Encyclopedia of Finance

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Cheng-Few Lee
Springer Science & Business Media, Jul 27, 2006 - Business & Economics - 856 pages
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This is a major new reference work covering all aspects of finance. Coverage includes finance (financial management, security analysis, portfolio management, financial markets and instruments, insurance, real estate, options and futures, international finance) and statistical applications in finance (applications in portfolio analysis, option pricing models and financial research).

The project is designed to attract both an academic and professional market. It also has an international approach to ensure its maximum appeal. The Editors' wish is that the readers will find the encyclopedia to be an invaluable resource.

 

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Contents

Terminologies and Essays
2
Papers
297
DEPOSIT INSURANCE SCHEMES
299
GRAMMLEACHBLILEY ACT CREATING A NEW BANK FOR A NEW MILLENIUM
307
COMPARATIVE ANALYSIS OF ZEROCOUPON AND COUPONPREFUNDED BONDS
314
INTERTEMPORAL RISK AND CURRENCY RISK
324
CREDIT DERIVATIVES
336
INTERNATIONAL PARITY CONDITIONS AND MARKET RISK
344
FUNDAMENTAL TRADEOFFS IN THE PUBLICLY TRADED CORPORATION
604
THE MEXICAN PESO CRISIS
610
PORTFOLIO PERFORMANCE EVALUATION
617
CALL AUCTION TRADING1
623
MARKET LIQUIDITY
630
MARKET MAKERS
634
STRUCTURE OF SECURITIES MARKETS
638
ACCOUNTING SCANDALS AND IMPLICATIONS FOR DIRECTORS LESSONS FROM ENRON
643

TREASURY INFLATIONINDEXED SECURITIES
359
ASSET PRICING MODELS
364
CONDITIONAL ASSET PRICING
376
CONDITIONAL PERFORMANCE EVALUATION
384
WORKING CAPITAL AND CASH FLOW
393
EVALUATING FUND PERFORMANCE WITHIN THE STOCHASTIC DISCOUNT FACTOR FRAMEWORK
405
DURATION ANALYSIS AND ITS APPLICATIONS
415
LOAN CONTRACT TERMS
428
CHINESE A AND B SHARES
435
DECIMAL TRADING IN THE US STOCK MARKETS
439
THE 1997 NASDAQTRADING RULES
443
REINCORPORATION
447
MEAN VARIANCE PORTFOLIO ALLOCATION
457
ONLINE TRADING
464
A NOTE ON THE RELATIONSHIP AMONG THE PORTFOLIO PERFORMANCE INDICES UNDER RANK TRANSFORMATION
470
CORPORATE FAILURE DEFINITIONS METHODS AND FAILURE PREDICTION MODELS
477
RISK MANAGEMENT
491
TERM STRUCTURE INTEREST RATE MODELS
501
REVIEW OF REIT AND MBS
512
EXPERIMENTAL ECONOMICS AND THE THEORY OF FINANCE
520
MERGER AND ACQUISITION DEFINITIONS MOTIVES AND MARKET RESPONSES
541
MULTISTAGE COMPOUND REAL OPTIONS THEORY AND APPLICATION
555
MARKET EFFICIENCY HYPOTHESIS
585
THE MICROSTRUCTURE MICROFINANCE APPROACH TO EXCHANGE RATES
591
ARBITRAGE AND MARKET FRICTIONS
596
AGENTBASED MODELS OF FINANCIAL MARKETS
649
THE ASIAN BOND MARKET
655
CROSSBORDER MERGERS AND ACQUISITIONS
664
JUMP DIFFUSION MODEL
676
NETWORKS NODES AND PRIORITY RULES
689
THE MOMENTUM TRADING STRATEGY
700
EQUILIBRIUM CREDIT RATIONING AND MONETARY NONNEUTRALITY IN A SMALL OPEN ECONOMY
705
POLICY COORDINATION BETWEEN WAGES AND EXCHANGE RATES IN SINGAPORE
715
THE LE CHATELIER PRINCIPLE OF THE CAPITAL MARKET EQUILIBRIUM
724
MBS VALUATION AND PREPAYMENTS
729
THE IMPACTS OF IMF BAILOUTS IN INTERNATIONAL DEBT CRISES
744
Appendix
751
DERIVATION OF DIVIDEND DISCOUNT MODEL
752
DERIVATION OF DOL DFL AND DCL
753
DERIVATION OF CROSSOVER RATE
754
CAPITAL BUDGETING DECISIONS WITH DIFFERENT LIVES
759
DERIVATION OF MINIMUMVARIANCE PORTFOLIO
761
DERIVATION OF AN OPTIMAL WEIGHT PORTFOLIO USING THE SHARPE
762
APPLICATIONS OF THE BINOMIAL DISTRIBUTION TO EVALUATE CALL OPTIONS
767
References
773
Index
815
SUBJECT INDEX
817
AUTHOR INDEX
843
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About the author (2006)

Professor Cheng-Few Lee is a Distinguished Professor of Finance at Rutgers Business School and was chairperson of the Department of Finance from 1988-1995. He has maintained academic and consulting ties in Taiwan, Hong Kong, China and the United States for the past three decades. In the winter 2005 issue of the Journal of Finance Literature, Professor Lee was ranked as the most published finance professor worldwide during 1953-2008.

Professor Alice C. Lee is an Assistant Professor of Finance at San Francisco State University. She has a diverse background, which includes engineering, sales, and management consulting. Her primary areas of teaching and research are corporate finance and financial institutions.