000 02050nam a2200289 a 4500
001 000013026
005 20160221095037.0
008 100902s2010 xxuald grn 001 0 eng d
942 _c
020 _a9780136078975 (pasta dura)
020 _a0136078974 (pasta dura)
040 _aCO-BrUAC
041 0 _aeng
082 0 4 _a332.6323
_bF121
_221 ed.
100 1 _aFabozzi, Frank J.
245 1 0 _aBond markets, analysis and strategies /
_cFrank J. Fabozzi.
250 _a7 ed.
260 _aBoston :
_bPrentice Hall,
_c2010.
300 _a778 p. :
_bil., grafs., diagrs., tablas, etc.
505 0 _aCap. 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.
504 _aIncluye referencias bibliográficas, índice, etc.
544 1 _aDisponible en la Colección General.
630 0 4 _aBonos
650 1 4 _aPortafolio de Inversiones
650 1 4 _aMercado de Valores
650 1 4 _aValores
_xAdministración Financiera
999 _c12952
_d12952