The ETF Handbook 如何进行ETF的估值与交易 Wiley Finance

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	【资料名称】:The ETF Handbook How to Value and Trade Exchange Traded Funds     【资料描述】: 　　The ETF Handbook: How to Value and Trade Exchange-Traded Funds 　　交易型开放式指数基金手册：如何利用网站对交易型开放式指数基金估价与交易 　　推荐 　　First book on ETFs geared to institutional investors and professional advisors that provides complete background on ETF mechanics from pricing to execution.Includes interactive tools including spreadsheets and a instructional video presentation. 　　内容 　　ETFs are an incredibly flexible and valuable tool but using them requires a certain amount of sophistication, even among professional money managers, financial advisors, and professional traders.Daily volumes and spreads do not tell the full story regarding ETF availability and liquidity.While ETFs trade like stocks; they are not stocks and so different analysis is required, as is execution which can make a marked difference in profitability.The ETF Handbook covers the technical details of ETFs not covered elsewhere.From the mechanics of ETF development including the index determination, the ETF basket, legal issues, and exchange listing, to calculating NAV (net asset value), Abner provides the specifics that professionals need.The book also covers the main pricing and valuation techniques of ETFs once they are on the market and details the mechanics of the liquidity providers and order flow, where the volumes come from in some of the biggest trading names, and how that can translate down the rest of the ETF spectrum.It also addresses how to efficiently position ETFs within a portfolio, and examines who ETF users are and how the funds are used.Finally, detailed information on where to get good data is provided.Includes pricing and valuation spreadsheets and an instructional video that walks the reader through the world of ETFs. 　　目录 　　Title Page 　　Copyright Page 　　Dedication 　　Preface 　　ETFS SIN THE REAL WORLD 　　WHAT YOU WILL FIND IN THIS BOOK 　　WHAT YOU WILL FIND ON THE COMPANION WEB SITE 　　AS YOU BEGIN 　　DISCLAIMER 　　Acknowledgements 　　PART One - Introduction to the ETF Marketplace 　　CHAPTER 1 - Development of an ETF 　　MARKET ACCESS OR OUTPERFORMANCE? 　　INDEX TRACKING OR ACTIVELY MANAGED? 　　UNDERLYING ASSETS 　　REBALANCING AND INDEX CHANGES 　　ETF BASKET 　　CONCLUSION 　　CHAPTER 2 - Structure of an ETF 　　CATEGORIZING EXCHANGE-TRADED PRODUCTS 　　ETF REGULATION 　　EXCHANGE-TRADED NOTES 　　TAXATION 　　WHEN STRUCTURAL ISSUES ARISE 　　CONCLUSION 　　CHAPTER 3 - Bringing an ETF to the Market 　　PARTNERING WITH AN EXCHANGE 　　LEAD MARKET MAKER 　　ETF INCUBATION 　　COMPARING FEES BY STRUCTURE 　　MARKETING AND LAUNCH 　　CONCLUSION 　　CHAPTER 4 - Investment Companies, Now and in the Future 　　IN THE BEGINNING, THERE WERE CLOSED-END FUNDS 　　MUTUAL FUNDS 　　ACTIVELY MANAGED ETFS 　　ETFS WITHIN THE PORTFOLIO 　　CLOSING OF ETFS 　　CONCLUSION: THE FUTURE OF ETFS 　　PART Two - Exchange-Traded Fund Valuation 　　CHAPTER 5 - ETFS with Domestic Constituents 　　CALCULATING THE NET ASSET VALUE 　　CALCULATING THE INTRADAY INDICATIVE VALUE 　　CONCLUSION 　　CHAPTER 6 - ETFS with International Constituents 　　INTERNATIONAL ETFS. 　　PROVIDING LIQUIDITY 　　CONCLUSION 　　CHAPTER 7 - Fixed-Income and Currency ETFS 　　FIXED INCOME 　　CURRENCY ETFS 　　CONCLUSION 　　CHAPTER 8 - Leveraged, Inverse, and Commodity Products 　　INTRODUCTION TO LEVERAGED PRODUCTS 　　UNDERSTANDING INVERSE ETFS 　　COMMODITY ETVS 　　CONCLUSION 　　PART Three - ETF Trading and Execution 　　CHAPTER 9 - Trading Volumes and ETF Liquidity 　　HOW IS AN ETF DIFFERENT FROM A STOCK? 　　A BRIEF LOOK AT EQUITY TRADING VOLUMES 　　A DETAILED LOOK AT ETF TRADING VOLUMES 　　ETF MONEY FLOWS 　　CONCLUSION 　　CHAPTER 10 - ETF Trading Business 　　TRADING MODEL 　　MEASURING POTENTIAL AVAILABLE ETF LIQUIDITY 　　REQUIREMENTS FOR AN ETF TRADING BUSINESS 　　CONCLUSION 　　CHAPTER 11 - Execution 　　TIME FRAMES AND ORDER TYPES 　　MARKET ORDERS 　　LIMIT ORDERS 　　ALGORITHMS 　　RISK MARKETS (UTILIZING BROKER-DEALER CAPITAL) 　　CREATIONS AND REDEMPTIONS 　　EXAMPLES OF EXECUTIONS IN THE MARKET 　　CONCLUSION 　　CHAPTER 12 - Market Participants and Their Trading Strategies 　　BROKER-DEALER FACILITATION DESKS 　　ELECTRONIC MARKET MAKING 　　LIQUIDITY AGGREGATORS 　　TRADING STRATEGIES 　　CONCLUSION 　　APPENDIX A - List of U.S. ETF Issuers 　　APPENDIX B - Research and Data Providers 　　APPENDIX C - ETF-Related Web Sites and Blogs 　　APPENDIX D - List of ETFS in Registration 　　Notes 　　About the Author 　　Index 【下载地址隐藏】：                    点：回复可见地址 游客，如果您要查看本帖隐藏内容请回复