long position, 828 price, 100 short position, 828 Futures markets, 825 mechanics of trading

maintenance, variation margin, 837

margin account, 836

margin call. 837

marking to market, 836

open interest. 835

reversing trade. 835

cash delivery. 839

convergence property, 838

G

Gap management. 526

General and administrative expenses, 656

Generally Accepted Accounting Principles, GAAP, 677

Geometric average, 249 Globalization, 44 Gordon model, 618 Gordon. Myron J.. 618 Gross Domestic Product, GDP, 573 Growth funds, / 75 stocks, 196

H

Hoiding-Pcriod Return. HPR. 248; 614 Homogeneous expectations, 359 Horizon analysis, 543

I

Immunization, 526

strategy, 513 Implied volatility, 799 Income funds. 175; 176

statement. 656 Index arbitrage, 854

funds, 93: 176,417

model, 325 Indexed bonds. 463 Indexing, 282 Industrial production, 573

Industry life cycle, 597

consolidation stage, 597

maturity stage. 597

relative decline stage. 597

start-up stage, 597 Inflation. 5 ~4

rate, 267 Initial Public Offering, IPO, 112 Inside information, 153 Insurance principle, 296 Interest

burden (IB) ratio, 666

coverage ratio, 671

expense, 656

notional principal, 549

rate

nominal, 267 real, 267

parity relationship, 930 sw aps, 548

Intermarkct Trading System, ITS. 127

International bonds

foreign bonds. 462

curobonds, 462 Interval closed-end funds, 173 Intrinsic value, 353; 614 Investment

bankers, 41

companies, 40; 168

closed-end funds. 171 open-end funds, 171 unit investment trusts, 169

defined. 25

grade bond, 465

horizon. 218

opportunity set, 307 Investors

constraints, 217

return requirement. 211

risk aversion. 207

risk tolerance, 207; 211 Invoice price, 457

J

Jensen measure, 873 Junk bond, 466

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