Fixed-income securities : valuation, risk management, and portfolio strategies / Lionel Martellini, Philippe Priaulet, Stéphane Priaulet.
Material type:
TextLanguage: English Series: : Wiley finance seriesPublisher: Chichester [Inglaterra] : Wiley, 2003Description: xxix, 631 páginas : ilustraciones, gráficas ; 25 cmContent type: texto Media type: sin mediación Carrier type: volumenISBN: 9780470852774Subject(s): Títulos de renta fija -- Modelos matemáticos | Administración de cartera -- Modelos matemáticos | Títulos valores -- Modelos matemáticos | Cobertura (finanzas) -- Modelos matemáticos | MFC_Ciclo I | MFC_Ciclo I_Mercado de dinero y capitalesDDC classification: 332.63232 | Item type | Current library | Collection | Call number | Copy number | Status | Date due | Barcode | Item holds |
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Libros
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Biblioteca CESA
Diagonal 34 A No. 5 A - 23 Casa Incolda PBX: 339 53 00 serviciosbiblioteca@cesa.edu.co |
General | 332.63232 / M376f 2003 (Browse shelf(Opens below)) | Ej.1 | Available | 7101026690 |
Incluye índice general y de autores.
Part I. Investment Environment ; 1. Bonds and Money-Market Instruments ; 2. Bond Prices and Yields ; Part II. _Term Structure of Interest Rates ; 3. Empirical Properties and Classical Theories of the Term Structure ; 4. Deriving the Zero-Coupon Yield Curve ; Part III. Hedging Interest Rate Risk ; 5. Hedging Interest-Rate Risk with Duration ; 6. Beyond Duration ; Part IV. _Investment Strategies ; 7. Passive Fixed-Income Portfolio Management ; 8. Active Fixed-Income Portfolio Management ; 9. Performance Measurement on Fixed-Income Portfolios ; Part V. _Swaps and Futures ; 10. Swaps ; 11. Forwards and Futures ; Part VI. _Modeling the Term Structure of Interest Rates and Credit Spreads ; 12. Modeling the Yield Curve Dynamics ; 13. Modeling the Credit Spreads Dynamics ; Part VII. Plain Vanilla Options and More Exotic Derivatives ; 14. Bonds with Embedded Options and Options on Bonds ; 15. Options on Futures, Caps, Floors and Swaptions ; 16. Exotic Options and Credit Derivatives ; Part VIII. Securitization ; 17. Mortgage-Backed Securities ; 18. Asset-Backed Securities.
Este libro se diseño para los cursos de valores de renta fija que se imparten en los cursos de MSc Finance y MBA. El libro contendrá numerosos ejemplos elaborados, hojas de cálculo de excel, con un enfoque de bloque de construcción en todo. Una característica clave del libro será la cobertura de estrategias de inversión tradicionales y alternativas en el mercado de renta fija, por ejemplo, cubrirá las estrategias modernas utilizadas por los fondos de cobertura de renta fija.
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