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Bond Market, Analysis, and Strategies

By: Fabozzi, Frank J | Perú. Ministerio de Economía y finanzasMaterial type: TextTextOriginal language: Spanish Publisher: Boston ; Pearson education ; 2010Edition: 7a edDescription: 778 p; tbls., diagrsISBN: 978-013-607897-5Subject(s): Bonds | Bond market | Investment analysis | Portfolio managementLOC classification: HG/4651/F33/2008
Contents:
Contiene: 1. Introduction.- 2. Pricing of Bonds.- 3. Measuring Yield.- 4. Bond Prince Volatility.- 5. Factors Affecting Bond Yields ans the Term Structure.- 6. Treasury and Agency Securities.- 7. Corporate Debt Instrument.- 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.- 13. Nonagency Residential Mortgage Backed Securities.- 14. Commercial Mortgage Loans and Commercial.- 15. Asset- backed Securities.- 16. Collateralized Debt Obligations.- 17. Interest-Rate Models.- 18. Analysis of Bonds with 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 Strategies.- 24. Indexing.- 25. Liability- Driven Strategies.- 26. Bond Performance Measurement and Evaluation.- 27. Interest-Rate Futures-Contracts.- 28. Interest-Rate Options.- 29. Interest-Rate Swaps, Caps, and Floors.- 30. Credit Derivatives.
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Libros Libros Biblioteca de la Superintendencia del Mercado de Valores - SMV
HG/4651/F33/2008 (Browse shelf) Available 00002920

Contiene: 1. Introduction.- 2. Pricing of Bonds.- 3. Measuring Yield.- 4. Bond Prince Volatility.- 5. Factors Affecting Bond Yields ans the Term Structure.- 6. Treasury and Agency Securities.- 7. Corporate Debt Instrument.- 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.- 13. Nonagency Residential Mortgage Backed Securities.- 14. Commercial Mortgage Loans and Commercial.- 15. Asset- backed Securities.- 16. Collateralized Debt Obligations.- 17. Interest-Rate Models.- 18. Analysis of Bonds with 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 Strategies.- 24. Indexing.- 25. Liability- Driven Strategies.- 26. Bond Performance Measurement and Evaluation.- 27. Interest-Rate Futures-Contracts.- 28. Interest-Rate Options.- 29. Interest-Rate Swaps, Caps, and Floors.- 30. Credit Derivatives.

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