Bond markets, analysis and strategies /
Fabozzi, Frank J.
Bond markets, analysis and strategies / Frank J. Fabozzi. - 7 ed. - Boston : Prentice Hall, 2010. - 778 p. : il., grafs., diagrs., tablas, etc.
Incluye referencias bibliográficas, índice, etc.
Cap. 1. introduction -- 2. Pricing of bonds -- 3. Measuring yield -- 4. Bond price volatility -- 5. Factors affecting bond yields and the term structure of interest rates -- 6. Treasury and agency securities -- 7. Corporate debt instruments -- 8. Municipal securities -- 9. Non-U.S. bonds -- 10. Residential mortgage loans -- 11. Agency mortgage pass-through securities -- 12. Agency collateralized mortgage obligations and stripped mortgage-backed securities -- 13. Nonagency residential mortgage-backed securities -- 14. Commercial mortgage loans and commercial mortgage-backed securities -- 15. Asset-backed securities -- 16. Collateralized debt obligations -- 17. Interest-rate models -- 18. Analysis of bonds embedded options -- 19. Analysis of residential mortgage-backed securities -- 20. Analysis of convertible bonds -- 21. Corporate bond credit analysis -- 22. Credit risk modeling -- 23. Active bond portfolio management process -- 24. Indexing -- 25. Liability-driven strategies -- 26. Bond performance measurement and evaluation -- 27. Interest-rate future contracts -- 28. Interest-rate options -- 29. Interest-rate swap, caps and flooors -- 30. Credit derivatives.
Disponible en la Colección General.
9780136078975 (pasta dura) 0136078974 (pasta dura)
Bonos
Portafolio de Inversiones
Mercado de Valores
Valores--Administración Financiera
332.6323 / F121
Bond markets, analysis and strategies / Frank J. Fabozzi. - 7 ed. - Boston : Prentice Hall, 2010. - 778 p. : il., grafs., diagrs., tablas, etc.
Incluye referencias bibliográficas, índice, etc.
Cap. 1. introduction -- 2. Pricing of bonds -- 3. Measuring yield -- 4. Bond price volatility -- 5. Factors affecting bond yields and the term structure of interest rates -- 6. Treasury and agency securities -- 7. Corporate debt instruments -- 8. Municipal securities -- 9. Non-U.S. bonds -- 10. Residential mortgage loans -- 11. Agency mortgage pass-through securities -- 12. Agency collateralized mortgage obligations and stripped mortgage-backed securities -- 13. Nonagency residential mortgage-backed securities -- 14. Commercial mortgage loans and commercial mortgage-backed securities -- 15. Asset-backed securities -- 16. Collateralized debt obligations -- 17. Interest-rate models -- 18. Analysis of bonds embedded options -- 19. Analysis of residential mortgage-backed securities -- 20. Analysis of convertible bonds -- 21. Corporate bond credit analysis -- 22. Credit risk modeling -- 23. Active bond portfolio management process -- 24. Indexing -- 25. Liability-driven strategies -- 26. Bond performance measurement and evaluation -- 27. Interest-rate future contracts -- 28. Interest-rate options -- 29. Interest-rate swap, caps and flooors -- 30. Credit derivatives.
Disponible en la Colección General.
9780136078975 (pasta dura) 0136078974 (pasta dura)
Bonos
Portafolio de Inversiones
Mercado de Valores
Valores--Administración Financiera
332.6323 / F121