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Biblioteca

MARC Lista (tabellare)
Advanced Fixed Income Analysis
Advanced Fixed Income Analysis
Autore Choudhry Moorad
Edizione [2nd ed.]
Pubbl/distr/stampa Burlington, : Elsevier Science, 2015
Descrizione fisica 1 online resource (268 p.)
Disciplina 332.63234
Altri autori (Persone) LizzioMichele
Soggetto topico Bond market
Bonds -- Prices -- Econometric models
Bonds -- Valuation -- Econometric models
Interest rates -- Mathematical models
ISBN 0-08-099941-7
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Front Cover; Advanced Fixed Income Analysis; Copyright; Chapter 1: Asset-Swap Spreads and Relative Value Analysis; Bibliography; Chapter 2: The Dynamics of Asset Prices; 2.2.2. Stochastic Calculus; 2.3.3. Uncertainty of Interest Rates; Selected Bibliography and References; Chapter 3: Interest-Rate Models I; Selected Bibliography and References; Chapter 4: Interest-Rate Models II; 4.2.1. The Single-Factor HJM Model; 4.3. Multi-Factor Term Structure Models; Selected Bibliography and References; References on Estimation Methods; Chapter 5: Fitting the Term Structure
Selected Bibliography and ReferencesChapter 6: Advanced Analytics for Index-Linked Bonds; 6.4.3.4. Indexation Lag; Bibliography; Chapter 7: Analysing the Long-Bond Yield; References; Chapter 8: The Default Risk of Corporate Bonds; 8.1. Corporate Bond Default Spread Risk; 8.1.1. Spread Risk; 8.1.1.1. Benchmark Spread; References; Chapter 9: Convertible Securities: Analysis and Valuation; 9.3.3. Special Market Model Features; 9.3.3.1. Justifying the Conversion Premium at Issue; Selected Bibliography and References; Chapter 10: Floating-Rate Notes; 10.4. Other Features of Floating-Rate Notes
10.4.1. DurationBibliography; Chapter 11: Bonds with Embedded Options; 11.1.2. Effective Duration and Convexity; 11.2.3. Valuing Callable Bonds; Bibliography
Record Nr. UNINA-9910583473903321
Choudhry Moorad  
Burlington, : Elsevier Science, 2015
Materiale a stampa
Lo trovi qui: Univ. Federico II
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ASEAN+3 bond market guide 2016 : Thailand / / Asian Development Bank
ASEAN+3 bond market guide 2016 : Thailand / / Asian Development Bank
Pubbl/distr/stampa Metro Manila, Philippines : , : Asian Development Bank, , 2016
Descrizione fisica 1 online resource (105 pages) : illustrations, tables
Disciplina 332.632042
Soggetto topico Investment analysis
Bond market
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910163099003321
Metro Manila, Philippines : , : Asian Development Bank, , 2016
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Asia bond monitor / / Asian Development Bank
Asia bond monitor / / Asian Development Bank
Pubbl/distr/stampa Manila, : Asian Development Bank, Regional Economic Monitoring Unit, 2004-
Descrizione fisica 1 online resource
Soggetto topico Bond market - Asia
Bonds - Asia
Government securities - Asia
Rate of return - Asia
Bond market - Philippines
Government securities - Philippines
Rate of return - Philippines
Bond market
Bonds
Government securities
Rate of return
Obligationsmarknad - Asien
Obligationer - Asien
Räntabilitet - Asien
Soggetto genere / forma Periodicals.
Statistics.
Soggetto non controllato Development planning -- - Asia
ISSN 2219-1526
Formato Materiale a stampa
Livello bibliografico Periodico
Lingua di pubblicazione eng
Altri titoli varianti ABM
Record Nr. UNINA-9910679277403321
Manila, : Asian Development Bank, Regional Economic Monitoring Unit, 2004-
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Bond evaluation, selection, and management / / R. Stafford Johnson
Bond evaluation, selection, and management / / R. Stafford Johnson
Autore Johnson R. Stafford
Edizione [2nd ed.]
Pubbl/distr/stampa Hoboken, NJ, : John Wiley & Sons, 2010
Descrizione fisica 1 online resource (908 p.)
Disciplina 332.63/23
Collana Wiley finance series
Soggetto topico Bonds
Bonds - Ratings and rankings
Bond market
ISBN 0-470-64464-8
1-282-78255-X
9786612782558
1-118-26763-X
0-470-90436-4
0-470-64462-1
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Bond Evaluation, Selection, and Management, Second Edition + Website; Contents; Preface; Acknowledgments; Part One: Bond Evaluation; Part Two: Debt Markets; Part Three: Bond Strategies and the Evaluation of Bonds with Embedded Options; Part Four: Debt Derivatives: Futures and Options; Part Five: Swaps; Appendices; What's on the Companion Web Site; Answers and Solutions to Select End-of-Chapter Problems; Glossary of Terms; Index
Record Nr. UNINA-9910140806303321
Johnson R. Stafford  
Hoboken, NJ, : John Wiley & Sons, 2010
Materiale a stampa
Lo trovi qui: Univ. Federico II
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Bond markets, analysis, and strategies / / Frank J. Fabozzi
Bond markets, analysis, and strategies / / Frank J. Fabozzi
Autore Fabozzi Frank J
Edizione [8th ed.]
Pubbl/distr/stampa Boston, Mass., : Pearson, 2013
Descrizione fisica 1 online resource (744 p.) : ill
Disciplina 332.6323
Collana Always learning
Soggetto topico Bonds
Investment analysis
Portfolio management
Bond market
Soggetto genere / forma Libros electrónicos.
ISBN 9780273766148 (e-book)
9780273766131 (pbk.)
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Cover -- Contents -- Preface -- 1 Introduction -- Learning Objectives -- Sectors of the U.S. Bond Market -- Overview of Bond Features -- Risks Associated with Investing in Bonds -- Overview of the Book -- Questions -- 2 Pricing of Bonds -- Learning Objectives -- Review of Time Value of Money -- Pricing a Bond -- Complications -- Pricing Floating-Rate and Inverse-Floating-Rate Securities -- Price Quotes and Accrued Interest -- Key Points -- Questions -- 3 Measuring Yield -- Learning Objectives -- Computing the Yield or Internal Rate of Return on Any Investment -- Conventional Yield Measures -- Potential Sources of a Bond's Dollar Return -- Total Return -- Applications of the Total Return (Horizon Analysis) -- Calculating Yield Changes -- Key Points -- Questions -- 4 Bond Price Volatility -- Learning Objectives -- Review of the Price-Yield Relationship for Option-Free Bonds -- Price Volatility Characteristics of Option-Free Bonds -- Measures of Bond Price Volatility -- Convexity -- Additional Concerns When Using Duration -- Do not Think of Duration as a Measure of Time -- Approximating a Bond's Duration and Convexity Measure -- Measuring a Bond Portfolio's Responsiveness to Nonparallel Changes in Interest Rates -- Key Points -- Questions -- 5 Factors Affecting Bond Yields and the Term Structure of Interest Rates -- Learning Objectives -- Base Interest Rate -- Benchmark Spread -- Term Structure of Interest Rates -- Swap Rate Yield Curve -- Key Points -- Questions -- 6 Treasury and Federal Agency Securities -- Learning Objectives -- Treasury Securities -- Stripped Treasury Securities -- Federal Agency Securities -- Key Points -- Questions -- 7 Corporate Debt Instruments -- Learning Objectives -- Seniority of Debt in a Corporation's Capital Structure -- Bankruptcy and Creditor Rights -- Corporate Bonds -- Medium-Term Notes -- Commercial Paper.
Bank Loans -- Corporate Default Risk -- Corporate Downgrade Risk -- Corporate Credit Spread Risk -- Key Points -- Questions -- 8 Municipal Securities -- Learning Objectives -- Types and Features of Municipal Securities -- Municipal Money Market Products -- Floaters/Inverse Floaters -- Credit Risk -- Risks Associated with Investing in Municipal Securities -- Yields on Municipal Bonds -- Municipal Bond Market -- The Taxable Municipal Bond Market -- Key Points -- Questions -- 9 International Bonds -- Learning Objectives -- Classification of Global Bond Markets -- Non-U.S. Bond Issuers and Bond Structures -- Foreign Exchange Risk and Bond Returns -- Bonds Issued by Non-U.S. Entities -- Key Points -- Questions -- 10 Residential Mortgage Loans -- Learning Objectives -- Origination of Residential Mortgage Loans -- Types of Residential Mortgage Loans -- Conforming Loans -- Risks Associated with Investing in Mortgage Loans -- Key Points -- Questions -- 11 Agency Mortgage Pass-Through Securities -- Learning Objectives -- Sectors of the Residential Mortgage-Backed Security Market -- General Description of an Agency Mortgage Pass-Through Security -- Issuers of Agency Pass-Through Securities -- Prepayment Conventions and Cash Flow -- Factors Affecting Prepayments and Prepayment Modeling -- Cash Flow Yield -- Prepayment Risk and Asset/Liability Management -- Secondary Market Trading -- Key Points -- Questions -- 12 Agency Collateralized Mortgage Obligations and Stripped Mortgage-Backed Securities -- Learning Objectives -- Agency Collateralized Mortgage Obligations -- Agency Stripped Mortgage-Backed Securities -- Key Points -- Questions -- 13 Nonagency Residential Mortgage-Backed Securities -- Learning Objectives -- Collateral Types -- Credit Enhancement -- Cash Flow for Nonagency Mortgage-Backed Securities -- Key Points -- Questions.
14 Commercial Mortgage Loans and Commercial Mortgage-Backed Securities -- Learning Objectives -- Commercial Mortgage Loans -- Commercial Mortgage-Backed Securities -- Types of Deals -- Key Points -- Questions -- 15 Asset-Backed Securities -- Learning Objectives -- Creation of an Asset-Backed Security -- Collateral Type and Securitization Structure -- Credit Risks Associated with Investing in Asset-Backed Securities -- Review of Several Major Types of Asset-Backed Securities -- Dodd-Frank Wall Street Reform and Consumer Protection Act -- Collateralized Debt Obligations -- Key Points -- Questions -- 16 Interest-Rate Models -- Learning Objectives -- Mathematical Description of One-Factor Interest-Rate Models -- Arbitrage-Free versus Equilibrium Models -- Empirical Evidence on Interest-Rate Changes -- Selecting an Interest-Rate Model -- Estimating Interest-Rate Volatility Using Historical Data -- Key Points -- Questions -- 17 Analysis of Bonds with Embedded Options -- Learning Objectives -- Drawbacks of Traditional Yield Spread Analysis -- Static Spread: An Alternative to Yield Spread -- Callable Bonds and Their Investment Characteristics -- Components of a Bond with an Embedded Option -- Valuation Model -- Option-Adjusted Spread -- Effective Duration and Convexity -- Key Points -- Questions -- 18 Analysis of Residential Mortgage-Backed Securities -- Learning Objectives -- Static Cash Flow Yield Methodology -- Monte Carlo Simulation Methodology -- Total Return Analysis -- Key Points -- Questions -- 19 Analysis of Convertible Bonds -- Learning Objectives -- Convertible Bond Provisions -- Categorization of Convertible Securities -- Basic Analytics and Concepts for Convertible Bond Analysis -- Option Measures -- Profile of a Convertible Bond -- Pros and Cons of Investing in a Convertible Bond -- Convertible Bond Arbitrage -- Options Approach to Valuation.
Key Points -- Questions -- 20 Corporate Bond Credit Analysis -- Learning Objectives -- Overview of Corporate Bond Credit Analysis -- Analysis of Business Risk -- Corporate Governance Risk -- Financial Risk -- Corporate Bond Credit Analysis and Equity Analysis -- Key Points -- Questions -- 21 Credit Risk Modeling -- Learning Objectives -- Difficulties in Credit Risk Modeling -- Overview of Credit Risk Modeling -- Credit Ratings versus Credit Risk Models -- Structural Models -- Estimating Portfolio Credit Risk: Default Correlation and Copulas -- Reduced-Form Models -- Incomplete Information Models -- Key Points -- Questions -- 22 Bond Portfolio Management Strategies -- Learning Objectives -- The Asset Allocation Decision -- Portfolio Management Team -- Spectrum of Bond Portfolio Strategies -- Bond Indexes -- The Primary Risk Factors -- Top-Down Versus Bottom-Up Portfolio Construction and Management -- Active Portfolio Strategies -- The Use of Leverage -- Key Points -- Questions -- 23 Bond Portfolio Construction -- Learning Objectives -- Brief Review of Portfolio Theory and Risk Decomposition -- Application of Portfolio Theory to Bond Portfolio Construction -- Tracking Error -- Cell-Based Approach to Bond Portfolio Construction -- Portfolio Construction with Multi-Factor Models -- Key Points -- Questions -- 24 Liability-Driven Strategies -- Learning Objectives -- General Principles of Asset/Liability Management -- Immunization of a Portfolio to Satisfy a Single Liability -- Structuring a Portfolio to Satisfy Multiple Liabilities -- Extensions of Liability-Driven Strategies -- Combining Active and Immunization Strategies -- Liability-Driven Strategies for Defined Benefit Pension Funds -- Key Points -- Questions -- 25 Bond Performance Measurement and Evaluation -- Learning Objectives -- Requirements for a Bond Performance and Attribution Analysis Process.
Performance Measurement -- Performance Attribution Analysis -- Key Points -- Questions -- 26 Interest-Rate Futures Contracts -- Learning Objectives -- Mechanics of Futures Trading -- Futures Versus Forward Contracts -- Risk and Return Characteristics of Futures Contracts -- Interest-Rate Futures Contracts -- Pricing and Arbitrage in the Interest-Rate Futures Market -- Bond Portfolio Management Applications -- Key Points -- Questions -- 27 Interest-Rate Options -- Learning Objectives -- Options Defined -- Differences between an Option and a Futures Contract -- Types of Interest-Rate Options -- Intrinsic Value and Time Value of an Option -- Profit and Loss Profiles for Simple Naked Option Strategies -- Put-Call Parity Relationship and Equivalent Positions -- Option Price -- Models for Pricing Options -- Sensitivity of Option Price to Change in Factors -- Hedge Strategies -- Key Points -- Questions -- 28 Interest-Rate Swaps, Caps, and Floors -- Learning Objectives -- Interest-Rate Swaps -- Interest-Rate Caps and Floors -- Key Points -- Questions -- 29 Credit Default Swaps -- Learning Objectives -- Credit Events -- Single-Name CDS -- Index CDS -- Economic Interpretation of a CDS and an Index CDS -- Using CDSs for Controlling Credit Risk -- Key Points -- Questions -- Index.
Record Nr. UNINA-9910150214803321
Fabozzi Frank J  
Boston, Mass., : Pearson, 2013
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
La circulation du cautionnement : contribution à l'étude du transfert à titre particulier et de la transmission à titre universel du contrat de cautionnement / / Richard Ledain Santiago
La circulation du cautionnement : contribution à l'étude du transfert à titre particulier et de la transmission à titre universel du contrat de cautionnement / / Richard Ledain Santiago
Autore Ledain Santiago Richard
Pubbl/distr/stampa Windhof : , : Promoculture : , : Larcier, , [2014]
Descrizione fisica 1 online resource (498 p.)
Disciplina 332.6323
Collana Regards sur le droit luxembourgeois
Soggetto topico Bond market
Soggetto genere / forma Electronic books.
ISBN 2-87974-603-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione fre
Record Nr. UNINA-9910466538303321
Ledain Santiago Richard  
Windhof : , : Promoculture : , : Larcier, , [2014]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
La circulation du cautionnement : contribution à l'étude du transfert à titre particulier et de la transmission à titre universel du contrat de cautionnement / / Richard Ledain Santiago
La circulation du cautionnement : contribution à l'étude du transfert à titre particulier et de la transmission à titre universel du contrat de cautionnement / / Richard Ledain Santiago
Autore Ledain Santiago Richard
Pubbl/distr/stampa Windhof : , : Promoculture : , : Larcier, , [2014]
Descrizione fisica 1 online resource (498 p.)
Disciplina 332.6323
Collana Regards sur le droit luxembourgeois
Soggetto topico Bond market
ISBN 2-87974-603-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione fre
Record Nr. UNINA-9910796007703321
Ledain Santiago Richard  
Windhof : , : Promoculture : , : Larcier, , [2014]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
La circulation du cautionnement : contribution à l'étude du transfert à titre particulier et de la transmission à titre universel du contrat de cautionnement / / Richard Ledain Santiago
La circulation du cautionnement : contribution à l'étude du transfert à titre particulier et de la transmission à titre universel du contrat de cautionnement / / Richard Ledain Santiago
Autore Ledain Santiago Richard
Pubbl/distr/stampa Windhof : , : Promoculture : , : Larcier, , [2014]
Descrizione fisica 1 online resource (498 p.)
Disciplina 332.6323
Collana Regards sur le droit luxembourgeois
Soggetto topico Bond market
ISBN 2-87974-603-5
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione fre
Record Nr. UNINA-9910813158703321
Ledain Santiago Richard  
Windhof : , : Promoculture : , : Larcier, , [2014]
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Developing government bond markets [[electronic resource] ] : a handbook
Developing government bond markets [[electronic resource] ] : a handbook
Pubbl/distr/stampa Washington, D.C., : World Bank, : International Monetary Fund, 2001
Descrizione fisica 1 online resource (435 p.)
Disciplina 332.63/232
Soggetto topico Government securities
Bond market
Soggetto genere / forma Electronic books.
ISBN 1-4552-2268-2
1-4552-4168-7
1-280-08439-1
9786610084395
0-585-46126-0
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; Preface; Foreword; Handbook Team and Acknowledgments; 1 Developing a Government Bond Market: An Overview; 2 Money Markets and Monetary Policy Operations; 3 A Government Debt Issuance Strategy and Debt Management Framework; 4 Developing Benchmark Issues; 5 Developing a Primary Market for Government Securities; 6 Developing the Investor Base for Government Securities; 7 Developing Secondary Market Structures for Government Securities; 8 Developing a Government Securities Settlement Structure; 9 Legal and Regulatory Framework
10 Development of Government Securities Markets and Tax Policy11 Development of Subnational Bond Markets; 12 Development of Private Sector Bond Markets; Bibliography; Glossary
Record Nr. UNINA-9910455571603321
Washington, D.C., : World Bank, : International Monetary Fund, 2001
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Developing government bond markets : : a handbook
Developing government bond markets : : a handbook
Pubbl/distr/stampa Washington, D.C. : , : World Bank : , : International Monetary Fund, , 2001
Descrizione fisica xxii, 413 pages : illustrations ; ; 24 cm
Disciplina 332.63/232
Soggetto topico Government securities
Bond market
ISBN 1-4552-2268-2
1-4552-4168-7
1-280-08439-1
9786610084395
0-585-46126-0
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Nota di contenuto Contents; Preface; Foreword; Handbook Team and Acknowledgments; 1 Developing a Government Bond Market: An Overview; 2 Money Markets and Monetary Policy Operations; 3 A Government Debt Issuance Strategy and Debt Management Framework; 4 Developing Benchmark Issues; 5 Developing a Primary Market for Government Securities; 6 Developing the Investor Base for Government Securities; 7 Developing Secondary Market Structures for Government Securities; 8 Developing a Government Securities Settlement Structure; 9 Legal and Regulatory Framework
10 Development of Government Securities Markets and Tax Policy11 Development of Subnational Bond Markets; 12 Development of Private Sector Bond Markets; Bibliography; Glossary
Record Nr. UNINA-9910780496203321
Washington, D.C. : , : World Bank : , : International Monetary Fund, , 2001
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui