Capital Markets

Institutions and Instruments

Frank J. Fabozzi, Franco Modigliani

644 pages, parution le 20/02/2004 (3^eme édition)

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Résumé

For courses in Capital or Financial Markets or Institutions, Investment Banking and Derivatives Markets.

This text offers the most comprehensive capital market coverage available. It covers the instruments, the players, and the principles of valuation with an excellent blend of theory and practice.

Features

In-depth coverage of the various sectors of the financial markets - Provides students with a solid foundation of information.
Discussion of the latest instruments - Enables students to recognize the contribution made by a new financial instrument.
Blending of theory and practice - Provides students with balanced presentation.
End-of-chapter questions using material from practitioner publications - Allows students to review and reinforce material using real-world resources.
A practitioner orientation is presented.
The wide range of instruments available in today's financial markets is described as well as a discussion of the continual demand for new instruments.
Coverage of the derivative markets as an integral part of capital markets.
Extensive coverage of mortgage markets and the securitization of assets.
Key role of foreign investors in the US markets is discussed.
This text can be used for Investment Management courses - Because the needs of institutional investors dictate the needs for financial instruments.

L'auteur - Frank J. Fabozzi

Frank J. Fabozzi, Ph.D., CFA, CPA, is the Frederick Frank Adjunct Professor of Finance at Yale University's School of Management. One of the world's foremost authorities on fixed income securities and derivative instruments, Dr. Fabozzi is editor of the Journal of Portfolio Management and the bestselling author of more than forty books, including the acclaimed The Handbook of Fixed Income Securities. Prior to joining the Yale faculty, he was on the faculty of MIT's Sloan School of Management.

Sommaire

Introduction
The players
- Overview of Market Participants and Financial Innovation
- Depository Institutions
- Nondepository Institutions
- Investment Banking Firms
Organization and structure of markets
- The Primary Markets
- Secondary Markets
Risk and return theories
- Risk and Return Theories: I
- Risk and Return Theories: II
Derivatives markets
- Introduction to Financial Futures Markets
- Introduction to Options Markets
- Introduction to the Swaps, Caps, and Floors Markets
The equity market
- Common Stock Market: I
- Common Stock Market: II
- Stock Options Market
- Stock Index Derivative Markets
Interest rate determination and bond valuation
- The Theory and Structure of Interest Rates
- Valuation of Debt Contracts and Their Price Volatility Characteristics
- The Term Structure of Interest Rates
Debt markets
- Money Markets
- Treasury and Agency Securities Markets
- Corporate Senior Instruments Markets: I
- Corporate Senior Instruments Markets: II
- Municipal Securities Market
- The Mortgage Market
- The Market for Mortgage-Backed Securities
- The Market for Asset-Backed Securities
- Exchange-Traded Interest Rate Futures and Options
- Over-the-Counter Interest Rate and Credit Derivative Markets
Foreign exchange markets
- The Market for Foreign Exchange and Risk Control Instruments

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Prentice Hall
Auteur(s)	Frank J. Fabozzi, Franco Modigliani
Parution	20/02/2004
Édition	3^eme édition
Nb. de pages	644
Format	20 x 25,5
Couverture	Broché
Poids	1150g
Intérieur	Noir et Blanc
EAN13	9780130457547
ISBN13	978-0-13-045754-7