ISBN 13 : 978-0262029483

Sommaire : Preface
Acknowledgments

Part I: Introduction

1 Financial Assets and Financial Markets
2 Overview of Risks and Risk Management

Part II: The players

3 Overview of Market Participants
4 Depository Institutions
5 Insurance Companies and Defined Benefit Pension Plans
6 Managers of Collective Investment Vehicles
7 Investment Banking Firms

Part III: Basics of cash and derivatives markets

8 Primary and Secondary Markets
9 Introduction to Linear Payoff Derivatives: Futures, Forwards, and Swaps
10 Introduction to Nonlinear Payoff Derivatives: Options, Credit Default Swaps, Caps, and floors
11 Securitization and Its Role in Financial Markets

Part IV: Risk and return theories

12 Return Distributions and Risk Measures
13 Portfolio Selection Theory
14 Asset Pricing Theories

Part V: Interest rate determination and debt pricing

15 The Theory and Structure of Interest Rates
16 Valuation of Debt Contracts and Their Price Volatility Characteristics

Part V: Interest rate determination and debt pricing

15 The Theory and Structure of Interest Rates
16 Valuation of Debt Contracts and Their Price Volatility Characteristics
17 The Term Structure of Interest Rates

Part VI: Equity markets

18 The Structure of the Common Stock Market
19 Common Stock Strategies and Trading Arrangements

Part VII: DEBT MARKETS

20 The Money Market for Private Debt Instruments
21 Treasury and Agency Securities Markets
22 Municipal Securities Markets
23 Corporate Senior Instruments Markets
24 International Bond Markets
25 The Residential Mortgage Market
26 The Market for U.S. Agency Residential Mortgage–Backed Securities
27 The Market for Credit-Sensitive Securitized Products

Part VIII: Derivative markets

28 The Market for Equity Derivatives
29 The Market for Interest Rate Risk Transfer Vehicles: Exchange-Traded Products
30 The Market for Interest Rate Risk Transfer Vehicles: OTC Instruments
31 The Market for Credit Risk Transfer Vehicles: Credit Derivatives and Collateralized Debt obligations
32 The Market for Foreign Exchange and Risk Control Instruments
Index

Langue : Français

Edition : 5ème

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Professeur EDHEC : Oui

Propriétaire : Bibliothèque