000			01817nam a22002537ar4500
001			32476
005			20260902105327.0
008			140319s2013 us 00110 eng d
020			_a9780132743549
040			_aclsautm
082	0	4	_a332.6323 _bF121 8a ed.
100	1		_aFabozzi, Frank J. _916747
245	1	0	_aBond markets, analysis and strategies / _cFrank J. Fabozzi.
250			_a8th ed.
260			_aNew Jersey : _bPearson Education, _c2013.
300			_ax, 733 p. : _btables.
500			_aIncludes index.
505	0		_a1. Introduction; 2. Pricing of bonds; 3. Measuring yield; 4. Bond price volatility; 5. Factors affecting bond yields and the term structure of interest rates; 6. Treasury and Federal Agency Securities; 7. Corporate debt instruments; 8. Municipal securities; 9. International bonds; 10. Residential mortgage loans; 11. Agency Mortage Pass - Through securities; 12. Agency Collateralized Mortage Obligations and Stripped Mortgage - Backed securities; 13. Nonagency Residential Mortgage - Backed securities; 14. Commercial mortgage loans and commercial mortgage - Backed securities; 15. Asset- Backed securities; 16. Interest - Rate models; 17. Analysis of bonds with embedded options; 18. Analysis of Residential Mortgage - Backed securities; 19. Analysis of convertible bonds; 20. Corporate bond credit analysis; 21. Credit risk modeling; 22. Bond portfolio management strategies; 23. Bond portfolio construction; 24. Liability - Driven strategies; 25. Bond performance measurement and evaluation; 26. Interest - Rate futures contracts; 27. Interest - Rate options; 28. Interest - Rate swaps, caps, and floors; 29. Credit default swaps.
650	0	0	_aINSTRUMENTOS FINANCIEROS _932365
650	0	0	_aBONOS _927413
904			_aRosana
905			_a21048-BB
907			_aClaudia
999			_c32476 _d32476