Fabozzi, Frank J,

Bond markets, analysis, and strategies / Frank J. Fabozzi. - 7th ed. - xiii, 778 páginas : ilustraciones

Incluye bibliografía.

Pricing of bonds -- Measuring yield -- Bond price volatility -- Factors affecting bond yields and the term structure of interest rates -- Treasury and agency securities -- Corporate debt instruments -- Municipal securities -- Non-U.S. bonds -- Residential mortgage loans -- Agency mortgage pass-through securities -- Agency collateralized mortgage obligations and stripped mortgage-backed securities -- Nonagency residential mortgage-backed securities -- Commercial mortgage loans and commercial mortgage-backed securities -- Asset-backed securities -- Collateralized debt obligations -- Interest-rate models -- Analysis of bonds embedded options -- Analysis of residential mortgage-backed securities -- Analysis of convertible bonds -- Corporate bond credit analysis -- Credit risk modeling.

0136078974 9780136078975


Bonos.
Mercado de capitales.

332.6323 / F121b 2008