Alternative Assets
9 chapters
Securities & Markets
Financial Instruments and Markets
Ebooks
Basics of Bonds
12 chapters
Basics of Options
7 chapters
Bond Analysis
10 chapters
Bond Portfolio Benchmarks
6 chapters
CAPM and Multi-factor Models
9 chapters
Commodity Forwards and Futures
8 chapters
Commodity Markets
9 chapters
Cost of Capital
13 chapters
Derivatives Part 1
15 chapters
Derivatives Part 2
25 chapters
Equity Analysis Part 1
3 chapters
Equity Analysis Part 2
14 chapters
Equity Analysis Part 3
11 chapters
Equity Market Organization and Structure
10 chapters
Financial Theory - Video Series
25 chapters
Fixed Income Part 1
17 chapters
Fixed Income Part 2
25 chapters
Forward Markets and Contracts
10 chapters
Futures and Forwards
6 chapters
Futures Markets and Contracts
6 chapters
Hedge Funds
7 chapters
International Trade and Capital Flows
9 chapters
Introduction to Quantitative Finance
6 chapters
Investing in Commodities
6 chapters
Investment Services Industry
7 chapters
Key Financial Instruments
8 chapters
Market Efficiency
7 chapters
Market Organization and Structure
6 chapters
Money Markets
5 chapters
Non-Current Long Term Liabilities
18 chapters
Option Greeks
8 chapters
Option Valuation
6 chapters
Options Strategies
4 chapters
Overview of Equity Securities
9 chapters
Overview of Bond Sectors and Instruments
9 chapters
Portfolio Management
29 chapters
Risks of Investing in Bonds
17 chapters
Swaps
9 chapters
Technical Analysis
5 chapters
The Firm and Market Structures
7 chapters
The Foreign Exchange Market
11 chapters
The Stock Market
10 chapters
Time Value of Money
13 chapters
Articles
September 24, 2024
RAG and its Applications in Finance
July 1, 2023
What is Decentralized Finance (DeFi)
March 10, 2023
Understanding Fungibility: What It Is and How It Works
October 24, 2022
Is The Hypothesised Ethereum Flippening A Step Closer To Happening Due To The Merge?
November 13, 2021 · Chapter
Characteristics of Equity Securities
November 13, 2021 · Chapter
Cost of Equity and Rate of Return
November 12, 2021 · Chapter
What are Depository Receipts
November 12, 2021 · Chapter
Investing in Non-domestic Equity Securities
November 10, 2021 · Chapter
Characteristics of Well-functioning Financial System
November 10, 2021 · Chapter
Classification of Assets in Financial Markets
November 10, 2021 · Chapter
Classification of Financial Markets
November 10, 2021 · Chapter
Financial Intermediaries
November 10, 2021 · Chapter
Functions of Financial System
November 10, 2021 · Chapter
Objectives of Market Regulation
October 22, 2021 · Chapter
Methods of Calculating Weights in WACC
April 12, 2021 · Chapter
Factors Affecting Balance of Payments
April 12, 2021 · Chapter
Gross Domestic Product and Gross National Product
March 26, 2021 · Chapter
Concentration Measures in Economics
March 26, 2021 · Chapter
Monopoly
March 26, 2021 · Chapter
Oligopoly or Oligopolistic Market
March 26, 2021 · Chapter
Supply Curve in Various Market Structures
October 13, 2020 · Chapter
What is Monopolistic Competition
October 13, 2020 · Chapter
What is Perfect Competition?
February 11, 2020
Facts That Influence the Fluctuation of Stocks in the Marijuana Industry
January 9, 2020 · Chapter
Overview of Derivatives with R Tutorial
November 15, 2019
5 Factors That Influence the Stock Market – Explained
November 15, 2019
Advanced Concept of Risk-reward Ratio in Trading
November 12, 2019
IoT Capabilities for the Insurance Industry
October 17, 2019
A Brief Look into Alibaba Stocks
October 15, 2019
The Impact of Brexit on the HR Sector
September 24, 2019
Settlement Price of Futures Contracts
September 12, 2019
Fast and Efficient Crypto Trading With Superorder Automated Trading Terminal
September 4, 2019
How Is Blockchain Disrupting the Forex Trading Market?
July 24, 2019
Buyer's Markets vs. Seller's Markets
July 8, 2019
Is Amazon Arbitrage a Profitable E-Commerce Model?
June 2, 2019
What are the Top Emerging Currencies Pairs in Forex Market?
November 19, 2018
Forex Trading and its Long Term Benefits
October 16, 2018
What’s an ECN Broker and how to Choose One?
August 12, 2018
Diversify your forex trading with exotic currency pairs
May 8, 2018
What is Bond Laddering Strategy for Investment
March 21, 2018
How to Calculate Option-adjusted Spread (OAS) of a Bond
December 4, 2017
What is Interest Rate Risk in the Banking Book (IRRBB)?
October 23, 2017
New Course - Fixed Income Markets
August 17, 2017
New Online Course - Derivatives
August 6, 2017
What Will Greece’s Return Mean for the Financial Markets?
November 10, 2016
Federal Fund Rates
November 4, 2016
What is Real Interest Rate
October 18, 2016
Stocks - Contracts for Difference
October 10, 2016 · Chapter
Pension Expense (both GAAP & IFRS) for the Income Statement
September 29, 2016
All About Bonds, Bond Mutual Funds, and Bond ETFs - Book Review
September 29, 2016
The Handbook of Municipal Bonds
September 29, 2016
The Piotroski Score
September 27, 2016
Bloomberg Visual Guide to Candlestick Charting
September 27, 2016
The Buy Side: A Wall Street Trader’s Tale of Spectacular Excess - Book Review
September 27, 2016
Options, Futures, and Other Derivatives (9th Edition) - Book Review
September 27, 2016
Visual Guide to Chart Patterns - Book Review
January 24, 2016
What the Fed Interest Rate Hike Means for Everyone
March 11, 2015
What is CEF Expense Ratio and how is it calculated?
March 11, 2015
What is a Tear Sheet?
March 10, 2015
How to Get Historical Bond Prices and Yields Data?
December 8, 2014
Why companies issue multiple classes of common stock?
November 17, 2014 · Chapter
Defined Benefit Plans & the Company Balance Sheet
November 13, 2014 · Chapter
Defined Benefits Plans vs. Defined Contribution Plans
November 13, 2014 · Chapter
Disclosures for Capital and Operating Lease
November 13, 2014 · Chapter
Effect of Leases on Financial Statements for Lessors
November 13, 2014 · Chapter
Lessor Accounting for Leases
November 13, 2014 · Chapter
Lessors and Direct Financing Capital Leases
November 13, 2014 · Chapter
Lessors and Sales-Type Capital Leases
November 12, 2014 · Chapter
Bond Amortization, Interest Expense, and Interest Payments
November 12, 2014 · Chapter
Bonds
November 12, 2014 · Chapter
Capital Leases and Operating Leases
November 12, 2014 · Chapter
Derecognition of Debt
November 12, 2014 · Chapter
Effects of Leases on Selected Financial Reporting Items for Lessees
November 12, 2014 · Chapter
Leasing Vs. Purchasing Assets
November 12, 2014 · Chapter
Lessee Accounting
November 12, 2014 · Chapter
Presentation and Disclosures Related to Debt
November 12, 2014 · Chapter
Recognition and Measurement of Bonds
November 12, 2014 · Chapter
Role of Debt Covenants
October 22, 2014
Trading as a Career Option
October 6, 2014
Why Stock Prices Move
October 4, 2014
Understanding Liquidity
May 12, 2014
Convert One Yield to Another
May 12, 2014
Effective Annual Yield for Money Market Instruments
May 12, 2014
Money Market Yield
May 9, 2014
Bank Discount Yield
May 9, 2014
How to Calculate Annualized Returns
May 9, 2014
Conflict Between NPV and IRR (And Problem with IRR)
May 9, 2014
Holding Period Return (Total Return)
May 9, 2014
Holding Period Yield (HPY)
May 9, 2014
Internal Rate of Return
May 9, 2014
Money-weighted Returns
May 9, 2014
Net Present Value
May 9, 2014
Time-weighted Returns
May 9, 2014 · Chapter
Using a Timeline to Solve Time Value of Money Problems
May 9, 2014
Yield Measures for Money Market Instruments
May 8, 2014 · Chapter
Annuities with Different Compounding Frequencies
May 8, 2014 · Chapter
Present Value and Future Value of Uneven Cash Flows
May 6, 2014 · Chapter
Present Value and Future Value of Annuity Due
April 30, 2014
Effective Annual Yield
April 27, 2014 · Chapter
Interest Rates
April 27, 2014 · Chapter
Introduction - Time Value of Money
November 21, 2013
The Pros And Cons Of Structured CDs
October 15, 2013
Call Option Payoff
October 15, 2013
Put Option Payoff
October 14, 2013
American Depositary Receipts (ADRs)
October 14, 2013
Arbitrage-free Valuation Approach for Bonds
October 14, 2013
Calculate the Value of a Coupon Paying Bond
October 14, 2013
Calculate the Value of a Zero-coupon Bond
October 14, 2013 · Chapter
Class A and Class B Common Stock
October 14, 2013 · Chapter
Common Equity Shares - Meaning and Features
October 14, 2013 · Chapter
Convertible Preference Shares
October 14, 2013
Global Depositary Receipts
October 14, 2013 · Chapter
Preference Shares - Meaning, Types and Features
October 14, 2013 · Chapter
Voting Systems: Statutory Voting and Cumulative Voting
August 20, 2013
Overview of Structured Notes
August 20, 2013
What are Corporate Bonds
August 20, 2013
What are Medium-term Notes
July 7, 2013
Interpreting Forward Exchange Rate Quotes
July 3, 2013
Trendline, Support and Resistance Levels
June 30, 2013
What is Tracking Error
June 26, 2013
New Short Courses: Basics of Options and Option Greeks
June 24, 2013 · Chapter
Future Value and Present Value of Ordinary Annuity
June 24, 2013 · Chapter
Future Value of a Single Cash Flow
June 24, 2013 · Chapter
Interest Rate Equation
June 24, 2013 · Chapter
Present Value of a Perpetuity
June 24, 2013 · Chapter
Present Value of a Single Cash Flow
June 24, 2013 · Chapter
Time Value of Money for Different Compounding Frequencies
June 24, 2013
Types of Interest Rates
June 19, 2013
What do Derivative Traders Do?
April 26, 2013 · Chapter
Corporate Debt Securities and Rights of Bondholders
April 23, 2013 · Chapter
Cross Hedging Commodities
April 22, 2013 · Chapter
Define and Compute a Commodity Spread
April 22, 2013 · Chapter
Overview of Municipal Bonds
April 17, 2013 · Chapter
Collateralized Mortgage Obligations (CMOs)
April 12, 2013 · Chapter
Collateralized Mortgage Obligations and Prepayment Risk
April 12, 2013 · Chapter
Mortgage Pass-through Securities
April 12, 2013
What are Bitcoins?
April 9, 2013 · Chapter
Equilibrium Formula for Pricing Commodity Forwards
April 9, 2013 · Chapter
Federal Agency Securities
April 9, 2013 · Chapter
Overview of U.S. Treasury Securities
April 9, 2013 · Chapter
Strip Hedge and Stack Hedge in Commodities Market
April 5, 2013 · Chapter
Credit Risk and Rating of Sovereign Debt
April 5, 2013 · Chapter
Event Risk and Sovereign Risk in Bonds
April 5, 2013 · Chapter
Types of Bond Markets
April 4, 2013 · Chapter
Exchange Rate Risk in Bonds
April 4, 2013 · Chapter
Inflation Risk in Bonds
April 4, 2013 · Chapter
Volatility Risk in Bonds with Embedded Options
April 3, 2013 · Chapter
Carry Markets and Forward Prices
April 3, 2013 · Chapter
Credit Risk in Bonds
April 3, 2013 · Chapter
Liquidity Risk in Bonds
April 3, 2013 · Chapter
Reinvestment Risk in Bonds
April 2, 2013 · Chapter
Basic Commodity Terminology
April 2, 2013 · Chapter
Basis Risk in Commodities Hedging
April 2, 2013 · Chapter
Factors Affecting Commodity Market Prices
March 22, 2013 · Chapter
Bond Duration and Convexity Simplified – Part 2 of 2
March 22, 2013 · Chapter
Call and Prepayment Risk
March 22, 2013 · Chapter
Yield Curve Risk
March 21, 2013 · Chapter
Bond Duration and Convexity Simplified – Part 1 of 2
March 21, 2013 · Chapter
Impact of Yield Level on Bond’s Price Sensitivity
March 21, 2013 · Chapter
Interest Rate Risk of Floating-rate Bonds
March 21, 2013 · Chapter
Price of a Callable Bond
March 20, 2013 · Chapter
Bond Features Affecting Interest Rate Risk
March 20, 2013 · Chapter
Understanding Inverse Price/Yield Relationship in Bonds
March 19, 2013 · Chapter
Key Risks Associated with Investing in Bonds
March 14, 2013 · Chapter
Types of Commodity Investment Strategies
March 13, 2013 · Chapter
Why Commodity Index Strategies are Active Investments
March 12, 2013 · Chapter
Contango and Backwardation in Commodity Markets
March 12, 2013
Exchange-Traded Funds, Market Structure and the Flash Crash
March 12, 2013 · Chapter
How Commodity Investments Can Help a Portfolio
March 12, 2013
Sensitivity Analysis (Duration and Convexity)
March 7, 2013
Case Study: Trading Scandal at Kidder Peabody
March 5, 2013
Securitisation of Subprime Mortgage Credit
March 4, 2013
Price Yield Relationship for Bonds
March 4, 2013
Sensitivity Measures for Fixed Income Investments
February 28, 2013 · Chapter
An Overview of Behavioral Finance
February 28, 2013
Measuring Interest Rate Risk: Full Valuation Approach
February 27, 2013 · Chapter
How to Value a Bond Using Forward Rates
February 26, 2013 · Chapter
How to Calculate Forward Rates from Spot Rates?
February 26, 2013 · Chapter
What are Forward Rates?
February 25, 2013 · Chapter
Nominal Spread
February 25, 2013 · Chapter
Option-adjusted Spreads (OAS)
February 25, 2013 · Chapter
Z-Spread: Definition and Calculation
February 21, 2013 · Chapter
Bootstrapping Spot Rate Curve (Zero Curve)
February 21, 2013 · Chapter
How to Price a Bond Using Spot Rates (Zero Curve)
February 21, 2013
Margin Requirements for Non-centrally Cleared Derivatives - Updated
February 20, 2013 · Chapter
Calculate Bond-Equivalent Yield of Annual-Pay Bonds
February 20, 2013 · Chapter
Cash Flow Yield
February 20, 2013 · Chapter
Factors Affecting Reinvestment Risk
February 20, 2013 · Chapter
How to Calculate Yield to Call of a Bond
February 20, 2013 · Chapter
YTM and Reinvestment Risk
February 19, 2013 · Chapter
Bond Equivalent Yield Convention
February 19, 2013 · Chapter
How to Calculate Current Yield
February 19, 2013 · Chapter
How to Calculate Yield to Maturity
February 19, 2013 · Chapter
Yield to Maturity (YTM) Approximation Formula
February 13, 2013 · Chapter
Sources of Return from Investing in a Bond
February 10, 2013
Role of a Sell Side Trader
February 7, 2013
Calculate Risk-adjusted Returns Using Beta
February 6, 2013
Structured Nonagency IO Tranches
February 3, 2013
30e/360 Day Count Convention (Eurobond Basis)
January 27, 2013
Interest-only Stripped Mortgage-backed Security
January 24, 2013
Off-market Forward Contracts
January 20, 2013 · Chapter
Pricing Anomalies: Calendar, Momentum and Overreaction Anomalies
January 20, 2013 · Chapter
Pricing Anomalies: Cross Sectional Anomalies
January 18, 2013 · Chapter
Types of Efficient Markets
January 17, 2013 · Chapter
Market Efficiency: Influencers
January 16, 2013 · Chapter
Equity Swap Example
January 16, 2013 · Chapter
Important Notations in Options Formulas
January 16, 2013 · Chapter
Swap Termination
January 15, 2013 · Chapter
Option Greeks
January 13, 2013
Futures - Mechanics of Interest Rate Trading
January 12, 2013 · Chapter
How Interest Rates and Volatility Affect Option Prices?
January 11, 2013 · Chapter
Put Call Parity and Arbitrage Opportunity
January 11, 2013 · Chapter
Should American Options be Exercised Early?
January 9, 2013 · Chapter
An Overview of Efficient Markets
January 8, 2013
Introduction to Futures Markets
January 8, 2013 · Chapter
Overview of Equity Options - Video
January 2, 2013
Financial Intermediaries and Investor Positions in Equity Markets
December 27, 2012 · Chapter
Call Market Vs. Continuous Trading Market
December 27, 2012
Quote-driven Dealers Market
December 27, 2012 · Chapter
Rights Issue of Shares
December 27, 2012 · Chapter
Trade Execution Systems
December 26, 2012 · Chapter
How to Buy a DRIP Stock?
December 24, 2012 · Chapter
What is Private Placement of Shares?
December 24, 2012 · Chapter
What is Shelf Registration?
December 23, 2012 · Chapter
What is a Seasoned Security?
December 21, 2012 · Chapter
Understanding Initial Public Offering with an Example
December 21, 2012
Why Do Firms Issue Bonds Abroad?
December 20, 2012 · Chapter
What is Initial Public Offering (IPO)?
December 14, 2012 · Chapter
Lecture 21 - Exchanges, Brokers, Dealers, Clearinghouses
December 14, 2012
Pricing of Illiquid Instruments and Transactions
December 14, 2012
Pricing of Liquid Instruments and Transactions
December 14, 2012
Using Pricing Models for Financial Products
December 13, 2012 · Chapter
Lecture 18 - Monetary Policy
December 13, 2012 · Chapter
Lecture 19 - Overview of Investment Banking
December 13, 2012 · Chapter
Lecture 20 - Professional Money Managers and Their Influence
December 11, 2012 · Chapter
Lecture 12 - Misbehavior, Crises, Regulation and Self Regulation
December 11, 2012 · Chapter
Lecture 13 - Overview of Banks
December 11, 2012 · Chapter
Lecture 14 - A Brief History of AIG with Maurice "Hank" Greenberg
December 11, 2012 · Chapter
Lecture 15 - Forward and Futures Markets
December 11, 2012 · Chapter
Lecture 16 - Banking and Regulations in China with Laura Cha
December 11, 2012 · Chapter
Lecture 17 - Options Markets
December 10, 2012 · Chapter
Lecture 10 - Real Estate Finance
December 10, 2012 · Chapter
Lecture 11 - Behavioral Finance
December 10, 2012 · Chapter
Lecture 9 - Corporate Stocks
December 6, 2012 · Chapter
Barron's Criticism, Determinants of Investment Return
December 6, 2012 · Chapter
Lecture 7 - Efficient Markets
December 6, 2012 · Chapter
Lecture 8 - Theory of Debt, Its Proper Role, Leverage Cycles
December 4, 2012 · Chapter
Financial Markets: Course Introduction
December 4, 2012 · Chapter
Insurance, the Archetypal Risk Management Institution
December 4, 2012 · Chapter
Portfolio Diversification and Supporting Financial Institutions
December 4, 2012 · Chapter
Risk and Financial Crises
December 2, 2012 · Chapter
Long and Short Positions in Financial Assets
November 9, 2012
Security Analysis: Important Lessons about Earnings Per Share
November 8, 2012
Security Analysis: Financial Strength and Capital Structure
November 7, 2012
Security Analysis: Four Ways to Evaluate the Quality of Management
November 4, 2012
Stock Analysis: Long-term Prospects – Good Signs
November 2, 2012
Stock Analysis: Factors Affecting the Capitalization Rate
November 2, 2012
Stock Analysis: Long-term Prospects – Red Flags
October 29, 2012
A Guide to the Federal Reserve
October 11, 2012 · Chapter
Investing in Commodities - Video
October 5, 2012
What is Information Ratio?
September 28, 2012
Factors that Influence Foreign Exchange Rates
September 27, 2012
How to Calculate Foreign Exchange Gain and Loss
September 27, 2012
How to Get Historical Exchange Rates?
September 27, 2012
How to Interpret Foreign Exchange Rates?
September 20, 2012
Regulatory Capital Vs. Economic Capital
September 17, 2012
Making Sense of Analyst Stock Recommendations
September 14, 2012
Asset-Backed Securities (Installment Loans)
September 14, 2012
Revolving Credit Card Receivables Securitization
September 12, 2012 · Chapter
Eurodollar Certificates of Deposit (CD)
September 4, 2012
Contango From Trader Perspective
September 4, 2012
Motivation for the Futures Exchange
September 3, 2012 · Chapter
Brady Bonds
August 29, 2012
Characteristics of Successful Options Traders
August 29, 2012 · Chapter
US Treasury Bills, Notes and Bonds
August 28, 2012 · Chapter
Treasury Inflation-Indexed Securities
August 27, 2012
Reading the Actual Option Quotes
August 26, 2012 · Chapter
Federal Funds
August 26, 2012 · Chapter
Federal Funds: Pricing and Risks
August 26, 2012 · Chapter
US Treasury STRIPS
August 26, 2012 · Chapter
US Treasury STRIPS: Pricing and Risks
August 21, 2012 · Chapter
Extreme Value Theory
August 20, 2012 · Chapter
Arithmetic Vs. Geometric Stock Returns
August 20, 2012 · Chapter
How to Scale Autocorrelated Returns?
August 19, 2012 · Chapter
What is the Square Root Rule?
August 19, 2012 · Chapter
What is Volatility?
August 19, 2012 · Chapter
Why Use Lognormal Returns in Finance (Stock Prices)?
August 15, 2012
Compute Bond Price with Zero (Spot) Rate Curve Using TI BAII+
August 10, 2012
Calculate Price of a Bond Using Texas Instruments BA II+ Calculator
August 10, 2012
How to Compute Bond Yield (YTM) Using Texas Instruments BA II+
August 8, 2012
The Global Derivatives Study: Group of Thirty Best Practices
July 28, 2012
From PhD in Mathematics to Stock Trading Floors
July 27, 2012
How to Arbitrage Volatility
July 22, 2012
Interview for Head Derivatives Trader
July 16, 2012 · Chapter
Impact of Exercise Price and Time to Expiry on Option Prices
July 16, 2012 · Chapter
Minimum and Maximum Value of European/American Options
July 15, 2012 · Chapter
Characteristics of Different Types of Futures Contracts
July 13, 2012 · Chapter
Characteristics of Futures Contracts
July 13, 2012 · Chapter
Forward Rate Agreements and Calculating FRA Payments
July 13, 2012 · Chapter
How Currency Forward Contracts Work?
July 13, 2012 · Chapter
How Futures Contracts are Terminated/Settled?
July 13, 2012 · Chapter
Margin Requirements in Futures Contracts
July 13, 2012 · Chapter
Price Limits in Futures Contracts
July 13, 2012 · Chapter
Role of Margin Money in Futures Trading
July 11, 2012 · Chapter
Forward Contracts on Zero-coupon and Coupon Bonds
July 11, 2012 · Chapter
How are LIBOR and EURIBOR Calculated?
July 11, 2012 · Chapter
How Equity Forward Contracts Work?
July 10, 2012 · Chapter
End-user Vs. Dealers in a Forward Contract
July 10, 2012 · Chapter
Forward Contract Termination Prior to Expiry
July 10, 2012
Margin Requirements for Non-centrally Cleared Derivatives
July 9, 2012 · Chapter
Forward Contracts – Settlement/Default Risk (T-bill Example)
July 9, 2012 · Chapter
How is a Forward Contract Settled?
July 8, 2012 · Chapter
Introduction to Forward Contracts
July 4, 2012
Intraday Day Liquidity Management
July 2, 2012
How High-frequency Trading Works?
July 2, 2012
The LIBOR Scandal
June 13, 2012 · Chapter
Technology and Invention in Finance
May 18, 2012 · Chapter
Biases in Hedge Funds Performance Data and Risk Measures
May 18, 2012 · Chapter
Hedge Fund Indexes
May 16, 2012 · Chapter
Funds of Hedge Funds
May 16, 2012 · Chapter
Leverage and Unique Risks of Hedge Funds
May 16, 2012 · Chapter
Types of Hedge Funds
May 14, 2012 · Chapter
Role of International Organizations (IMF, World Bank, and WTO)
May 14, 2012 · Chapter
Types of Market Structures
May 13, 2012 · Chapter
Balance of Payments Accounts
May 13, 2012 · Chapter
Ricardian and Heckscher-Ohlin Models of International Trade
May 13, 2012 · Chapter
Trade and Capital Restrictions
May 13, 2012 · Chapter
Trading Blocs, Common Markets, and Economic Unions
May 11, 2012 · Chapter
Benefits and Costs of International Trade
May 11, 2012 · Chapter
Comparative Advantage Vs. Absolute Advantage
April 30, 2012 · Chapter
Early Warning Indicators: AIB Currency Trading Losses
April 30, 2012 · Chapter
Recommendations for Improving Control Environment at AIB/Allfirst
April 29, 2012 · Chapter
AIB: Discovery of Fraud, and Magnitude of Losses
April 29, 2012 · Chapter
Control Deficiencies at Allfirst Treasury That Led to Fraud
April 27, 2012 · Chapter
AIB Currency Losses: John Rusnak's Role and the Fraud
April 27, 2012 · Chapter
AIB/Allfirst Structure, Treasury and Forex Trading
April 19, 2012 · Chapter
Market Efficiency and Its Three Forms
April 19, 2012 · Chapter
Portfolio Management Process
April 19, 2012 · Chapter
The Investor Policy Statement
April 18, 2012 · Chapter
Equity: Types of Orders
April 18, 2012 · Chapter
ICAPM vs. Domestic CAPM
April 18, 2012 · Chapter
Impacts of Market Segmentation on ICAPM
April 18, 2012 · Chapter
Justifying Active Portfolio Management
April 18, 2012 · Chapter
Margin Trading - Purchasing Stocks on Margin
April 18, 2012 · Chapter
Moving Exchange Rates and Equity Markets
April 18, 2012 · Chapter
The J-Curve – Impact of Exchange Rate Changes on National Economies
April 18, 2012 · Chapter
The Treynor-Black Model
April 17, 2012 · Chapter
Changes in Real Exchange Rates
April 17, 2012 · Chapter
Company Stock Value Responses to Changes in Real Exchange Rates
April 17, 2012 · Chapter
Domestic CAPM and Extended CAPM
April 17, 2012 · Chapter
International Capital Market Integration
April 17, 2012 · Chapter
International CAPM (ICAPM) - Beyond Extended CAPM
April 17, 2012 · Chapter
Markowitz, MPT, and Market Efficiency
April 17, 2012 · Chapter
Measuring Currency Exposure
April 16, 2012 · Chapter
Adding an Asset to a Portfolio – Improving the Minimum Variance Frontier
April 16, 2012 · Chapter
Adjusted and Unadjusted Beta
April 16, 2012 · Chapter
Arbitrage Portfolio Theory (APT) – A Multifactor Macroeconomic Model
April 16, 2012 · Chapter
Multifactor Models
April 16, 2012 · Chapter
Risk Factors and Tracking Portfolios
April 16, 2012 · Chapter
The Market Model for a Security’s Returns
April 15, 2012 · Chapter
CAPM & the SML
April 15, 2012 · Chapter
CFA Level 2: Portfolio Management – Introduction
April 15, 2012 · Chapter
Diversification Benefits
April 15, 2012 · Chapter
Expected Return and Variance for a Two Asset Portfolio
April 15, 2012 · Chapter
Mean-Variance Analysis Assumptions
April 15, 2012 · Chapter
The Capital Allocation Line – Introducing the Risk-free Asset
April 15, 2012 · Chapter
The Capital Market Line
April 15, 2012 · Chapter
The Minimum Variance Frontier & Efficient Frontier
April 13, 2012 · Chapter
Credit Default Swaps (CDS)
April 13, 2012 · Chapter
Credit Derivative Trading Strategies
April 13, 2012 · Chapter
Interest Rate Derivatives - Caps and Floors
April 13, 2012 · Chapter
Pricing and Valuing Equity Swaps
April 13, 2012 · Chapter
Swap Credit Risk and Swap Spread
April 13, 2012 · Chapter
Swaps as Theoretical Equivalents of Other Derivatives
April 13, 2012 · Chapter
Swaptions and their Valuation
April 12, 2012 · Chapter
Currency Swaps
April 12, 2012 · Chapter
Equity Swaps
April 12, 2012 · Chapter
Estimating Volatility for Option Pricing
April 12, 2012 · Chapter
Introduction to Swaps
April 12, 2012 · Chapter
Plain Vanilla Interest Rate Swap
April 12, 2012 · Chapter
Pricing and Valuing a Plain Vanilla Interest Rate Swap
April 12, 2012 · Chapter
Pricing and Valuing Currency Swaps
April 12, 2012 · Chapter
Put-Call Parity for Options on Forwards
April 12, 2012 · Chapter
Swap Pricing vs. Swap Valuing
April 11, 2012 · Chapter
Binomial Interest Rate Options Pricing
April 11, 2012 · Chapter
Black-Scholes-Merton (BSM) Option Pricing Model
April 11, 2012 · Chapter
Black-Scholes-Merton Model and the Greeks
April 11, 2012 · Chapter
Call Option Price Formula
April 11, 2012 · Chapter
CFA Level 2: Derivatives Part 2 – Introduction
April 11, 2012 · Chapter
Dynamic Delta Hedging & Gamma Related Issues
April 11, 2012 · Chapter
Eurodollar Futures
April 11, 2012 · Chapter
Introduction to Options
April 11, 2012 · Chapter
One Period Binomial Option Pricing Model
April 11, 2012 · Chapter
Synthetic Options and Rationale
April 10, 2012 · Chapter
Contago and Backwardation
April 10, 2012 · Chapter
Futures: Convergence of Spot and Futures Prices at Expiration
April 10, 2012 · Chapter
Futures Prices vs. Forward Prices
April 10, 2012 · Chapter
Introduction to Futures Contracts
April 10, 2012 · Chapter
Pricing Currency Futures
April 10, 2012 · Chapter
Pricing Interest Rate/Treasury Bond Futures
April 10, 2012 · Chapter
Pricing Stock Index Futures
April 9, 2012 · Chapter
CFA Level 2: Derivatives Part 1 – Introduction
April 9, 2012 · Chapter
Choosing an Appropriate Spread for ABS/MBS
April 9, 2012 · Chapter
Credit Risk and Forward Contracts
April 9, 2012 · Chapter
Currency Forward Contracts
April 9, 2012 · Chapter
Duration and Convexity for ABS/MBS
April 9, 2012 · Chapter
Equity Forward Contracts
April 9, 2012 · Chapter
Fixed Income Forward Contracts
April 9, 2012 · Chapter
Forward Rate Agreements (FRA)
April 9, 2012 · Chapter
Monte Carlo Simulation for ABS/MBS
April 9, 2012 · Chapter
What are Forward Contracts?
April 8, 2012 · Chapter
Auto Loans Backed Securities
April 8, 2012 · Chapter
Cash Flow Yield, Nominal Spread, and Zero Volatility Spread for ABS/MBS
April 8, 2012 · Chapter
Collateralized Debt Obligations (CDOs) and Synthetic CDOs
April 8, 2012 · Chapter
Credit Card Receivable Backed Securities
April 8, 2012 · Chapter
Home Equity Loans (HEL) Backed Securities
April 8, 2012 · Chapter
Manufactured Housing Backed Loans
April 8, 2012 · Chapter
Pay-through Structures: Prepayment Tranching vs. Credit Tranching
April 8, 2012 · Chapter
SBA Loan Backed Securities
April 8, 2012 · Chapter
Student Loan Backed Securities (SLABS)
April 6, 2012 · Chapter
Amortizing Loans vs. Non-Amortizing Loans
April 6, 2012 · Chapter
Internal and External Credit Enhancements
April 6, 2012 · Chapter
Overview of Asset Backed Securities (ABS)
April 5, 2012 · Chapter
Cash Flows and Prepayment Risk
April 5, 2012 · Chapter
CMBS: Structure and Call Protection
April 5, 2012 · Chapter
Collateralized Mortgage Obligations (CMO) and CMO Tranches
April 5, 2012 · Chapter
PSA Prepayment Benchmark
April 5, 2012 · Chapter
Residential Non-Agency MBS
April 5, 2012 · Chapter
Single Monthly Mortality (SMM) & Conditional Prepayment Rate (CPR)
April 5, 2012 · Chapter
Stripped MBS – Interest Only (IO) and Principal Only (PO)
April 4, 2012 · Chapter
Benchmark Yield Spreads
April 4, 2012 · Chapter
CFA Level 2: Fixed Income Part 2 – Introduction
April 4, 2012 · Chapter
Factors Driving Treasury Investment Returns and Bond Price Risk
April 4, 2012 · Chapter
How to Calculate Interest Rate Volatility?
April 4, 2012 · Chapter
How to Price Convertible Bonds?
April 4, 2012 · Chapter
Key Rate Duration
April 4, 2012 · Chapter
LIBOR Swap Rate Curve
April 4, 2012 · Chapter
Mortgage Cash Flow Characteristics
April 4, 2012 · Chapter
Mortgage Pass-through Securities: Characteristics and Risks
April 4, 2012 · Chapter
Parallel and Non-parallel Shifts in Yield Curve
April 4, 2012 · Chapter
Theories of the Term Structure of Interest Rates
April 4, 2012 · Chapter
Three Shapes of the Yield Curve
April 4, 2012 · Chapter
Valuing an Option Embedded Bond using Binomial Interest Rate Tree
April 4, 2012 · Chapter
Yield Curve Construction with Treasuries
April 3, 2012 · Chapter
Analyzing Credit of Asset Backed Securities
April 3, 2012 · Chapter
Analyzing Credit of Municipal Bonds
April 3, 2012 · Chapter
Sovereign Debt
April 2, 2012 · Chapter
About Hedge Funds: What You Need to Know
April 2, 2012 · Chapter
CFA Level 2: Fixed Income Part 1 – Introduction
April 2, 2012 · Chapter
Gross Income Multiplier (GIM) for Real Estate Comps
April 2, 2012 · Chapter
High Yield Corporate Debt (aka Junk bonds)
April 2, 2012 · Chapter
Income Property Valuation Using Capitalization Rate
April 2, 2012 · Chapter
Principles of Credit Analysis
April 2, 2012 · Chapter
Private Equity Fund Structures
April 2, 2012 · Chapter
Private Equity: Venture Capital, Leveraged Buyouts and Exit Strategies
April 2, 2012 · Chapter
Venture Capital and Leveraged Buyout Valuation
March 30, 2012 · Chapter
CFA Level 2: Alternative Assets – Introduction
March 30, 2012 · Chapter
Real Estate: Types of Properties
March 30, 2012 · Chapter
Real Estate Valuation: NPV & IRR Analysis
March 28, 2012 · Chapter
Cash Flows: Dividends vs. Free Cash Flows vs. Residual Income
March 28, 2012 · Chapter
Cost of Capital in Emerging Markets
March 28, 2012 · Chapter
Dividend Discount Model (DDM)
March 28, 2012 · Chapter
Financial Projections in Emerging Markets
March 28, 2012 · Chapter
GGM, Leading P/E Ratio, and Trailing P/E Ratio
March 28, 2012 · Chapter
Gordon Growth Model (GGM)
March 28, 2012 · Chapter
H-Model for Valuing Growth
March 28, 2012 · Chapter
Multi-Stage Dividend Discount Models
March 28, 2012 · Chapter
Present Value of Growth Opportunities (PVGO)
March 28, 2012 · Chapter
Supply and Demand Analysis
March 28, 2012 · Chapter
Sustainable Growth Rate
March 27, 2012 · Chapter
Equity Analysis Part 2 - Introduction
March 27, 2012
How to Become a Derivatives Trader?
March 27, 2012 · Chapter
Industry Analysis
March 27, 2012 · Chapter
Porter’s Five Competitive Forces
March 2, 2012 · Chapter
Flotation Costs and WACC
March 2, 2012 · Chapter
Marginal Cost of Capital (MCC) Schedule
March 1, 2012 · Chapter
Calculating Beta Using Market Model Regression (Slope)
March 1, 2012 · Chapter
Calculating Beta Using Pure Play Method
March 1, 2012 · Chapter
Estimating the Country Risk (Country Equity Premium)
February 29, 2012 · Chapter
Estimating the Cost of Common Stock
February 28, 2012 · Chapter
Estimating the Cost of Preferred Stock
February 28, 2012 · Chapter
Issues in Estimating Cost of Debt
February 27, 2012 · Chapter
Calculating Cost of Debt: YTM and Debt-Rating Approach
February 26, 2012 · Chapter
Applications of Cost of Capital
February 15, 2012 · Chapter
Weighted Average Cost of Capital (WACC) - Practical Example and Issues
February 14, 2012 · Chapter
Weighted Average Cost of Capital (WACC)
February 12, 2012
What is Asset-backed Commercial Paper (ABCP)?
February 1, 2012 · Chapter
Put Call Parity in Options
January 30, 2012
Case Study: Amaranth Derivatives Losses
January 20, 2012
The Mechanics of Carry Trade
January 18, 2012 · Chapter
Sources of Return from Commodity Investments
January 9, 2012
Trading Futures Contracts: How Does it Work?
January 9, 2012 · Chapter
Settlement of Futures Contracts
January 4, 2012
Investing in Oil: A Risky Yet Lucrative Market
January 4, 2012
Moneyness of an Option
December 28, 2011
What is an ETF or Exchange Traded Fund
December 22, 2011 · Chapter
Leverage Cycle and the Subprime Mortgage Crisis
December 22, 2011 · Chapter
Risk, Return, and Social Security
December 22, 2011 · Chapter
Shadow Banking: Parallel and Growing?
December 22, 2011 · Chapter
The Mutual Fund Theorem and Covariance Pricing Theorems
December 20, 2011 · Chapter
Dynamic Hedging
December 20, 2011 · Chapter
Dynamic Hedging and Average Life
December 20, 2011 · Chapter
Risk Aversion and CAPM
December 19, 2011 · Chapter
Backward Induction and Optimal Stopping Times
December 19, 2011 · Chapter
Callable Bonds and the Mortgage Prepayment Option
December 19, 2011 · Chapter
Modeling Mortgage Prepayments and Valuing Mortgages
December 19, 2011 · Chapter
Uncertainty and the Rational Expectations Hypothesis
December 15, 2011 · Chapter
Overlapping Generations Models of the Economy
December 15, 2011 · Chapter
Quantifying Uncertainty and Risk
December 15, 2011 · Chapter
Will the Stock Market Decline when the Baby Boomers Retire?
December 11, 2011 · Chapter
Dynamic Present Value
December 11, 2011 · Chapter
Financial Implications of US Social Security System
December 10, 2011 · Chapter
How a Long-Lived Institution Figures an Annual Budget Yield
December 10, 2011 · Chapter
Irving Fisher's Impatience Theory of Interest
December 10, 2011 · Chapter
Shakespeare's Merchant of Venice and Collateral, Present Value and the Vocabulary of Finance
December 10, 2011 · Chapter
Yield Curve Arbitrage
December 8, 2011 · Chapter
Efficiency, Assets, and Time
December 8, 2011 · Chapter
Present Value Prices and the Real Rate of Interest
December 7, 2011 · Chapter
Computing Equilibrium
December 7, 2011 · Chapter
Utilities, Endowments, and Equilibrium
December 4, 2011 · Chapter
Why Finance?
December 1, 2011 · Chapter
Continuation Chart Patterns: Rectangles
December 1, 2011 · Chapter
Reversal Chart Patterns: Rising and Falling Wedge
November 30, 2011 · Chapter
Reversal Chart Patterns: Double Tops and Bottoms
November 29, 2011 · Chapter
Chart Patterns in Technical Analysis
November 29, 2011 · Chapter
Reversal Chart Patterns: Head and Shoulders
November 27, 2011
Dim Sum Bonds
November 27, 2011
What is Relative Strength Index – RSI?
October 29, 2011
Pay-As-You-Go Credit Default Swaps (PAUG CDS)
October 29, 2011
Structured Finance Security (ABS / MBS) Credit Default Swaps
October 28, 2011
Credit Default Swaps
October 28, 2011
Credit Derivatives: Actual Default Vs. Technical Default
October 28, 2011
Funded and Unfunded Credit Derivatives
October 28, 2011
How Banks and Portfolio Managers Use Credit Derivatives?
October 28, 2011
Physical Settlement vs. Cash Settlement in Credit Default Swaps
October 28, 2011
Types of Credit Events in a Standard ISDA Credit Derivatives Document
October 20, 2011
Meltdown – After the Fall (Part 4/4)
October 20, 2011
Total Return Swaps
October 20, 2011
What are Credit Derivatives?
October 20, 2011 · Chapter
What are Volatility Swaps?
October 14, 2011 · Chapter
What are Basis Swaps?
October 14, 2011 · Chapter
What are Foreign Currency Swaps?
October 10, 2011 · Chapter
Basis Point Value (BPV / DV01)
October 10, 2011 · Chapter
Current Yield of a Bond
October 10, 2011 · Chapter
“Pull to Par” of Bond Prices
October 10, 2011 · Chapter
Quick Approximation of Price Value of a Basis Point (PVBP)
September 29, 2011
Calculate Clean and Dirty Price of a Bond
September 29, 2011
Day Count Conventions
September 28, 2011 · Chapter
How to Read Bond Quotes?
September 27, 2011 · Chapter
Floating Rate Notes
September 27, 2011 · Chapter
How to Read Bond Tables?
September 27, 2011 · Chapter
Inflation-Indexed Bonds
September 27, 2011 · Chapter
Treasury STRIPS
September 26, 2011 · Chapter
Accrued Interest, Clean Price, and Dirty Price
September 26, 2011 · Chapter
Bid-Ask Spread of Bonds
September 26, 2011 · Chapter
Bond Spreads
September 26, 2011 · Chapter
General Characteristics of Bonds
September 26, 2011 · Chapter
Impact of Liquidity on Bond Spreads
September 25, 2011
Omega Index
September 22, 2011 · Chapter
Backwardation and Contango
September 22, 2011
Open Market Operations
September 22, 2011 · Chapter
Price-Yield Relationship
September 22, 2011
Understanding Yield Curve
September 22, 2011 · Chapter
What is Backwardation?
September 22, 2011 · Chapter
What is Contango?
September 21, 2011 · Chapter
Arbitrage Pricing Theory (APT)
September 21, 2011 · Chapter
Are Hedge Funds Good or Bad?
September 21, 2011 · Chapter
Jensen’s Alpha
September 21, 2011 · Chapter
Single Index Model
September 21, 2011 · Chapter
Structure of Hedge Funds and the Fees
September 21, 2011 · Chapter
Systematic and Specific Risk
September 21, 2011
Yield to Maturity (YTM) of a Bond
September 19, 2011
A Derivatives Trader is like a Blackjack Player
September 18, 2011 · Chapter
Common Options Embedded in a Bond Issue
September 18, 2011 · Chapter
Sharpe Ratio as Performance Benchmark
September 17, 2011 · Chapter
Sharpe Ratio for Measuring Return on Risk
September 16, 2011 · Chapter
Securities Market Line (SML)
September 16, 2011 · Chapter
The Capital Asset Pricing Model
September 5, 2011
Immunization Against Non-parallel Shifts
September 5, 2011
Is Your Option Overpriced or Underpriced?
September 2, 2011
Do Day Traders Really Make Money?
September 2, 2011
What is Price Discovery?
September 1, 2011
What is the Directive MiFID?
August 14, 2011
Profit in a Put Option
August 12, 2011
CDS Spreads and the Impact of Spread Widening
August 11, 2011 · Chapter
How to Calculate Stock Beta in Excel
August 9, 2011 · Chapter
Calculating Price and Yield of a Bond Using Zero Curve
August 7, 2011
Sovereign Debt Ratings
July 31, 2011 · Chapter
Active Fund Management - By Larger Risks
July 31, 2011 · Chapter
Enhanced Indexing Strategy - Primary Risks
July 31, 2011 · Chapter
Enhanced Indexing Strategy - Small Risks
July 31, 2011 · Chapter
Full Blown Active Management
June 24, 2011
Understanding Initial Public Offering (IPO)
June 21, 2011 · Chapter
Classification of Bond Indexing Strategies
June 21, 2011 · Chapter
Pure Bond Indexing Strategy
June 15, 2011
Storage, Convenience Yield, and Commodity Prices
June 13, 2011
Basics of Bond Funds
June 13, 2011
Loan-only Credit Default Swaps
June 13, 2011
Types of Bond Funds
June 12, 2011 · Chapter
Regulation of Commodity Markets
June 10, 2011 · Chapter
Commodity Markets: Price Discovery, Price Risk Management and Regulation
June 10, 2011 · Chapter
Types of Markets for Commodity Trading
June 5, 2011 · Chapter
Commodity Markets - Types of Commodities
Typically, there are different types of commodities which are popularly acceptable as tradable with a time value across the global markets.
June 5, 2011 · Chapter
Commodity Traders and Future Value
The traders in commodity markets for different commodities are of two types.
June 5, 2011 · Chapter
Defining Commodities
Commodities are typically the products which are extracted out of natural resources in short supply on earth.
June 5, 2011
Defining Stock Warrants
Warrants are a good alternative investment vehicle for investors. Investors can make it a part of their investment portfolio to allow the leverage of having diversity in their portfolio.
June 5, 2011
Investing in Warrants
Learn about how warrants are valued, why invest in warrants, and the risk and reward profile of warrants.
June 5, 2011
Types of Stock Warrants
Warrants and call warrants are subdivided into two classes based on their style to exercise such a right for conversion to equity shares. – either American or European.
May 23, 2011 · Chapter
Modified Duration of a Bond
Modified duration indicates the percentage change in the price of a bond for a given change in yield. It is a more adjusted measure of Macaulay duration that produces a more accurate estimate of bond price sensitivity.
May 22, 2011 · Chapter
Calculating the Macaulay Duration Using Excel
This video takes a simple example and demonstrates how the duration of the bond is calculated using excel.
May 22, 2011 · Chapter
Duration of a Bond - Video
This video provides an introduction to the bond concept and the steps involved in calculating it.
May 22, 2011 · Chapter
Properties of Duration
Now that we understand what duration is, and how it is calculated, let’s take a look at some of the important properties of duration.
May 21, 2011 · Chapter
What is Macaulay Duration?
The duration of a fixed income instrument is a weighted average of the times that payments (cash flows) are made. The weighting coefficients are the present value of the individual cash flows.
April 9, 2011
How the Financial System Works?
This is an easy to understand video of how the financial system works.
December 3, 2010
Black-Scholes Option Pricing Model
December 1, 2010
Understanding Economic Capital
November 2, 2010 · Chapter
Option Strategies: Covered Call
November 2, 2010 · Chapter
Option Strategies: Covered Put
November 2, 2010 · Chapter
Types of Option Strategies
October 28, 2010
Day to Day Trading Guide
October 25, 2010 · Chapter
Delta Neutrality
October 25, 2010 · Chapter
Option Greeks: Delta
October 25, 2010 · Chapter
Option Greeks: Gamma
October 25, 2010 · Chapter
Option Greeks: Rho
October 25, 2010 · Chapter
Option Greeks: Theta
October 25, 2010 · Chapter
Option Greeks: Vega
October 25, 2010 · Chapter
Overview of Option Greeks
October 24, 2010 · Chapter
How and Where are Options Traded
October 24, 2010 · Chapter
Identifying an Option
October 24, 2010 · Chapter
Option Payoff Diagrams
October 24, 2010 · Chapter
Options - Creating Synthetic Positions
October 24, 2010 · Chapter
The Option Premium
October 24, 2010 · Chapter
What are Options?
October 13, 2010
How a Trade is Executed
October 13, 2010
Understanding Stock Quotes
October 11, 2010
An Overview of Trading Securities
October 10, 2010 · Chapter
Investment Services: Money Management
October 7, 2010 · Chapter
Investment Services: Institutional Clients, Trading and Research Departments
October 7, 2010 · Chapter
Investment Services: Technology and Operations Department
October 6, 2010 · Chapter
Investment Services: Investment Banking Department
October 6, 2010 · Chapter
Investment Services: Sales Department
October 6, 2010 · Chapter
Investment Services: Venture Capital Firms
October 5, 2010 · Chapter
A Brief History of Investment Services Industry
October 1, 2010 · Chapter
Foreign Exchange Market Participants
September 27, 2010 · Chapter
Introduction to Bankers' Acceptance
September 27, 2010 · Chapter
Introduction to Commercial Paper (CP)
September 27, 2010 · Chapter
Introduction to Treasury Bills
September 26, 2010 · Chapter
Hedging Using Interest Rate Swaps
September 26, 2010 · Chapter
Introduction to Forward Rate Agreements
September 25, 2010 · Chapter
Features of T-bond Futures and T-note Futures
September 25, 2010 · Chapter
How Interest Rate Futures Work?
September 25, 2010 · Chapter
How Options on Interest Rate Futures Work?
September 25, 2010 · Chapter
Options on Interest Rate Futures – Uses and Benefits
September 24, 2010
Currency Devaluations – A Forex Trader’s Guide
September 24, 2010
Introduction to Mortgage-backed Securities – Part 3 of 3
September 23, 2010
Introduction to Mortgage-backed Securities - Part 2 of 3
September 23, 2010 · Chapter
Short Selling and Stock Borrowing Costs
September 23, 2010
The Term Structure of Interest Rates
September 22, 2010 · Chapter
Margin Trading: Buying on Margin
September 22, 2010 · Chapter
Trading Costs Involved in Stock Trading
Trading in stocks involves certain cost with are commonly known as trading costs. These courses are made up of the commission or the brokerage fees paid to the broker, and the bid-offer spread. In case of large transactions there is an additional cost known as market impact. This is because executing a large transaction may move the price from the originally quoted price.
September 22, 2010
Using Unexpected Volume While Trading Stocks
September 20, 2010
Introduction to Mortgage-backed Securities - Part 1 of 3
September 20, 2010 · Chapter
Introduction to SuperMontage used by NASDAQ
September 20, 2010 · Chapter
What is NASDAQ and how it operates?
September 19, 2010 · Chapter
Secondary Market: Exchanges Vs. OTC Market
September 17, 2010 · Chapter
Initial Public Offerings (IPOs) and Private Placements
September 17, 2010 · Chapter
Trade Settlement Dates: T+1, T+2, and T+3
September 12, 2010
Money Demand and Money Market Equilibrium
September 8, 2010 · Chapter
Issue Price and Secondary Market Prices of CDs
September 2, 2010 · Chapter
Certificates of Deposit (CDs)
August 28, 2010 · Chapter
Common Practices in Foreign Exchange Markets
August 26, 2010 · Chapter
Cross Rates and Different Base Currencies
August 25, 2010 · Chapter
Forex Rates: Understanding Cross Rates
August 23, 2010 · Chapter
Bid-Offer Spreads and the Market Position
August 23, 2010 · Chapter
Forex: Bid and Offer Rates
August 21, 2010 · Chapter
Forex Quotes: Pips and the Big Figure
August 18, 2010 · Chapter
Forex Trading: Reading FX Quotes
August 16, 2010 · Chapter
The Development of the Eurodollar Market
August 16, 2010 · Chapter
Understanding Spot FX Transactions
August 15, 2010
Exercisable or Knock-in Options
August 15, 2010 · Chapter
History of the Forex Markets
August 14, 2010
Extinguishable or Knock Out Options
August 13, 2010
An Introduction to Barrier Options
August 13, 2010
Hedging Derivative Products Using Greeks
August 13, 2010 · Chapter
Synthetic Relationship Between Swaps and Derivatives
August 12, 2010
How Interest Rate Collars Work?
August 12, 2010
How Interest Rate Floors Work?
August 9, 2010 · Chapter
Details of an Interest Rate Swap Contract
An interest rate swap is an exchange of cash flows between two parties where party A pays a fixed rate and receives a floating rate and party B receives a fixed rate and pays the floating rate. An interest rate swap contract has the following characteristics:
August 9, 2010
How Interest Rate Caps Works?
August 8, 2010
Exchange-traded versus Over-the-counter (OTC) Derivatives
August 8, 2010 · Chapter
How Interest Rate Swaps Work?
June 7, 2010 · Chapter
Nominal Interest Rate and Effective Yield
June 4, 2010
Interest Rates and Time Value
May 31, 2010
Careers in Sales, Trading and Research
Typically, the sales people advise their clients on the investment options. This advice is based on the research produced by the research wing or sourced outside. The traders carry out the trades on behalf of the clients.
May 20, 2010
Career in Capital Markets