7. Protection Seller
- 42.4.8. Funded and Unfunded Credit Derivatives
- 42.4.9. Credit Event
- 42.4.10. Notional Value
- 42.4.11. Premium
- 42.4.12. Tenure
- 42.4.13. Loss Computation
- 42.4.14. Threshold Risk or Loss Materiality Provisions
- 42.4.15. Cash and Physical Settlement
- 42.5. QUICK INTRODUCTION TO THE TYPES OF CREDIT DERIVATIVES
- 42.6. CREDIT DERIVATIVES AND TRADITIONAL FINANCIAL GUARANTEE PRODUCTS
- 42.7. CREDIT DERIVATIVES AND SECURITIZATION
- 42.8. SUMMARY
- 42.9. REFERENCES
- 43. Fixed Income Total Return Swaps
- 44. Bond Market Transparency
- 45. Bond Spreads and Relative Value
- 46. The Determinants of the Swap Spread and Understanding the LIBOR Term Premium
-
4. Real Estate
- 47. Real Estate Investment
-
48. Investing in Commercial Real Estate for Individual Investors
- 48.1. IMPORTANCE OF LOCATION
- 48.2. IMPORTANCE OF DIVERSIFICATION
- 48.3. SPECIFIC ADVANTAGES TO INVESTING IN COMMERCIAL REAL ESTATE
- 48.4. SPECIFIC DISADVANTAGES RELATING TO REAL ESTATE
-
48.5. BUSINESS ORGANIZATIONAL FORM
- 48.5.1. Sole Proprietorship
- 48.5.2. General Partnership
- 48.5.3. Limited Partnership
- 48.5.4. Limited Liability Partnership
- 48.5.5. Limited Liability Limited Partnership
- 48.5.6. Registered Limited Liability Partnership
- 48.5.7. Limited Liability Company
- 48.5.8. C Corporation
- 48.5.9. Subchapter S Corporations
- 48.5.10. Closed Corporations
- 48.5.11. Professional Corporations
- 48.5.12. Professional Associations
- 48.5.13. Service Corporations
- 48.5.14. Multiple Forms
- 48.5.15. Franchiser or Franchisee
- 48.6. SUMMARY
- 48.7. REFERENCES
- 49. Types of Commercial Real Estate
- 50. Commercial Real Estate Loans and Securities
-
51. Commercial Real Estate Derivatives
- 51.1. USES AND USERS OF COMMERCIAL REAL ESTATE DERIVATIVES
- 51.2. EXAMPLE: FORWARD CONTRACT
- 51.3. HARVESTING ALPHA EXAMPLE
- 51.4. CAPITAL RETURN SWAP EXAMPLE
- 51.5. REAL ESTATE INDICES
- 51.6. INCOME AND CAPITAL RETURNS
- 51.7. APPRAISAL-BASED INDICES
- 51.8. TRANSACTIONS-BASED INDICES
- 51.9. SUMMARY
- 51.10. APPENDIX: NUMERICAL EXAMPLE OF HOW THE REPEAT-SALES INDEX WORKS
- 51.11. REFERENCES
-
5. Alternative Investments
-
52. Alternative Asset Classes
- 52.1. SUPER ASSET CLASSES
-
52.2. ASSET ALLOCATION
- 52.2.1. Asset Classes and Asset Allocation
- 52.2.2. Strategic versus Tactical Allocations
- 52.2.3. Efficient versus Inefficient Asset Classes
- 52.2.4. Constrained versus Unconstrained Investing
- 52.2.5. Asset Location versus Trading Strategy
- 52.2.6. Alternative Beta and the Efficient Frontier
- 52.2.7. Asset Class Risk Premiums versus Trading Strategy Risk Premiums
- 52.3. SUMMARY
- 52.4. REFERENCES
-
53. Hedge Funds
- 53.1. HEDGE FUNDS VERSUS MUTUAL FUNDS
- 53.2. CATEGORIES OF HEDGE FUNDS
- 53.3. HEDGE FUND STRATEGIES
- 53.4. SHOULD HEDGE FUNDS BE PART OF AN INVESTMENT PROGRAM?
- 53.5. IS HEDGE FUND PERFORMANCE PERSISTENT?
- 53.6. A HEDGE FUND INVESTMENT STRATEGY
- 53.7. SELECTING A HEDGE FUND MANAGER
- 53.8. SUMMARY
- 53.9. REFERENCES
- 54. Introduction to Venture Capital
- 55. Assessing Hedge Fund Investment Risk in Common Hedge Fund Strategies
-
56. Diversify a Portfolio with Tangible Commodities
-
56.1. THE BENEFITS OF TANGIBLE COMMODITIES
- 56.1.1. The Historical Returns of Commodities Are Similar to Those of Equities
- 56.1.2. Returns of Commodities Are Not Correlated with Those of Equities and Bonds
- 56.1.3. Add Commodities to Your Portfolio for Increased Risk-Adjusted Return
- 56.1.4. Commodities Can Protect a Portfolio during Periods of Uncertainty
- 56.2. HOW TO GET COMMODITY EXPOSURE
- 56.3. SUMMARY
- 56.4. REFERENCES
-
56.1. THE BENEFITS OF TANGIBLE COMMODITIES
- 57. The Fundamentals of Commodity Investments
- 58. Art Finance
- 59. Investing in Life Settlements
-
52. Alternative Asset Classes
-
6. Investment Companies, ETFs, and Life Insurance Products
-
60. Investment Companies
- 60.1. TYPES OF INVESTMENT COMPANIES
- 60.2. FUND SALES CHARGES AND ANNUAL OPERATING EXPENSES
- 60.3. ADVANTAGES OF INVESTING IN MUTUAL FUNDS
- 60.4. TYPES OF FUNDS BY INVESTMENT OBJECTIVE
- 60.5. THE CONCEPT OF A FAMILY OF FUNDS
- 60.6. TAXATION OF MUTUAL FUNDS
- 60.7. REGULATION OF FUNDS
- 60.8. STRUCTURE OF A FUND
- 60.9. RECENT CHANGES IN THE MUTUAL FUND INDUSTRY
- 60.10. MUTUAL FUNDS VERSUS EXCHANGE-TRADED FUNDS
- 60.11. REFERENCES
-
61. Exchange-Traded Funds
-
61.1. THE HISTORY AND STRUCTURE OF ETFs AND SOME COMPETITORS
- 61.1.1. Portfolio Trading
- 61.1.2. Toronto Stock Exchange Index Participations (TIPs)
- 61.1.3. Standard & Poor's Depository Receipts (SPDRs)
- 61.1.4. World Equity Benchmark Shares (WEBS)—Renamed iShares MSCI Series
- 61.1.5. ETFs AND OTHER TRADABLE BASKET PRODUCTS
- 61.1.6. Closed-End Funds
- 61.1.7. "Open" Exchange-Traded Funds
- 61.1.8. Holding Company Depository Receipts (HOLDRs)
- 61.1.9. Folios
- 61.1.10. Exchange-Traded Notes (ETNs) and Other Structured Products
- 61.1.11. A Side-by-Side Comparison of Tradable Basket Products
- 61.1.12. Improving ETFs
- 61.2. SUMMARY
- 61.3. REFERENCES
-
61.1. THE HISTORY AND STRUCTURE OF ETFs AND SOME COMPETITORS
- 62. Investment-Oriented Life Insurance
-
63. Stable Value Investment Options for Defined Contribution Plans
- 63.1. THE NEED FOR STABLE VALUE INVESTING
- 63.2. TYPES OF STABLE VALUE FUNDING VEHICLES
- 63.3. BUYERS OF STABLE VALUE PRODUCTS
- 63.4. COMMON FEATURES OF STABLE VALUE PRODUCTS
- 63.5. CONTRACT ISSUANCE
- 63.6. PLAN SPONSOR MANAGEMENT ISSUES
- 63.7. ISSUER CONSIDERATIONS
- 63.8. ASSET/LIABILITY MANAGEMENT
- 63.9. UNDERWRITING
- 63.10. LEGAL AND REGULATORY ISSUES
- 63.11. SOME HISTORICAL LESSONS LEARNED
- 63.12. PROS AND CONS OF DIFFERENT STABLE VALUE OPTION FUNDING VEHICLES
- 63.13. NEW DEVELOPMENTS IN PRINCIPAL-PROTECTED PRODUCTS
- 63.14. SUMMARY
- 63.15. REFERENCES
-
60. Investment Companies
-
7. Foreign Exchange
-
64. An Introduction to Spot Foreign Exchange
- 64.1. BRIEF HISTORY
- 64.2. FOREIGN EXCHANGE EXPOSURE
- 64.3. BASIC USES
- 64.4. CHARACTERISTICS
- 64.5. MAJOR PARTICIPANTS AND THEIR ROLES
- 64.6. SPOT FOREIGN EXCHANGE
- 64.7. SPOT TRANSACTIONS
- 64.8. CROSS RATES
- 64.9. PRICE DETERMINANTS
- 64.10. RISK CONSIDERATIONS
- 64.11. ASKING FOR A QUOTE
- 64.12. SUMMARY
- 64.13. REFERENCES
-
65. An Introduction to Foreign Exchange Derivatives
-
65.1. FOREIGN EXCHANGE FORWARD CONTRACTS
- 65.1.1. Definitions
- 65.1.2. Interest Rate Differentials
- 65.1.3. Periods
- 65.1.4. Premium or Discount
- 65.1.5. Calculations
- 65.1.6. Bids and Offers
- 65.1.7. To Add or Subtract
- 65.1.8. Forward Quotes
- 65.1.9. Forward Cross Rates
- 65.1.10. Risks Involved
- 65.1.11. Short-Dated Contracts
- 65.1.12. Long-Dated Contracts
- 65.1.13. Broken-Dated Contracts
- 65.1.14. Outright Forwards
- 65.2. NONDELIVERABLE FORWARDS
- 65.3. FOREIGN EXCHANGE SWAPS
- 65.4. CURRENCY SWAPS
- 65.5. FOREIGN EXCHANGE FUTURES
- 65.6. EXCHANGE FOR PHYSICAL
- 65.7. SUMMARY
- 65.8. REFERENCES
-
65.1. FOREIGN EXCHANGE FORWARD CONTRACTS
-
66. Introduction to Foreign Exchange Options
-
66.1. FOREIGN EXCHANGE OPTIONS
- 66.1.1. Call Option
- 66.1.2. Put Option
- 66.1.3. Exchange-Traded Options versus Over-the-Counter Options
- 66.1.4. Applications of Foreign Exchange Options
- 66.1.5. Alternatives to Foreign Exchange Options
- 66.1.6. Parties and the Risks Involved
- 66.1.7. Currency or Dollar Call or Put Option?
- 66.1.8. Users of Foreign Exchange Options
- 66.1.9. Differences between Hedging and Speculation
- 66.1.10. American versus European
- 66.2. BASICS OF OPTION THEORY
- 66.3. THE PREMIUM
- 66.4. OTHER CONSIDERATIONS
- 66.5. SUMMARY
- 66.6. REFERENCES
-
66.1. FOREIGN EXCHANGE OPTIONS
-
64. An Introduction to Spot Foreign Exchange
-
8. Inflation-Hedging Products
- 67. Inflation-Linked Bonds
- 68. Introduction to Inflation Derivatives
-
9. Inflation-Hedging Products
- 69. An Introduction to Securities Lending
- 70. Mechanics of the Equity Lending Market
- 71. Securities Lending, Liquidity, and Capital Market-Based Finance
- 72. Repurchase Agreements and Dollar Rolls
Product information
- Title: Handbook of Finance: Financial Markets and Instruments
- Author(s):
- Release date:
- Publisher(s): Wiley
- ISBN: None
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