最新金融百科全书简介:
The Encyclopedia of Finance is a major new reference work covering all aspects of finance. Coverage includes finance (financial managment, 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 will also have international approach to ensure its maximum appeal.
PREFACE ................................................xiii
LISTOFCONTRIBUTORS ................................xv
PARTI:TERMINOLOGYANDESSAYS ....................1
Cheng-FewLee,RutgersUniversity,USA
AliceC.Lee,SanFranciscoStateUniversity,USA
PARTII:PAPERS .........................................297
1.DepositInsuranceSchemes ................................299
JamesR.Barth,AuburnUniversityandMilkenInstitute,USA
CindyLee,ChinaTrustBank,USA
TriphonPhumiwasana,MilkenInstitute,USA
2.Gramm-Leach-BlileyAct:CreatingaNewBankfora
NewMillennium .........................................307
JamesR.Barth,AuburnUniversityandMilkenInstitute,USA
JohnS.Jahera,AuburnUniversity,USA
3.ComparativeAnalysisofZero-couponandCoupon-pre-funded
Bonds ..................................................314
A.LindaBeyer,AlaskaSupplyChainIntegrators,USA
KenHung,NationalDongHwaUniversity,Taiwan
SureshC.Srivatava,UniversityofAlaskaAnchorage,USA
4.IntertemporalRiskandCurrencyRisk .......................324
Jow-RanChang,NationalTsingHuaUniversity,Taiwan
Mao-WeiHung,NationalTaiwanUniversity,Taiwan
5.CreditDerivatives ........................................336
REN-RAWCHEN,RutgersUniversity,USA
Jing-ZhiHuang,PennStateUniversity,USA
6.InternationalParityConditionsandMarketRisk ..............344
ThomasC.Chiang,DrexelUniversity,USA
7.TreasuryInflation-IndexedSecurities ........................359
QuentinC.Chu,UniversityofMemphis,USA
DeborahN.Pittman,RhodesCollege,USA
8.AssetPricingModels ....................................364
WayneE.Ferson,BostonCollege,USA
9.ConditionalAssetPricing ................................376
WayneE.Ferson,BostonCollege,USA
10.ConditionalPerformanceEvaluation .......................384
WayneE.Ferson,BostonCollege,USA
11.WorkingCapitalandCashFlow ..........................393
JosephE.Finnerty,UniversityofIllinois,USA
12.EvaluatingFundPerformancewithintheStochastic
DiscountFactorFramework ..............................405
J.JonathanFletcher,UniversityofStrathclyde,UK
13.DurationAnalysisandItsApplications .....................415
IrajJ.Fooladi,DalhousieUniversity,Canada
GadyJacoby,UniversityofManitoba,Canada
GordonS.Roberts,YorkUniversity,Canada
14.LoanContractTerms ...................................428
AronA.Gottesman,PaceUniversity,USA
15.ChineseAandBShares .................................435
YanHe,IndianaUniversitySoutheast,USA
16.DecimalTradingintheU.S.StockMarkets ................439
YanHe,IndianaUniversitySoutheast,USA
17.The1997NasdaqTradingRules ..........................443
YanHe,IndianaUniversitySoutheast,USA
18.Reincorporation ........................................447
RandallA.Heron,IndianaUniversity,USA
WilburG.Lewellen,PurdueUniversity,USA
19.MeanVariancePortfolioAllocation .......................457
ChengHsiao,UniversityofSouthernCalifornia,USA
Shin-HueiWang,UniversityofSouthernCalifornia,USA
20.OnlineTrading .........................................464
Chang-TsehHsieh,UniversityofSouthMississippi,USA
TABLEOFCONTENTS
21.ANoteontheRelationshipamongthePortfolioPerformance
IndicesunderRankTransformation ........................470
KenHung,NationalDongHwaUniversity,Taiwan
Chin-WeiYang,ClarionUniversity,USA
DwightB.Means,Jr.,Consultant,USA
22.CorporateFailure:Definitions,Methods,andFailure
PredictionModels .......................................477
JeniferPiesse,UniversityofLondon,UKandUniversityof
Stellenbosch,SouthAfrica
Cheng-FewLee,NationalChiaoTungUniversity,Taiwanand
RutgersUniversity,USA
Hsien-changKuo,NationalChi-NanUniversityandTakming
College,Taiwan
LinLin,NationalChi-NanUniversity,Taiwan
23.RiskManagement .......................................491
ThomasS.Y.Ho,ThomasHoCompany,Ltd.,USA
SangBinLee,HanyangUniversity,Korea
24.TermStructure:InterestRateModels ......................501
ThomasS.Y.Ho,ThomasHoCompany,Ltd.,USA
SangBinLee,HanyangUniversity,Korea
25.ReviewofREITandMBS ................................512
Cheng-FewLee,NationalChiaoTungUniversity,Taiwanand
RutgersUniversity,USA
ChiulingLu,YuanZeUniversity,Taiwan
26.ExperimentalEconomicsandtheTheoryofFinance ..........520
HaimLevy,HebrewUniversity,Israel
27.MergerandAcquisition:Definitions,Motives,andMarket
Responses .............................................541
JeniferPiesse,UniversityofLondon,UKandUniversityof
Stellenbosch,SouthAfrica
Cheng-FewLee,NationalChiaoTungUniversity,Taiwanand
RutgersUniversity,USA
LinLin,NationalChi-NanUniversity,Taiwan
Hsien-ChangKuo,NationalChi-NanUniversityandTakming
College,Taiwan
28.MultistageCompundRealOptions:TheoryandApplication ...555
WilliamT.Lin,TamkangUniversity,Taiwan
Cheng-FewLee,NationalChiaoTungUniversity,Taiwan
andRutgersUniversity,USA
Chang-WenDuan,TamkangUniversity,Taiwan
29.MarketEfficiencyHypothesis ............................585
MelodyLo,UniversityofSouthernMississippi,USA
30.TheMicrostructure/Micro-financeApproachtoExchangeRates 591
MelodyLo,UniversityofSouthernMississippi,USA
31.ArbitrageandMarketFrictions ...........................596
ShashidharMurthy,RutgersUniversity,USA
32.FundamentalTradeoffsinthePubliclyTraded
Corporation ...........................................604
JosephP.Ogden,UniversityatBuffalo,USA
33.TheMexicanPesoCrisis ................................610
Fai-NanPerng,TheCentralBankofChina,Taiwan
34.PortfolioPerformanceEvaluation .........................617
LalithP.Samarakoon,UniversityofSt.Thomas,USA
TanweerHasan,RooseveltUniversity,USA
35.CallAuctionTrading ....................................623
RobertA.Schwartz,BaruchCollege,USA
RetoFrancioni,SwissStockExchange,Switzerland
36.MarketLiquidity .......................................630
RobertA.Schwartz,CityUniversityofNewYork,USA
LinPeng,CityUniversityofNewYork,USA
37.MarketMakers ........................................634
RobertA.Schwartz,CityUniversityofNewYork,USA
LinPeng,CityUniversityofNewYork,USA
38.StructureofSecuritiesMarkets ...........................638
RobertA.Schwartz,CityUniversityofNewYork,USA
LinPeng,CityUniversityofNewYork,USA
39.AccountingScandalsandImplicationsforDirectors:
LessonsfromEnron .....................................643
PearlTan,NanyangTechnologyUniversity,Singapore
GillianYeo,NanyangTechnologyUniversity,Singapore
40.Agent-BasedModelsofFinancialMarkets ..................649
NicholasS.P.Tay,UniversityofSanFrancisco,USA
41.TheAsianBondMarket .................................655
KhairyTourk,IllinoisInstituteofTechnology,USA
42.Cross-BorderMergersandAcquisitions .....................664
GeraldoM.Vasoncellos,LehighUniversity,USA
RichardJ.Kish,LehighUniversity,USA
43.JumpDiffusionModel ...................................676
Shiu-HueiWang,UniversityofSouthernCalifornia,USA
44.Networks,Nodes,andPriorityRules .......................689
DanielG.Weaver,RutgersUniversity,USA
45.TheMomentumTradingStrategy .........................700
K.C.JohnWei,HongKongUniversityofScience
andTechnology,HongKong
46.EquilibriumCreditRationingandMonetaryNonNeutralityin
aSmallOpenEconomy ..................................705
YingWu,SalisburyUniversity,USA
47.PolicyCoordinationbetweenWagesandExchangeRatesin
Singapore ..............................................715
YingWu,SalisburyUniversity,USA
48.TheLeChatelierPrincipleoftheCaptialMarket
Equilibruim ............................................724
Chin-WeiYang,ClarionUniversityofPennsylvania,USA
KenHung,NationalDongHwaUniversity,Taiwan
JohnA.Fox,TheFoxConsultantIncorporated,USA
49.MBSValuationandPrepayments ..........................729
C.H.TedHong,BeyondBondInc.,USA
Wen-ChingWang,RobecoInvestmentManagement,USA
50.TheImpactsofIMFBailoutsinInternationalDebtCrises .....744
ZhaohuiZhang,LongIslandUniversity,USA
KhondkarE.Karim,RochesterInstituteofTechnology,USA
PARTIII:APPENDIX .....................................751
Cheng-FewLee,RutgersUniversity,USA
AliceC.Lee,SanFranciscoStateUniversity,USA
APPENDIXA.DerivationofDividendDiscountModel ..........753
APPENDIXB.DerivationofDOL,DFLANDDCL ............755
APPENDIXC.DerivationofCrossoverRate ...................757
APPENDIXD.CapitalBudgetingDecisionwithDifferentLives ...759
APPENDIXE.DerivationofMinimum-VariancePortfolio .......761
APPENDIXF.DerivationofanOptimalweightPortfoliousing
theSharpePerformanceMeasure ...............763
APPENDIXG.ApplicationsoftheBinomialDistribution
toEvaluateCallOptions ......................767
PARTIV:REFERENCES ..................................773
PARTV:INDEX ..........................................815
SubjectIndex ..............................................817
AuthorIndex ..............................................843
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