Capital markets : institutions and instruments / Frank J. Fabozzi, Franco Modigliani ; with contributions from Frank J. Jones.

Author/creator Fabozzi, Frank J.
Other author Modigliani, Franco.
Format Book
Edition4th ed.
Publication InfoUpper Saddle River, N.J. : Pearson Prentice Hall, ©2009.
Descriptionxvi, 680 pages : illustrations ; 26 cm
Subjects
Capital market.

Contents 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.
Bibliography noteIncludes bibliographical references and index.
LCCN 2008013988
ISBN9780136026020 (casebound)
ISBN0136026028 (casebound)

Availability

Library Location Call Number Status Item Actions
Joyner General Stacks HG 4523 .F33 2009 ✔ Available Place Hold