Capital markets
Subtitle: institutions and instruments
By: Frank J. Fabozzi, Franco Modigliani.
Contributors: Modigliani, Franco.
Edition: 4th ed.
Publisher: Pearson Prentice Hall
Published: 2009
Place of publication: Upper Saddle River, N.J
Language: eng
ISBN-13: 9780136026020
Subjects: Capital market
Notes: Includes bibliographical references and index.
Table of contents: title: Introduction; title: Overview of market participants and financial innovation; title: Depository institutions; title: Insurance companies; title: Asset management firms; title: Investment banking firms; title: Primary and secondary markets; title: Risk and return theories: I; title: Risk and return theories: II; title: Introduction to financial futures markets; title: Introduction to options markets; title: Introduction to swaps, caps, and floors markets; title: Common stock market: I; title: Common stock market: II; title: Stock options market; title: The market for stock index products and other equity derivatives; title: The theory and structure of interest rates; title: Valuation of debt contracts and their price volatility characteristics; title: The term structure of interest rates; title: Money markets; title: Treasury and agency securities markets; title: Corporate senior instruments markets: I; title: Corporate senior instruments markets: II; title: Municipal securities markets; title: The residential mortgage market; title: The market for residential mortgage/backed securities; title: Market for asset-backed securities; title: Commercial mortgage loans and commercial mortgage/backed securities; title: International bond markets; title: Market for interest rate risk transfer vehicles: exchange-traded products; title: Market for interest rate risk transfer vehicles: OTC instruments; title: Market for credit risk transfer vehicles: credit derivatives and collateralized debt obligations; title: The market for foreign exchange and risk control instruments.