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Table Of Contents

Financial markets and the economy
Simple interest and compound interest
Nominal and effective rates of interest
Functions of interest rates
The supply of funds
International factors affecting interest rates
Price and yield – a key relationship
The term structure of interest rates
Determination of forward interest rates
The yield curve
Unbiased expectations theory
Liquidity preference theory
The market segmentation theory
The preferred habitat theory
The role of business cycles
The stages of the business cycle
The role of inventories in recessions
The business cycle and monetary policy
How does monetary policy affect the economy?
The NBER and business cycles
How do you identify a recession?
What is the future of the business cycle?
Gross national product and gross domestic product
GDP deflator
Producer price index (PPI)
The index of industrial production
Capacity utilization rate
Commodity prices
Crude oil prices
Food prices
Commodity price indicators: a checklist
Consumer price index (CPI)
Average hourly earnings
Vendor deliveries index
Car sales
The employment report
Personal income and consumer expenditure
Consumer instalment credit
Residential fixed investment
Non-residential fixed investment
Inventory investment
Government spending and taxation
Budget deficits and financial markets
Foreign trade
Michigan Index of Consumer Sentiment
Michigan index of consumer sentiment (ICS)
Conference board consumer confidence index
Help-wanted advertising index
Sindlinger household liquidity index
Why do currencies face speculative attacks?
The IMF exchange rate arrangements
The‘Euroization’ of the foreign exchange market
The European Exchange Rate Mechanism: ERM II
Why do exchange rates change?
Why are exchange rates so volatile?
What are derivatives?
Where did derivatives come from?
Some terminology
What is an option?
Where do option prices come from?
Arbitrage
Probability distributions
Futures pricing
What is basis?
Spot versus forward arbitrage
What are forward market contracts?
What are futures contracts?
How are options priced?
The binomial model
What determines the value of call options?
What is the profit profile for a call option?
Put options
Black–Scholes model
The new economy defined
So what is the new economic paradigm?
The triangle model
The new paradigm and the price earnings ratio
Bubbleology and financial markets
Introduction
The bubble terminology
The role of expectations in analysing bubbles
Bubbles and the formation of expectations
Bubbles and the efficient market hypothesis
Rational bubbles
Some bubbles in history
Speculative bubbles theory
Rational speculative bubbles
The ‘bubble premium’
Bibliography
Index
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Economics for Financial Markets (Quantitative Finance) by Brian Kettell

Economics for Financial Markets (Quantitative Finance) by Brian Kettell

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Published by: isulistiawan on Jan 15, 2012
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06/18/2012

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