35986841_10216840653711318_1105697261150535680_n

Capital markets :

Fabozzi, Frank J.

Capital markets : institutions and instruments / 4th ed Frank J. Fabozzi, Franco Modigliani. - 4th ed. - Upper Saddle River, N.J. : Prentice Hall, c2009. - xvi, 680 p. : ill. ; 26 cm.

Includes bibliographical references.

Introduction -- Overview of market participants and financial innovation -- Depository institutions -- Insurance companies -- Asset management firms -- Investment banking firms -- Primary and secondary markets -- Risk and return theories: I -- Risk and return theories: II -- Introduction to financial futures markets -- Introduction to options markets -- Introduction to swaps, caps, and floors markets -- Common stock market: I -- Common stock market: II -- Stock options market -- The market for stock index products and other equity derivatives -- The theory and structure of interest rates -- Valuation of debt contracts and their price volatility characteristics -- The term structure of interest rates -- Money markets -- Treasury and agency securities markets -- Corporate senior instruments markets: I -- Corporate senior instruments markets: II -- Municipal securities markets -- The residential mortgage market -- The market for residential mortgage/backed securities -- Market for asset-backed securities -- Commercial mortgage loans and commercial mortgage/backed securities -- International bond markets -- Market for interest rate risk transfer vehicles: exchange-traded products -- Market for interest rate risk transfer vehicles: OTC instruments -- Market for credit risk transfer vehicles: credit derivatives and collateralized debt obligations -- The market for foreign exchange and risk control instruments.

9780136026020 0136026028

2008013988


Capital market.

HG4523 / .F33 2009

332.0414 / F.F.C