TY  - BOOK
AU  - Fabozzi,Frank J.
TI  - Bond markets, analysis and strategies
SN  - 9780136078975 (pasta dura)
U1  - 332.6323 21 ed.
PY  - 2010///
CY  - Boston
PB  - Prentice Hall
KW  - Bonos
KW  - Portafolio de Inversiones
KW  - Mercado de Valores
KW  - Valores
KW  - Administración Financiera
N1  - 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
ER  -