Capital markets : institutions and instruments

Main Author: Fabozzi
Other Authors: Modigliani,
Format: Book
Published: Upper Saddle River, NJ: Pearson Prentice Hall, 2009.
Edition:4th ed..
Subjects:
Table of Contents:
  • 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