Detalles del Título
Detalles del Título

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Título The handbook of fixed income securities. - Sexta edición.Libros / Impreso - Libros
Autor(es) Fabozzi, Frank J. (Editor)
Publicación New York, NY : McGraw-Hill, 2001
Descripción Física xxix, 1373 p.
Idioma Inglés;
ISBN 0071358056
Clasificación(es) 332.63
ECONOMIA
Materia(s) Manuales; Proveedores; Fondos; Mercado de valores; Ingresos; Seguridad financiera;
Nota(s) CONTENIDO: Overview of the Types and Features of Fixed Income Securities --Risks Associated with Investing in Fixed Income Securities -- A Review of the Time Value of Money -- Bond Pricing and Return Measures -- Price Volatility Characteristics of Fixed Income Securities -- The Structure of Interest Rates -- Treasury and Agency Securities -- Municipal Bonds -- Private Money Market Instruments -- Corporate Bonds -- Medium-Term Notes -- Domestic Floating-Rate and Adjustable-Rate Debt Securities -- Nonconvertible Preferred Stock -- Convertible Securities -- The High-Yield Corporate Bond Market -- Eurocapital Markets -- Stable Value Investments -- Credit Analysis for Corporate Bonds -- Credit Considerations in Evaluating High-Yield Bonds -- Investing in Chapter 11 and Other Distressed Companies -- Guidelines in the Credit Analysis of General Obligation and Revenue Municipal Bonds -- Sovereign Risk from a Corporate Bond Analyst Perspective -- Mortgages -- Mortgage Pass-Through Securities -- Collateralized Mortgage Obligations -- Asset-Backed Securities -- Evaluating Credit Risk of Asset-Backed Securities -- Valuation of Bonds with Embedded Options -- Option-Adjusted Spread Analysis -- OAS and Effective Duration -- New Duration Measures for Risk Management -- Interest-Rate Risk Models Used in the Banking and Thrift Industries -- Risk Measures for Foreign Bonds -- Fixed Income Risk Modeling -- Valuation and Risk Analysis of International Bonds -- Valuation and Analysis of Convertible Securities -- The Term Structure of Interest Rates -- Bond Management: Past, Current, and Future -- The Active Decisions in the Selection of Passive Management and Performance Bogeys -- A Sponsor's View of Benchmark Portfolios -- Indexing Fixed Income Assets -- Bond Immunization: An Asset/Liability Optimization Strategy -- Dedicated -- Beyond Cash Matching -- Improving Insurance Company Portfolio Returns -- Asset/Liability Management for Property/Casualty Insurers
Continuación del CONTENIDO: The Management of High-Yield Bond Portfolios -- International Bond Investing and Portfolio Management -- International Fixed Income Investing: Theory and Practice -- Introduction to Interest-Rate Futures and Options Contracts -- Pricing Futures and Portfolio Applications -- Treasury Bond Futures Mechanics and Basis Valuation -- The Basics of Interest-Rate Options -- An Overview of Fixed Income Option Models -- Hedging with Futures and Options -- Interest-Rate Swaps -- Interest-Rate Caps and Floors and Compound Options -- Forecasting Interest Rates
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Disponibilidad
CodBarras Localización Piso Signatura Estado Categoría
060460Biblioteca Universidad Icesi2R332.63/F112h/e.1DisponibleReferencia