MARC details
| 000 -CABECERA |
|---|
| campo de control de longitud fija |
04182nam a2200301Ia 4500 |
| 001 - NÚMERO DE CONTROL |
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| campo de control |
1387 |
| 008 - DATOS DE LONGITUD FIJA--INFORMACIÓN GENERAL |
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| campo de control de longitud fija |
230305s2003 xx 000 0 und d |
| 020 ## - NÚMERO INTERNACIONAL ESTÁNDAR DEL LIBRO |
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| Número Internacional Estándar del Libro |
9780470852774 |
| 040 ## - FUENTE DE LA CATALOGACIÓN |
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| Centro/agencia transcriptor |
TBS |
| 041 ## - CÓDIGO DE LENGUA |
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| Código de lengua del texto/banda sonora o título independiente |
eng |
| 050 ## - SIGNATURA TOPOGRÁFICA DE LA BIBLIOTECA DEL CONGRESO |
|---|
| Número de clasificación |
HG4650 |
| Número de documento/Ítem |
.M367 2003 |
| 100 ## - ENTRADA PRINCIPAL--NOMBRE DE PERSONA |
|---|
| Nombre de persona |
Martellini, Lionel |
| 9 (RLIN) |
7408 |
| Término indicativo de función/relación |
author |
| 245 #0 - MENCIÓN DE TÍTULO |
|---|
| Título |
Fixed income securities |
| Resto del título |
: valuation, risk management, and portfolio strategies |
| Mención de responsabilidad, etc. |
/ Lionel Martellini, Philippe Priaulet, and Stéphane Priaulet. |
| 260 ## - PUBLICACIÓN, DISTRIBUCIÓN, ETC. |
|---|
| Nombre del editor, distribuidor, etc. |
Chichester, England ; Hoboken, NJ : Wiley, 2003. |
| 300 ## - DESCRIPCIÓN FÍSICA |
|---|
| Extensión |
xxix, 631 pages : illustrations, tables, graphs (black and white) ; 25 cm. |
| 490 ## - MENCIÓN DE SERIE |
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| Mención de serie |
Wiley finance series. |
| 505 ## - NOTA DE CONTENIDO CON FORMATO |
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| Nota de contenido con formato |
Pt. 1. Investment environment ― 1. Bonds and money-market instruments ― 2. Bond prices and yields ― pt. 2. Term structure of interest rates ― 3. Empirical properties and classical theories of the term structure ― 4. Deriving the zero-coupon yield curve ― pt. 3. Hedging interest rate risk― 5. Hedging interest-rate risk with duration ― 6. Beyond duration ― pt. 4. Investment strategies ― 7. Passive fixed-income portfolio management ― 8. Active fixed-income portfolio management ― 9. Performance measurement on fixed-income portfolios ― pt. 5. Swaps and futures ― 10. Swaps ― 11. Forwards and futures ― pt. 6. Modeling the term structure of interest rates and credit spreads ― 12. Modeling the yield curve dynamics ― 13. Modeling the credit spreads dynamics ― pt. 7. 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 ― pt. 8. Securitization ― 17. Mortgage-backed securities ― 18. Asset-backed securities. |
| 520 ## - SUMARIO, ETC. |
|---|
| Sumario, etc. |
This is the first comprehensive textbook for students studying fixed-income securities, and is ideally suited to MBA, MSc and final year undergraduate students in Finance and related topics. The text offers an accessible and detailed account of interest rates and risk management in bond markets. It develops insights into different bond portfolio strategies and illustrates how various types of derivative securities can be used to shift the risks associated with investing in fixed-income securities. It also provides extensive coverage on all sectors of the bond market, and the techniques for valuing bonds. In addition, explanation is given of state-of-the-art techniques for bond portfolio management, including: A description of numerous fixed-income assets and related securities, namely zero-coupon government bonds, coupon bearing government bonds, corporate bonds, exchange-traded bond options, bonds with embedded options, floating rate notes, caps, floors and collars, swaptions, credit derivatives, mortgage-backed securities, etc. The development of tools to analyze interest rate sensitivity and to value fixed-income securities, with an emphasis on active and passive bond management, and an overview of techniques used by mutual fund and also hedge fund managers. With numerous worked examples covering the valuation, risk management and portfolio strategies of fixed income securities, and imaginative discussion of important topics such as deriving the zero yield curve, deriving credit spreads, and hedging interest rate risk, the text provides an accessible route into the complex worlds of fixed income securities. |
| 590 ## - NOTA LOCAL (RLIN) |
|---|
| Procedencia (VM) [OBSOLETO] |
Includes bibliographical references and indexes. ; ; Contributor biographical information http://www.loc.gov/catdir/bios/wiley046/2003041167.html ; Table of contents http://www.loc.gov/catdir/toc/wiley041/2003041167.html ; Publisher description http://www.loc.gov/catdir/description/wiley039/2003041167.html |
| 650 ## - PUNTO DE ACCESO ADICIONAL DE MATERIA--TÉRMINO DE MATERIA |
|---|
| Término de materia o nombre geográfico como elemento de entrada |
Fixed-income securities |
| Subdivisión general |
Mathematical models |
| 9 (RLIN) |
7403 |
| 650 #0 - PUNTO DE ACCESO ADICIONAL DE MATERIA--TÉRMINO DE MATERIA |
|---|
| Término de materia o nombre geográfico como elemento de entrada |
Portfolio management |
| Subdivisión general |
Mathematical models |
| 9 (RLIN) |
7404 |
| 650 ## - PUNTO DE ACCESO ADICIONAL DE MATERIA--TÉRMINO DE MATERIA |
|---|
| Término de materia o nombre geográfico como elemento de entrada |
Bonds |
| Subdivisión general |
Mathematical models |
| 9 (RLIN) |
7405 |
| 650 ## - PUNTO DE ACCESO ADICIONAL DE MATERIA--TÉRMINO DE MATERIA |
|---|
| Término de materia o nombre geográfico como elemento de entrada |
Hedging (Finance) |
| Subdivisión general |
Mathematical models |
| 9 (RLIN) |
7406 |
| 653 ## - TÉRMINO DE INDIZACIÓN--NO CONTROLADO |
|---|
| Término no controlado |
Bibliography M1 - CO Audit and Controlling: Advanced Corporate Finance |
| 700 ## - ENTRADA AGREGADA--NOMBRE PERSONAL |
|---|
| Nombre de persona |
Priaulet, Philippe |
| Término indicativo de función/relación |
author |
| 9 (RLIN) |
7409 |
| 700 ## - ENTRADA AGREGADA--NOMBRE PERSONAL |
|---|
| Nombre de persona |
Priaulet, Stéphane |
| Término indicativo de función/relación |
author |
| 9 (RLIN) |
7407 |
| 942 ## - ELEMENTOS DE ENTRADA AGREGADA (KOHA) |
|---|
| Fuente del sistema de clasificación o colocación |
Clasificación de Library of Congress |
