Fabozzi, Frank J.
Floating-Rate Securities Floating rate securities Frank J. Fabozzi, Steven V. Mann - iv, 229 páginas ilustrado 24 cm.
Incluye índice.
Features and Investment Characteristics of Floaters -- The Choice of a Floater's Reference Rate -- Introduction to the Valuation of Floaters -- Valuing Floaters with Embedded Options -- Spread Measures and Spread Duration -- Relative Value Analysis Using the Interest Rate Swap Market -- Adjustable-Rate Mortgage Passthrough Securities -- CMO Floaters -- ABS Floaters -- Analysis of MBS and ABS Floaters -- Inverse Floaters. 1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11.
1883249651
Floating rate notes.
Nota a tasa flotante
Efecto trading
Effect trade
Renta (finanzas)
332.632042 / F121f
Floating-Rate Securities Floating rate securities Frank J. Fabozzi, Steven V. Mann - iv, 229 páginas ilustrado 24 cm.
Incluye índice.
Features and Investment Characteristics of Floaters -- The Choice of a Floater's Reference Rate -- Introduction to the Valuation of Floaters -- Valuing Floaters with Embedded Options -- Spread Measures and Spread Duration -- Relative Value Analysis Using the Interest Rate Swap Market -- Adjustable-Rate Mortgage Passthrough Securities -- CMO Floaters -- ABS Floaters -- Analysis of MBS and ABS Floaters -- Inverse Floaters. 1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11.
1883249651
Floating rate notes.
Nota a tasa flotante
Efecto trading
Effect trade
Renta (finanzas)
332.632042 / F121f