02067pamaa2200205 4500 0000044923 20100116090000.0 9780137154999 (pbk.) HG4523 FAB 2009 Fabozzi Capital markets : institutions and instruments Frank J. Fabozzi and Franco Modigliani. 4th ed.. Upper Saddle River, NJ: Pearson Prentice Hall, 2009. xvi, 680 p.: ill.; 27 cm. DCAU Includes bibliographical references and index 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 Capital market Modigliani, Franco http://www.prenticehall.com