Investment analysis and portfolio management / M. Ranganatham and R. Madhumathi

By:

Ranganatham, M

Contributor(s):

Madhumathi, R

Material type: Text

9788177582291

Subject(s):

DDC classification:

332.6 RAN

Contents:

Cover Preface Contents Chapter 1: Introduction Properties of Financial Assets Financial Markets Securities Market National Market International Market Domestic Segment Foreign Segment Money Market Call Market T-bill Market Inter-bank Market Certificates of Deposit Market Ready Forward Contracts (Repo) Market Commercial Paper (CP) Market Inter-Corporate Deposit Market Commercial Bill Market Capital Market Debt Market Equity Market Primary Market Secondary Market Forex Market Spot Market Derivative Market Investments Types of Investments Characteristics of Investment Objectives of Investment Types of Investors Investment vs Speculation Investment vs Gambling Speculation vs Gambling Hedging Summary Concepts Short Questions Essay Questions Chapter 2: Stock Exchanges in India The Bombay Stock Exchange The National Stock Exchange Over the Counter Exchange of India The Inter-connected Stock Exchange of India Stock Exchange Members Functions of Stock Exchange Members Broker/Dealer Market Makers Agency Brokers Stock Indices Computation of Index Secondary Market Secondary Market Trading Trading Limits Value at Risk Margin Additional Volatillity Margin Mark to Market Margin Special Ad hoc Margin Special Margin Gross Exposure Margin Mark to Market Margin Additional Volatillity Margin Special Ad hoc Margin (SAM) Special Margin Ad hoc Margin Opportunities Available for Foreign Investors Investment through Stock Exchanges Summary Concepts Short Questions Essay Questions Appendix 1 Appendix II Appendix III Appendix IV Chapter 3: Stock Market Regulation Securities Exchange Board of India Powers and Functions of SEBI. Legislation Governing SEBI Functions Primary Market Regulation Issue of Shares Pricing by Companies Issuing Securities Promoters' Contribution Other Issue Requirements Pre-issue Obligations Contents of the Prospectus Post-issue Obligations Regulation on Employee Stock Option Scheme (ESOS)/Employee Stock Purchase Scheme (ESPS) Issue of Sweat Equity by a Listed Company Secondary Market Regulations Insider Trading Buyback of Shares Buyback through Tender Offer/Buyback of Odd Lot Specified Securities Buyback from Open Market Buyback through Stock Exchange Buyback through Book Building Substantial Acquisition of Shares or Voting Rights or Control in a Listed Company Bail out Takeovers Regulation for Mutual Funds Regulations on Derivatives Trading Summary Concepts Short Questions Essay Questions Appendix Case Study Chapter 4: Services of Intermediaries Brokers Sub-broker Dealing/Trading Member of a Derivative Segment Investment Management Company Fund Managers Merchant Bankers Issue Managements Advisory Services Financial Services Market Operations Credit Rating Agencies Investment Banks Regulatory Bodies Auditing Bodies Stock Depositories Technology Providers/Internet Providers Bandwidth Optimisation Scalability and Robustness of the Trading System Intergration with Third Party Systems Broadband Narrowband Electronic Communications Networks e-Customer Relationship Managements Summary Concepts Short Questions Essay Questions Appendix Chapter 5: Investment Opportunities Investment Avenues Corporate Securities Equity Shares Rights Issue of Equity Preference Shares Debentures and Bonds Depsitory Receipts (GDRs/ADRs) Warrants Derivatives Deposits. Savings Bank Account with Commercial Banks Bank Fixed Deposits Company Fixed Deposits Post Office Deposits and Certificates Life Insurance Policies Provident Fund Scheme Equity Linked Savings Schemes (ELSSs) Pension Plan Government and Semi-government Securities Mutual Fund Schemes Real Assets Real Estate Bullion Investment Investment Opportunities for Foreign Citizens of Indian Origin Foreign Direct Investment Portfolio Investment Sources of Investment Information Institutions Floating Financial Securities Financial Markets Financial Service Intermediaries Media Summary Concepts Short Questions Essay Questions Appendix I Appendix II Chapter 6: Debt Instruments and Their Valuation Players in the Debt Market Valuation of Debt Instruments Running Yield Simple Yield to Maturity Redemption Yield Holding Period Yield Comparison of Yield Computations Yields to Call/Put Yields on Index Linked Bonds Yield Curves Ascending Yield Curve Descending Yield Curve Risk Management in Bonds Default Risk Reinvestment Risk Purchasing Power Risk Price Risk Liquidity Risk Bond Duration Convexity Dispersion Summary Concepts Short Questions Essay Questions Problems Case Study Chapter 7: Equity Instruments and Their Valuation Share Valuation Earnings Valuation Negative Earnings Due to Cyclical Nature of Industry Negative Earning Due to Unforeseeable Circumstances Negative Earning Due to Poor Managements Persistent Negative Earnings Negative Earnings Due to Early Growth Stage Negative Earnings Due to High Leverage Cost Earnings Forecast Forecasting Earnings Using Statistical Tools Forecast of Annual Versus Quarterly results Revenues Valuation Cash Flows Valuation. Asset Valuation Yield Valuation Member Valuation Valuation of Private Companies Summary Concepts Short Questions Essay Questions Problems Case Study Chapter 8: Derivatives and Their Valuation Understanding Risk Define Risk Policy Risk Measurement Risk Control Control of Price Risk Control of Operating Risk Hedging Instruments Forward Contracts Futures Contracts Forward/Futures Contracts Options Trading in the Futures Contract Daily Margins Maintenance Margins Initial Margins Spread Positions Concept of Basis in Futures Market Financial Futures Stock Index Futures Interest Rate Futures Currency Forward Currency Futures Example-Financial Futures Example-Stock Index Futures Hedge Ratios Hedge Positions for a Portfolio Option Call Option The Profit/Loss Profile at Expiry The Profit/Loss Profile Prior to Expiry Put Options The Profit/Loss Profile at Expiry The Profit/Loss Profile Prior to Expiry Writing Options Exotic Options Warrants Convertible Bonds Swaps Equity Swaps Valuation of Instruments Pricing Futures Stock Index Futures Prices The Black-Scholes Option Pricing Model Variations on the Basic Black-Scholes Mo European-style Call Options on Dividend Paying Shares European-style Call Options on Stock Index European-style Call Options on Futures Valuing an European-style Put Option Computing Volatility Computing Implied Volatility Binomial Option Pricing Model Incorporating Time Value and Dividend Flows Summary Concepts Short Questions Essay Questions Problems Case Study Chapter 9: Fundamental Analysis I: Economic Analysis Economic Analysis Tools for Economic Analysis Gross Domestic Product Consumption Spending Investment Spending. Goverments Expenditure Export Consumption in the Process of Import Distribution Monetary Policy and Liquidity Inflation Interest Rates International Influences Consumer Sentiment Fiscal Policy Long-term Growth Expectations Technology Effect Labour Effect Capital Effect One Contributing Factors Influences on Short-term Expectations Forecasting Models Structural or Cross-sectional Econometric Models Time Series Econometric Models Structural Time Series Models-A Hybrid Applications of Economic Analysis Economic Analysis and International Investment Cross-border Investments International Comparison of Institutional Investors Summary Concepts Short Questions Essay Questions Case Study Chapter 10: Fundamental Analysis II: Industry Analysis Standard Industrial Classification (SIC) Links between the Economy and Industry Sectors The Stock Market and the Business Cycle Data Needs for an Industry Analysis Data Categories Tools for Industry Analysis Cross-sectional Industry Performance Industry Perfomance over Time Differences in Industry Risk Prediction about Market Behaviour Quantitative Industry Analysis Analysing Employment Data Data Selection Estimating the Duration of Analysis Estimating a Base Year Quantitative Tools for Analysing Employment Status Anlysis of Emoluments Data Total Emoluments by Industry Emoluments per Employee by Industry Change in Emolument per Employee by Industry National Comparison of Average Emolument per Employee Input-Output Analysis Industry Earning Data Analysis Infrastructure Sector Indian Textile Industry Spinning Industry Weaving and Knitting Industry Indian Fabric Processing Industry Garment Manufacturing Sector Steel Industry Cyclical Industries

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Holdings
Item type	Current library	Home library	Call number	Copy number	Status	Date due	Barcode	Item holds
Book	Mzumbe University Main Campus Library	Mzumbe University Main Campus Library	332.6 RAN (Browse shelf(Opens below))	1	Available		0061519
Book	Mzumbe University Main Campus Library	Mzumbe University Main Campus Library	332.6 RAN (Browse shelf(Opens below))	2	Available		0058763

Total holds: 0

Includes index

Cover
Preface
Contents
Chapter 1: Introduction
Properties of Financial Assets
Financial Markets
Securities Market
National Market
International Market
Domestic Segment
Foreign Segment
Money Market
Call Market
T-bill Market
Inter-bank Market
Certificates of Deposit Market
Ready Forward Contracts (Repo) Market
Commercial Paper (CP) Market
Inter-Corporate Deposit Market
Commercial Bill Market
Capital Market
Debt Market
Equity Market
Primary Market
Secondary Market
Forex Market
Spot Market
Derivative Market
Investments
Types of Investments
Characteristics of Investment
Objectives of Investment
Types of Investors
Investment vs Speculation
Investment vs Gambling
Speculation vs Gambling
Hedging
Summary
Concepts
Short Questions
Essay Questions
Chapter 2: Stock Exchanges in India
The Bombay Stock Exchange
The National Stock Exchange
Over the Counter Exchange of India
The Inter-connected Stock Exchange of India
Stock Exchange Members
Functions of Stock Exchange Members
Broker/Dealer
Market Makers
Agency Brokers
Stock Indices
Computation of Index
Secondary Market
Secondary Market Trading
Trading Limits
Value at Risk Margin
Additional Volatillity Margin
Mark to Market Margin
Special Ad hoc Margin
Special Margin
Gross Exposure Margin
Mark to Market Margin
Additional Volatillity Margin
Special Ad hoc Margin (SAM)
Special Margin
Ad hoc Margin
Opportunities Available for Foreign Investors
Investment through Stock Exchanges
Summary
Concepts
Short Questions
Essay Questions
Appendix 1
Appendix II
Appendix III
Appendix IV
Chapter 3: Stock Market Regulation
Securities Exchange Board of India
Powers and Functions of SEBI. Legislation Governing SEBI Functions
Primary Market Regulation
Issue of Shares
Pricing by Companies Issuing Securities
Promoters' Contribution
Other Issue Requirements
Pre-issue Obligations
Contents of the Prospectus
Post-issue Obligations
Regulation on Employee Stock Option Scheme (ESOS)/Employee Stock Purchase Scheme (ESPS)
Issue of Sweat Equity by a Listed Company
Secondary Market Regulations
Insider Trading
Buyback of Shares
Buyback through Tender Offer/Buyback of Odd Lot Specified Securities
Buyback from Open Market
Buyback through Stock Exchange
Buyback through Book Building
Substantial Acquisition of Shares or Voting Rights or Control in a Listed Company
Bail out Takeovers
Regulation for Mutual Funds
Regulations on Derivatives Trading
Summary
Concepts
Short Questions
Essay Questions
Appendix
Case Study
Chapter 4: Services of Intermediaries
Brokers
Sub-broker
Dealing/Trading Member of a Derivative Segment
Investment Management Company
Fund Managers
Merchant Bankers
Issue Managements
Advisory Services
Financial Services
Market Operations
Credit Rating Agencies
Investment Banks
Regulatory Bodies
Auditing Bodies
Stock Depositories
Technology Providers/Internet Providers
Bandwidth Optimisation
Scalability and Robustness of the Trading System
Intergration with Third Party Systems
Broadband
Narrowband
Electronic Communications Networks
e-Customer Relationship Managements
Summary
Concepts
Short Questions
Essay Questions
Appendix
Chapter 5: Investment Opportunities
Investment Avenues
Corporate Securities
Equity Shares
Rights Issue of Equity
Preference Shares
Debentures and Bonds
Depsitory Receipts (GDRs/ADRs)
Warrants
Derivatives
Deposits. Savings Bank Account with Commercial Banks
Bank Fixed Deposits
Company Fixed Deposits
Post Office Deposits and Certificates
Life Insurance Policies
Provident Fund Scheme
Equity Linked Savings Schemes (ELSSs)
Pension Plan
Government and Semi-government Securities
Mutual Fund Schemes
Real Assets
Real Estate
Bullion Investment
Investment Opportunities for Foreign Citizens of Indian Origin
Foreign Direct Investment
Portfolio Investment
Sources of Investment Information
Institutions Floating Financial Securities
Financial Markets
Financial Service Intermediaries
Media
Summary
Concepts
Short Questions
Essay Questions
Appendix I
Appendix II
Chapter 6: Debt Instruments and Their Valuation
Players in the Debt Market
Valuation of Debt Instruments
Running Yield
Simple Yield to Maturity
Redemption Yield
Holding Period Yield
Comparison of Yield Computations
Yields to Call/Put
Yields on Index Linked Bonds
Yield Curves
Ascending Yield Curve
Descending Yield Curve
Risk Management in Bonds
Default Risk
Reinvestment Risk
Purchasing Power Risk
Price Risk
Liquidity Risk
Bond Duration
Convexity
Dispersion
Summary
Concepts
Short Questions
Essay Questions
Problems
Case Study
Chapter 7: Equity Instruments and Their Valuation
Share Valuation
Earnings Valuation
Negative Earnings Due to Cyclical Nature of Industry
Negative Earning Due to Unforeseeable Circumstances
Negative Earning Due to Poor Managements
Persistent Negative Earnings
Negative Earnings Due to Early Growth Stage
Negative Earnings Due to High Leverage Cost
Earnings Forecast
Forecasting Earnings Using Statistical Tools
Forecast of Annual Versus Quarterly results
Revenues Valuation
Cash Flows Valuation. Asset Valuation
Yield Valuation
Member Valuation
Valuation of Private Companies
Summary
Concepts
Short Questions
Essay Questions
Problems
Case Study
Chapter 8: Derivatives and Their Valuation
Understanding Risk
Define Risk Policy
Risk Measurement
Risk Control
Control of Price Risk
Control of Operating Risk
Hedging Instruments
Forward Contracts
Futures Contracts
Forward/Futures Contracts
Options
Trading in the Futures Contract
Daily Margins
Maintenance Margins
Initial Margins
Spread Positions
Concept of Basis in Futures Market
Financial Futures
Stock Index Futures
Interest Rate Futures
Currency Forward
Currency Futures
Example-Financial Futures
Example-Stock Index Futures
Hedge Ratios
Hedge Positions for a Portfolio
Option
Call Option
The Profit/Loss Profile at Expiry
The Profit/Loss Profile Prior to Expiry
Put Options
The Profit/Loss Profile at Expiry
The Profit/Loss Profile Prior to Expiry
Writing Options
Exotic Options
Warrants
Convertible Bonds
Swaps
Equity Swaps
Valuation of Instruments
Pricing Futures
Stock Index Futures Prices
The Black-Scholes Option Pricing Model
Variations on the Basic Black-Scholes Mo
European-style Call Options on Dividend Paying Shares
European-style Call Options on Stock Index
European-style Call Options on Futures
Valuing an European-style Put Option
Computing Volatility
Computing Implied Volatility
Binomial Option Pricing Model
Incorporating Time Value and Dividend Flows
Summary
Concepts
Short Questions
Essay Questions
Problems
Case Study
Chapter 9: Fundamental Analysis I: Economic Analysis
Economic Analysis
Tools for Economic Analysis
Gross Domestic Product
Consumption Spending
Investment Spending. Goverments Expenditure
Export
Consumption in the Process of Import Distribution
Monetary Policy and Liquidity
Inflation
Interest Rates
International Influences
Consumer Sentiment
Fiscal Policy
Long-term Growth Expectations
Technology Effect
Labour Effect
Capital Effect
One Contributing Factors
Influences on Short-term Expectations
Forecasting Models
Structural or Cross-sectional Econometric Models
Time Series Econometric Models
Structural Time Series Models-A Hybrid
Applications of Economic Analysis
Economic Analysis and International Investment
Cross-border Investments
International Comparison of Institutional Investors
Summary
Concepts
Short Questions
Essay Questions
Case Study
Chapter 10: Fundamental Analysis II: Industry Analysis
Standard Industrial Classification (SIC)
Links between the Economy and Industry Sectors
The Stock Market and the Business Cycle
Data Needs for an Industry Analysis
Data Categories
Tools for Industry Analysis
Cross-sectional Industry Performance
Industry Perfomance over Time
Differences in Industry Risk
Prediction about Market Behaviour
Quantitative Industry Analysis
Analysing Employment Data
Data Selection
Estimating the Duration of Analysis
Estimating a Base Year
Quantitative Tools for Analysing Employment Status
Anlysis of Emoluments Data
Total Emoluments by Industry
Emoluments per Employee by Industry
Change in Emolument per Employee by Industry
National Comparison of Average Emolument per Employee
Input-Output Analysis
Industry Earning Data Analysis
Infrastructure Sector
Indian Textile Industry
Spinning Industry
Weaving and Knitting Industry
Indian Fabric Processing Industry
Garment Manufacturing Sector
Steel Industry
Cyclical Industries

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