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Rini A.W. Ч Mathematics of the securities industry
Rini A.W. Ч Mathematics of the securities industry

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Ќазвание: Mathematics of the securities industry

јвтор: Rini A.W.

јннотаци€:

Numbers, ratios, and formulas are the lifeblood of the financial markets. Mathematics of the Securities Industry uses straightforward math and examples to explain every key number used on Wall Street, from the calculation of each number to why it is important and how best to use it. Completely up-to-date to include three-day settlement, decimalization, new tax laws, and more, it is today's easiest-to-use reference for measuring investment potential and accurately monitoring stock and bond performance.


язык: en

–убрика: ћатематика/¬еро€тность/—тохастические методы в финансах/

—татус предметного указател€: √отов указатель с номерами страниц

ed2k: ed2k stats

√од издани€: 2003

 оличество страниц: 225

ƒобавлена в каталог: 08.06.2005

ќперации: ѕоложить на полку | —копировать ссылку дл€ форума | —копировать ID
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ѕредметный указатель
Accretion, bonds      114Ч115 194
Accrued interest      33Ч42 188
Accrued interest, calculation of, on corporate/munis      35Ч37
Accrued interest, calculation of, on government bonds and notes      37Ч41 188
Accrued interest, Series 7 preparatory students and      41
Accrued interest, settling bonds trades and      34Ч35
Accumulation, right of (in mutual funds)      97Ч98
Aggregate exercise price, options and      149Ч150
Amortization, bonds      113Ч114 194
Annual dividends and rates      23
Answers to practical exercises      177Ч185
Arbitrage, convertible securities and      110Ч111 193
Back-end load mutual funds      94
Balance sheet      159 159 160
Basis pricing      53Ч62 189
Basis pricing, yield to maturity, rule of thumb      63Ч69 189
Bearer bonds, nominal yield and      49Ч50
Bid price, mutual funds and      87 90
Bond ratio      164Ч165
bonds      27
Bonds, accretion in      114Ч115 194
Bonds, accrued interest and      33Ч42 188
Bonds, amortization in      113Ч114 194
Bonds, basis pricing of      53Ч62 189
Bonds, bearer      49
Bonds, bond ratio in      164Ч165
Bonds, chain (consecutive) calculations in      17Ч18
Bonds, convertible securities and      105
Bonds, converting price to yield to maturity for      56Ч57
Bonds, converting yield to maturity to price for      57Ч58
Bonds, corporate, pricing      7Ч11 187
Bonds, coupon      49
Bonds, coupon rate in      50; see also Nominal yield
Bonds, discount price and, rule of thumb yield to maturity in      65Ч66
Bonds, dollar bonds      71
Bonds, equivalent tax-exempt yield in      79Ч80
Bonds, equivalent taxable yield in      77Ч79
Bonds, government, pricing      13Ч19 187
Bonds, internal rate of return      53; see also Yield to maturity
Bonds, interpolating yield basis book for      58Ч61 189
Bonds, inverse proportionality principle of      11
Bonds, maturity in      53Ч62
Bonds, municipal, pricing      71Ч75 189
Bonds, nominal yield in      49Ч50 189
Bonds, par pricing and      71Ч73
Bonds, premium price and, rule of thumb yield to maturity in      66Ч67
Bonds, premium, par, and discount price of      10 54
Bonds, quotations on      7Ч10
Bonds, registered      49
Bonds, rule of thumb yield to maturity in      63Ч69 189
Bonds, savings bonds (series EE, etc.)      13
Bonds, secondary market pricing      10Ч11
Bonds, settling bond trades and      34Ч35
Bonds, spread in      14
Bonds, tax-free vs. taxable yield calculation for      77Ч80 190
Bonds, Treasury bond and note dollar equivalents in      14Ч17 17
Bonds, Treasury bond and note quotations      13Ч14
Bonds, yield basis book for      55Ч56 55
Bonds, yield to maturity of      53Ч62 189
Book value, mutual fund      89; see also Net asset value per share
Breakpoint sales/chart, mutual funds and      95Ч97 95
Buying power, margin      129Ч135 195
Call options      149 153Ч154
Calls, call options in      149 153Ч154
Calls, convertible securities and, callable nature of      111Ч112
Calls, margin calls and      120Ч121 137 194
Capital gains/losses      27 171Ч173
Capital gains/losses, current yield and      43
Capital gains/losses, deduction of losses in      173Ч175
capitalization      162Ч163
Capitalization ratio      163Ч165
Cash flow      166
Cash withdrawals, margin transactions and, exceptions to      133Ч135
Chain (consecutive), calculations for bonds      17Ч18
Common stock ratio      163Ч164
Contingent deferred sales charge, mutual funds and      94
Conversion price, convertible securities and      105 106
Conversion ratio, convertible securities and      105 106Ч108
Convertible securities      105Ч112 193
Convertible securities, arbitrage and      110Ч111 193
Convertible securities, callable nature of      111Ч112
Convertible securities, conversion price in      105 106
Convertible securities, conversion ratio in      105 106Ч108
Convertible securities, derivatives and      105
Convertible securities, dilution and, protected against      108
Convertible securities, forced conversion in      111Ч112 193Ч194
Convertible securities, nonconvertible fixed income securities vs.      105
Convertible securities, parity in      108Ч110 193
Corporate bonds      see also Bonds
Corporate bonds, accrued interest and      35Ч37
Corporate bonds, pricing      7Ч11 187
Coupon bonds, nominal yield in      49Ч50
Coupon clipper      50
Coupon rate      50; see also Nominal yield
Coupon-equivalent yields, Treasury bills and      84Ч85
Credit departments      117; see also Margin transactions
Cum-dividend dates      22
Currency options      150Ч151 157
Current income, current yield and      44Ч45
Current ratio      161
Current yield      43Ч47 188
Current yield, current income and      44Ч45
Current yield, yield concept in      43Ч44
Debit balance, margin transactions and      117Ч118
Debt securities      see Bonds
Decimal pricing      4Ч5
Declaration date, dividends and      23Ч24
Deduction of capital losses in      173Ч175
Derivatives, convertible securities and      105
Derivatives, options and      149
Derivatives, rights offerings and      100
Dilution, convertible securities and, protected against      108
Discount instruments      81; see also Treasury bills
Discount price, bonds and      10 54
Discount price, rule of thumb yield to maturity in      65Ч66
Discount yields, Treasury bills and      81Ч82
Dividend payments      7 21Ч25 187
Dividend payments, cum-dividend dates and      22
Dividend payments, declaration, record, payment date for      23Ч24
Dividend payments, dollar value computation of      22Ч23
Dividend payments, ex-dividend dates and      22 23Ч24
Dividend payments, fixed      21
Dividend payments, quarterly vs. annual rates for      23
Dividend reinvestment plans, mutual funds and      88
Dollar bonds      71
Dollars and fractions vs. dollars and cents      1Ч3 3
Earnings comparisons      167Ч168
Earnings Per Share      166Ч168
Equity options      149
Equity securities      see Stocks
Equity, excess, in margin accounts      123Ч128 195
Equity, margin transactions and      117Ч118
Equivalent tax-exempt yield      79Ч80
Ex rights, rights offerings and      100Ч101
Ex-dividend date      22 23Ч24
Excess equity, margin transactions and      123Ч128 195
Exchange traded funds (ETFs)      87; see also Mutual funds
Expense ratio      166
Face value, bonds and      7
Financial ratios      159Ч169 196Ч197
Fixed dividends      21
Forced conversion, convertible securities and      111Ч112 193Ч194
Foreign currency options      150Ч151 157
Fractional pricing      1Ч3 3
Government bonds and notes      see also Bonds
Government bonds and notes, accrued interest and      37Ч41 188
Government bonds and notes, pricing      13Ч19 187
House rules, for margin transactions      138
Income      27
Income statement      160
Index options      151-152 157Ч158
Interest payments      7 27Ч32 188
Interest payments, accrued interest and      33Ч42 188
Interest payments, dollar value calculation of      28Ч31
Interest payments, semiannual      27Ч28
Internal rate of return      53; see also Yield to maturity
Interpolating yield basis book      58Ч61 189
Inventory turnover ratio      165
Inverse proportionality principle of bonds      11
Loaded mutual funds      87 88
Long maintenance requirements, margin transactions and      138Ч141
Maintenance calls      120 137;
Maintenance excess      141Ч142 147
Maintenance requirements, options and      156Ч157
Margin calls      120Ч121 137 194
Margin of profit      165
Margin transactions      117Ч121 194
Margin transactions, buying power of      129Ч135 195
Margin transactions, cash available vs.      131Ч133
Margin transactions, equity options and      154Ч156
Margin transactions, exceptions to cash withdrawal in      133Ч135
Margin transactions, excess equity and      123Ч128 195
Margin transactions, foreign currency options and      157
Margin transactions, full use of buying power in      130
Margin transactions, house rules for      138
Margin transactions, index options and      157Ч158
Margin transactions, initial requirements for      119Ч120 137Ч138 144Ч145
Margin transactions, long maintenance requirements for      138Ч141
Margin transactions, maintenance excess in      141Ч142 147
Margin transactions, maintenance requirements for      145Ч147
Margin transactions, maintenance requirements for long accounts in      137Ч142 195
Margin transactions, maintenance requirements for short accounts in      143Ч147 195Ч196
Margin transactions, margin calls and      120Ч121 137 194
Margin transactions, market value, debit balance, equity in      117Ч118
Margin transactions, options and      153Ч158 196
Margin transactions, overuse of buying power in      130Ч131
Margin transactions, partial use of buying power in      130
Margin transactions, short sales and      143Ч147
Margin transactions, short selling power and SMA in      145
Margin transactions, special memorandum account (SMA) and      123Ч142
Market value, margin transactions and      117Ч118
Maturity, yield to      53Ч62 189
Money markets, Treasury bills in      81Ч85 190
Municipal bonds, accrued interest and      35Ч37
Municipal bonds, equivalent tax-exempt yield in      79Ч80
Municipal bonds, equivalent taxable yield in      77Ч79
Municipal bonds, percentage of par pricing for      71Ч73
Municipal bonds, pricing      71Ч75 189
Municipal bonds, tax-free vs. taxable yield calculation for      77Ч80 190
Municipal bonds, yield to maturity pricing of      73Ч74
Mutual funds      87Ч99 190Ч192
Mutual funds, back-end load in      94
Mutual funds, bid price in      87 90
Mutual funds, book value of      89; see also Net asset value per share
Mutual funds, breakpoint sales/chart in      95Ч97 95
Mutual funds, contingent deferred sales charge in      94
Mutual funds, dividend reinvestment plans and      88
Mutual funds, exchange traded funds (ETFs) and      87
Mutual funds, load vs. no-load      87 88
Mutual funds, net asset value per share (NAV) of      87 89Ч90
Mutual funds, offer price of      87 90Ч92
Mutual funds, redemption fees for      94Ч95
Mutual funds, right of accumulation      97Ч98
Mutual funds, sales charges for      92Ч94
Net asset value per share (NAV), mutual fund      87 89Ч90
No-load mutual funds      87 88
Nominal yield      49Ч51 189
Nonconvertible fixed income securities      105
Odd lots, pricing for      4
Offer price, mutual funds and      87 90Ч92
Old stock trading cum rights, rights offerings and      101Ч103
Old stock trading ex rights, rights offerings and      100Ч101
Open-end investment companies      87; see also Mutual funds
Operating ratio      165
options      149Ч152 196
Options, aggregate exercise price of      149Ч150
Options, call options in      149 153Ч154
Options, derivatives and      149
Options, equity options and      149
Options, foreign currency      150Ч151 157
Options, index options and      151Ч152 157Ч158
Options, maintenance requirements for      156Ч157
Options, margin transactions in      153Ч158 196
Options, margining equity options in      154Ч156
Options, premium of      149 151
Options, pricing      149Ч152 196
Options, put options in      149 154
Options, strike price in      151
Options, zero-sum game      149
Par price, bonds and      10 54
Par price, municipal bonds and, percentage of      71Ч73
Par value, bonds and      7
Parity, convertible securities and      108Ч110 193
Payment date, dividends and      23Ч24
Payout ratio      168Ч169
Preferred stock ratio      164
Preferred stock, convertible securities and      105
Preferred stock, dividends and      21
Premium price, bonds and      10 54
Premium price, rule of thumb yield to maturity in      66Ч67
Premium, options and      149 151
Price earnings (PE) ratio      168
Pricing corporate bonds      7Ч11 187
Pricing government bonds and notes      13Ч19 187
Pricing municipal bonds      71Ч75 189
Pricing options      149Ч152 196
Pricing stock      1Ч5 187
Pricing Treasury bills      81Ч85 190
Profit, margin of      165
Put options      149 154
Quarterly dividends and rates      23
Quick asset ratio      162
Quick assets      161Ч162
Record date, dividends and      23Ч24
Redemption fees, mutual funds and      94Ч95
Registered bonds, nominal yield in      49Ч50
Report card, corporate      159
Right of accumulation, mutual funds and      97Ч98
Rights offerings      99Ч103 192
Rights offerings, derivatives and      100
Rights offerings, old stock trading cum rights and      101Ч103
Rights offerings, old stock trading ex rights and      100Ч101
Rights offerings, theoretical value of      100
Round lots, pricing for      4
Rule of thumb yield to maturity in      63Ч69 189
Sales charges, mutual funds and      92Ч94
Savings bonds      13
Secondary market bond pricing      10Ч11
Semiannual interest payments      27Ч28
Series 7 preparatory students, accrued interest and      41
Settling bonds trades and accrued interest      34Ч35
Short sales      143Ч147
Short selling power and SMA      145
Special memorandum account (SMA)      129Ч142; see also Margin transactions
Spread, in bonds      14
Stocks      27
Stocks, common stock ratio in      163Ч164
Stocks, convertible securities and      105
Stocks, current yield in      43Ч47 188
Stocks, earnings per share in      166Ч168
Stocks, equity options and      149
Stocks, preferred stock ratio in      164
Stocks, pricing      1Ч5 187
Strike price, options and      151
Tax loss carryforwards      171Ч174 197
Tax loss carryforwards, capital gains/losses in      171Ч173
Tax loss carryforwards, deduction of capital losses in      173Ч175
Tax-exempt bonds      see Municipal bonds
Tax-free vs. taxable yield      77Ч80 190
Theoretical value, rights offerings and      100
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