The handbook of fixed income securities:
Gespeichert in:
| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
New York [u.a.]
McGraw-Hill
2005
|
| Ausgabe: | 7. ed. |
| Schlagworte: | |
| Online-Zugang: | Publisher description Contributor biographical information Inhaltsverzeichnis |
| Beschreibung: | XXIX, 1495 S. Ill., graph. Darst. |
| ISBN: | 9780071440998 0071440992 |
Internformat
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| 245 | 1 | 0 | |a The handbook of fixed income securities |c Frank J. Fabozzi, editor |
| 250 | |a 7. ed. | ||
| 264 | 1 | |a New York [u.a.] |b McGraw-Hill |c 2005 | |
| 300 | |a XXIX, 1495 S. |b Ill., graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 650 | 4 | |a Actions privilégiées - Guides, manuels, etc | |
| 650 | 7 | |a Beleggingen |2 gtt | |
| 650 | 7 | |a Effecten |2 gtt | |
| 650 | 4 | |a Fonds du marché monétaire - Guides, manuels, etc | |
| 650 | 7 | |a Obligaties |2 gtt | |
| 650 | 4 | |a Obligations (Valeurs) - Guides, manuels, etc | |
| 650 | 4 | |a Sociétés d'investissement - Guides, manuels, etc | |
| 650 | 4 | |a Valeurs mobilières à revenus fixes - Guides, manuels, etc | |
| 650 | 4 | |a Bonds |v Handbooks, manuals, etc | |
| 650 | 4 | |a Fixed-income securities |v Handbooks, manuals, etc | |
| 650 | 4 | |a Money market funds |v Handbooks, manuals, etc | |
| 650 | 4 | |a Mutual funds |v Handbooks, manuals, etc | |
| 650 | 4 | |a Preferred stocks |v Handbooks, manuals, etc | |
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Datensatz im Suchindex
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| adam_text | CONTENTS Preface xxiii
Acknowledgments xxv
Contributors xxvii
PART ONE ^ —
BACKGROUND
Chapter 1 _——
Overview of the Types and Features of Fixed Income Securities 3
Frank J. Fabozzi, Michael G. Ferri, and Steven V. Mann
Bonds 3
Preferred Stock 15
Residential Mortgage Backed Securities 16
Commercial Mortgage Backed Securities 19
Asset Backed Securities 19
Summary 20
Chapter 2 — ¦
Risks Associated with Investing in Fixed Income Securities 21
Ravi F. Dattatreya and Frank J. Fabozzi
Market, or Interest Rate, Risk 22
Reinvestment Risk 22
Timing, or Call, Risk 23
Credit Risk 24
Yield Curve, or Maturity, Risk 25
Inflation, or Purchasing Power, Risk 26
Liquidity Risk 26
Exchange Rate, or Currency, Risk 27
Volatility Risk 28
Political or Legal Risk 28
Event Risk 29
Sector Risk 29
Other Risks 29
Summary 29
Chapter 3
The Primary and Secondary Bond Markets 31
Frank J. Fabozzi and Frank J. Jones
Primary Market 31
Secondary Markets 39
Summary 51
Chapter 4
Bond Market Indexes 53
Frank K. Reilly and David J. Wright
Uses of Bond Indexes 53
Building and Maintaining a Bond Index 55
Description of Alternative Bond Indexes 56
Risk/Return Characteristics 61
Correlation Relationships 65
Summary 70
PART TWO
BASIC ANALYTICS
Chapter 5
Bond Pricing, Yield Measures, and Total Return 73
Frank J. Fabozzi
Bond Pricing 73
Conventional Yield Measures 86
Total Return Analysis 97
Summary 105
Chapter 6
Calculating Investment Returns 107
Bruce J. Feibel
Single Period Rate of Return 108
Performance of an Investment: Money Weighted Returns 119 i
Performance of the Investment Manager: Time Weighted Returns 125
Multiple Period Return Calculation 129
Summary 133
Chapter 7
The Structure of Interest Rates 135
Frank J. Fabozzi
The Base Interest Rate 135
Risk Premium 135
The Term Structure of Interest Rates 139
Summary 156
Chapter 8
Overview of Forward Rate Analysis 159
Antti Ilmanen
Computation of Par, Spot, and Forward Rates 160
Main Influences on the Yield Curve Shape 163
Using Forward Rate Analysis in Yield Curve Trades 171
Chapter 9
Measuring Interest Rate Risk 183
Frank J. Fabozzi, Gerald W. Buetow, Jr., and Robert R. Johnson
The Full Valuation Approach 184
Price Volatility Characteristics of Bonds 188
Duration 197
Modified Duration versus Effective Duration 203
Convexity 210
Price Value of a Basis Point 222
The Importance of Yield Volatility 225
PART THREE
SECURITIES
Chapter 10
U.S. Treasury and Agency Securities 229
Frank J. Fabozzi and Michael J. Fleming
f Treasury Securities 229
I Agency Securities 242
I Summary 250
Chapter 11
Municipal Bonds 251
Sylvan G. Feldstein, Frank J. Fabozzi, Alexander M. Grant, Jr., and
Patrick M. Kennedy
Features of Municipal Securities 253
Types of Municipal Obligations 255
The Commercial Credit Rating of Municipal Bonds 264
Municipal Bond Insurance 270
Valuation Methods 271
Tax Provisions Affecting Municipals 272
Yield Relationships within the Municipal Bond Market 276
Primary and Secondary Markets 278
Bond Indexes 279
Official Statement 280
Regulation of the Municipal Securities Market 280
Chapter 12
Private Money Market Instruments 285
Frank J. Fabozzi, Steven V. Mann, and Richard S. Wilson
Commercial Paper 285
Bankers Acceptances 289
Large Denomination Negotiable CDs 292
Repurchase Agreements 295
Federal Funds 301
Summary 303
Chapter 13
Corporate Bonds 305
Frank J. Fabozzi, Steven V. Mann, and Richard S. Wilson
The Corporate Trustee 306
Some Bond Fundamentals 307
Security for Bonds 312
Alternative Mechanisms to Retire Debt before Maturity 320
Credit Risk 327
Event Risk 330
High Yield Bonds 331
Default Rates and Recovery Rates 335
i
Chapter 14
Medium Term Notes 339
LelandE. Crabbe
Background of the MTN Market 340
Mechanics of the Market 342
The Economics of MTNs and Corporate Bonds 344
Structured MTNs 347
Euro MTNs 349
Chapter 15
Inflation Linked Bonds 351
John B. Brynjolfsson
Mechanics and Measurement 353
Marketplace 361
Valuation and Performance Dynamics 364
Investors 364
Issuers 369
Other Issues 371
Conclusion 372
Chapter 16
Floating Rate Securities 373
Frank J. Fabozzi and Steven V. Mann
General Features of Floaters and Major Product Types 374
Call and Put Provisions 376
Spread Measures 377
Price Volatility Characteristics of Floaters 379
Portfolio Strategies 382
Chapter 17
Nonconvertible Preferred Stock 385
Frank J. Fabozzi and Steven V, Mann
Preferred Stock Issuance 386
Preferred Stock Ratings 390
Tax Treatment of Dividends 392
j
I
Chapter 18
International Bond Markets and Instruments 393
Christopher B. Steward
The Instruments: Euro, Foreign, and Global 394
U.S. Pay International Bonds 395
Foreign Pay International Bonds 402
Conclusion 408
Chapter 19
The Eurobond Market 409
David Munves
Founding and the Early Years 410
The Eurobond Market Post EMU: The Drivers of Development 415
The Corporate Eurobond Market Today 426
Beyond High Grade Euro Corporates: The Other Eurobond Sectors 434
The Outlook for the Eurobond Market 439
Chapter 20
Emerging Markets Debt 441
Jane Sachar Brauer
The Debt Universe 441
Emerging Markets Debt Performance History 445
Brady Bonds 449
Defaults, Exchanges, Restructurings, Workouts, and Litigation 454
Derivatives 464
Credit Linked Notes (CLNs) 466
Valuation Methods 467
Conclusion 469
Collateralized Brady Bonds 469
Noncollateralized Brady Bonds 470
Chapter 21
Stable Value Investments 471
John R. Caswell and Karl Tourville
Stable Value Products 472
The Evolution of Stable Value 477
Stable Value Portfolio Management 480
The Future of Stable Value 485
Chapter 22
An Overview of Mortgages and the Mortgage Market 487
Anand K. Bhattacharya and William S. Berliner
Product Definition and Terms 487
Mechanics of Mortgage Loans 493
The Mortgage Industry 497
Generation of Mortgage Lending Rates 501
Component Risks of Mortgage Products 507
Conclusion 512
Chapter 23
Agency Mortgage Backed Securities 513
Andrew Davidson and Anne Ching
Mortgage Loans 513
History of the Secondary Mortgage Market 517
Agency Pool Programs 518
Trading Characteristics 522
Prepayment and Cash Flow Behavior 526
Prepayment Conventions 527
Sources of Prepayments 527
Prepayment Models 533
Valuation 535
Summary 539
Chapter 24
Collateralized Mortgage Obligations 541
Alexander Crawford
The CMO Market 541
CMO Tranche Types 543
Agency versus Nonagency CMOs 562
CMO Analysis 568
Pulling Up a CMO 577
Alphabetical List of Some Useful Bloomberg Commands for CMOs 577
Chapter 25
Nonagency CMOs 579
Frank J. Fabozzi, Anthony B. Sanders, David Yuen, and Chuck Ramsey
The Nonagency MBS Market 579
Credit Enhancements 581
Compensating Interest 586
Weighted Average Coupon Dispersion 586
Cleanup Call Provisions 588
Chapter 26
Residential Asset Backed Securities 589
John McElravey
Market Development 590
Characteristics of Subprime Borrowers 592
Prepayment Speeds 595
Relative Value Consequences 598
Key Aspects of Credit Analysis 600
Structural Considerations 604
Conclusion 613
Chapter 27
Commercial Mortgage Backed Securities 615
Anthony B. Sanders
The CMBS Deal 615
The Underlying Loan Portfolio 621
The Role of the Servicer 625
Loan Origination, the Lemons Market, and the Pricing of CMBS 627
Summary 628
Chapter 28
Credit Card Asset Backed Securities 629
John McElravey
Securitization of Credit Card Receivables 629
The Credit Card ABS Market 642
Conclusion 645
Chapter 29
Securities Backed by Automobile Loans and Leases 647
W. Alexander Roever
U.S. Auto Finance Industry 647
Understanding Loan Collateral Performance 652
Auto Loan ABS Structures 656
Auto Lease Origination 659
Auto Lease Securitization 662
Relative Value Analysis of Auto Loan and Lease ABS 666
Conclusion 668
Chapter 30
Cash Collateralized Debt Obligations 669
Laurie S. Goodman, Frank J. Fabozzi, and Douglas J. Lucas
Family of CDOs 670
Cash CDOs 670
Cash How Transactions 674
Market Value Transactions 678
Synthetic CDOs 683
Secondary Market Trading Opportunities 684
Investment Principles for Managing a Portfolio of CDOs 689
Chapter 31
Synthetic CDOs 695
Jeffrey T. Prince, Arturo Cifuentes, and Nichol Bakalar
Growth and Evolution of the SCDO Market 696
Synthetic CDOs from the Ground Up 698
A Comparison with Cash CDOs 705
Single Tranche (Bespoke) Transactions 719
Investor s Guide to Synthetic CDOs 725
Conclusion 728
PART FOUR
CREDIT ANALYSIS AND CREDIT RISK MODELING
Chapter 32
Credit Analysis for Corporate Bonds 733
Frank J. Fabozzi
Approaches to Credit Analysis 733
Industry Considerations 735
Financial Analysis 740
Indenture Provisions 750
Utilities 756
Finance Companies 763
The Analysis of High Yield Corporate Bonds 768
Credit Scoring Models 775
Conclusion 777
Chapter 33
Credit Risk Modeling 779
Tim Backshall, Kay Giesecke, and Lisa Goldberg
Structural Credit Models 780
Reduced Form Credit Models 790
Incomplete Information Credit Models 794
Chapter 34
Guidelines in the Credit Analysis of Municipal General
Obligation and Revenue Bonds 799
Sylvan G. Feldstein and Alexander M. Grant, Jr.
The Legal Opinion 800
The Need to Know Who Really Is the Issuer 805
On the Financial Advisor and Underwriter 806
General Credit Indicators and Economic Factors in the
Credit Analysis 807
Red Flags for the Investor 824
Chapter 35
Rating Agency Approach to Structured Finance 827
Hedi Katz
Credit Committee Process 827
Collateral Analysis 828
Financial Review of Structure 830
Legal Review of Structure 831
Parties Review 833
PART FIVE
VALUATION AND ANALYSIS
Chapter 36
Fixed Income Risk Modeling 839
Ronald N. Kahn
The Valuation Model 840
The Risk Model 844
Performance 847
Portfolio Risk Characterization 849
Summary 850
Chapter 37
Valuation of Bonds with Embedded Options 851
Frank J. Fabozzi, Andrew Kalotay, and Michael Dorigan
The Interest Rate Lattice 852
Calibrating the Lattice 856
Using the Lattice for Valuation 860
Fixed Coupon Bonds with Embedded Options 860
Valuation of Two More Exotic Structures 865
Extensions 867
Conclusion 872
Chapter 38
Valuation of Mortgage Backed Securities 873
Frank J. Fabozzi, Scott F. Richard, and David S. Horowitz
Static Valuation 874
Dynamic Valuation Modeling 875
Illustrations 883
Summary 895
Chapter 39
OAS and Effective Duration 897
David Audley, Richard Chin, and Shrikant Ramamurthy
The Price/Yield Relationship for Option Embedded Bonds 898
Effective Duration 902
Effective Maturity 906
Option Adjusted Spreads 908
Summary 911
Chapter 40
A Framework for Analyzing Yield Curve Trades 913
Antti Ilmanen
Forward Rates and Their Determinants 914
Decomposing Expected Returns of Bond Positions 921
Chapter 41
The Market Yield Curve and Fitting the Term Structure of
Interest Rates 939
Moorad Choudhry
Basic Concepts 939
The Concept of the Forward Rate 943
Chapter 48 ^___ Dedicated Bond Portfolios 1103
Frank J. Fabozzi
The Need for a Broader Asset/Liability Focus 1103
Cash Flow Matching for Pension Funds 1104
Role of Money Manager and Dealer Firm 1116
Conclusion 1117
Chapter 49
International Bond Portfolio Management 1119
Christopher B. Steward, J. Hank Lynch, and Frank J. Fabozzi
Investment Objectives and Policy Statements 1120
Developing a Portfolio Strategy 1126
Portfolio Construction 1134
Chapter 50
Transition Management 1147
Daniel Gallegos
Overview of Fixed Income Transition Management 1147
Processes of a Transition 1150
Risk Management and Transition Management 1157
Measuring Transition Performance 1158
Points to Consider 1160
PART SEVEN
DERIVATIVES AND THEIR APPLICATIONS
Chapter 51
Introduction to Interest Rate Futures and
Options Contracts 1163
Frank J. Fabozzi, Steven V. Mann, and Mark Pitts
Basic Characteristics of Derivative Contracts 1163
Representative Exchange Traded Interest Rate Futures Contracts 1166
Representative Exchange Traded Futures Options Contracts 1175
OTC Contracts 1178
Summary 1185
Chapter 52
Pricing Futures and Portfolio Applications 1187
Frank J. Fabozzi, Mark Pitts, and Bruce M. Collins
Pricing of Futures Contracts 1188
Applications to Portfolio Management 1195
Portable Alpha 1198
Summary 1200
Chapter 53
Treasury Bond Futures Mechanics and Basis Valuation 1201
David T. Kim
Mechanics of the Futures Contract 1202
The Basis 1206
Carry 1207
Options 1209
Conclusion 1223
Chapter 54
The Basics of Interest Rate Options 1225
William J. Gartland and Nicholas C. Letica
How Options Work 1225
Options Strategies—Reorganizing the Profit/Loss Graph 1238
Classic Option Strategies 1239
Practical Portfolio Strategies 1242
Conclusion 1247
Chapter 55
Interest Rate Swaps and Swaptions 1249
Frank J. Fabozzi, Steven V. Mann, and Moorad Choudhry
Description of an Interest Rate Swap 1249
Interpreting a Swap Position 1251
Terminology, Conventions, and Market Quotes 1253
Valuing Interest Rate Swaps 1255
Primary Determinants of Swap Spreads 1272
Nongeneric Interest Rate Swaps 1274
Canceling a Swap 1278
Credit Risk 1278
Swaptions 1279
Chapter 56
Interest Rate Caps and Floors and Compound Options 1283
Anand K. Bhattacharya
Features of Interest Rate Caps and Floors 1283
Pricing of Caps and Floors 1284
Interest Rate Caps 1285
Participating Caps 1287
Interest Rate Floors 1290
Interest Rate Collars 1291
Interest Rate Corridors 1293
Cap/Floor Parity 1294
Termination of Caps and Floors 1296
Compound Options 1296
Concluding Comments 1300
Chapter 57
Controlling Interest Rate Risk with Futures
and Options 1301
Frank J. Fabozzi, Shrikant Ramamurthy, and Mark Pitts
Controlling Interest Rate Risk with Futures 1301
Hedging with Options 1320
Summary 1334
Chapter 58
Introduction to Credit Derivatives 1337
Dominic O Kane
The Credit Derivatives Market 1338
The Credit Default Swap 1339
CDS Portfolio Products 1352
Basket Default Swaps 1353
Synthetic CDOs 1357
Credit Derivative Options 1364
Conclusions 1367
PART EIGHT
CONVERTIBLE SECURITIES
Chapter 59
Convertible Securities and Their Investment Characteristics 1371
Chris P. Dialynas and John C. Ritchie, Jr.
General Characteristics of Convertibles 1372
Advantages and Disadvantages to Issuing Firms 1375
Advantages to the Investor 1376
Disadvantages to the Investor 1377
Alternative Forms of Convertible Financing 1378
Types of Convertible Investors 1378
Analysis of Convertible Securities 1379
An Illustrative Analysis 1379
Duration Management 1389
Valuation of Convertibles 1389
Summary 1392
Chapter 60
Convertible Securities and Their Valuation 1393
Mihir Bhattacharya
Evolution in the Convertible Markets 1396
Basic Characteristics of Convertible Securities 1416
Traditional Valuation Method 1421
Convertible Valuation Models 1424
Exercising the Embedded Options 1436
Looking Forward 1440
Summary 1441
Appendix A
A Review of the Time Value of Money 1443
Frank J. Fabozzi
Future Value 1443
Present Value 1449
Yield (Internal Rate of Return) 1453
Index 1459
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| genre | (DE-588)4143413-4 Aufsatzsammlung gnd-content |
| genre_facet | Aufsatzsammlung |
| id | DE-604.BV020049458 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T20:11:41Z |
| institution | BVB |
| isbn | 9780071440998 0071440992 |
| language | English |
| lccn | 2004019507 |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-013370414 |
| oclc_num | 845719567 |
| open_access_boolean | |
| owner | DE-703 DE-355 DE-BY-UBR DE-1047 DE-573 DE-1102 DE-92 DE-706 DE-1049 |
| owner_facet | DE-703 DE-355 DE-BY-UBR DE-1047 DE-573 DE-1102 DE-92 DE-706 DE-1049 |
| physical | XXIX, 1495 S. Ill., graph. Darst. |
| publishDate | 2005 |
| publishDateSearch | 2005 |
| publishDateSort | 2005 |
| publisher | McGraw-Hill |
| record_format | marc |
| spelling | The handbook of fixed income securities Frank J. Fabozzi, editor 7. ed. New York [u.a.] McGraw-Hill 2005 XXIX, 1495 S. Ill., graph. Darst. txt rdacontent n rdamedia nc rdacarrier Actions privilégiées - Guides, manuels, etc Beleggingen gtt Effecten gtt Fonds du marché monétaire - Guides, manuels, etc Obligaties gtt Obligations (Valeurs) - Guides, manuels, etc Sociétés d'investissement - Guides, manuels, etc Valeurs mobilières à revenus fixes - Guides, manuels, etc Bonds Handbooks, manuals, etc Fixed-income securities Handbooks, manuals, etc Money market funds Handbooks, manuals, etc Mutual funds Handbooks, manuals, etc Preferred stocks Handbooks, manuals, etc Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf Asset-Backed Security (DE-588)4343344-3 gnd rswk-swf Kapitalanlage (DE-588)4073213-7 gnd rswk-swf Festverzinsliches Wertpapier (DE-588)4121262-9 gnd rswk-swf Offener Investmentfonds (DE-588)4305480-8 gnd rswk-swf Vorzugsaktie (DE-588)4188751-7 gnd rswk-swf Rentenmarkt (DE-588)4177794-3 gnd rswk-swf Portfolio Selection (DE-588)4046834-3 gnd rswk-swf Wertpapier (DE-588)4065674-3 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Wertpapier (DE-588)4065674-3 s Vorzugsaktie (DE-588)4188751-7 s Offener Investmentfonds (DE-588)4305480-8 s DE-604 Festverzinsliches Wertpapier (DE-588)4121262-9 s Asset-Backed Security (DE-588)4343344-3 s Derivat Wertpapier (DE-588)4381572-8 s Portfolio Selection (DE-588)4046834-3 s Rentenmarkt (DE-588)4177794-3 s Kapitalanlage (DE-588)4073213-7 s 1\p DE-604 Fabozzi, Frank J. 1948- Sonstige (DE-588)129772054 oth http://www.loc.gov/catdir/description/mh051/2004019507.html Publisher description http://www.loc.gov/catdir/bios/mh051/2004019507.html Contributor biographical information HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013370414&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | The handbook of fixed income securities Actions privilégiées - Guides, manuels, etc Beleggingen gtt Effecten gtt Fonds du marché monétaire - Guides, manuels, etc Obligaties gtt Obligations (Valeurs) - Guides, manuels, etc Sociétés d'investissement - Guides, manuels, etc Valeurs mobilières à revenus fixes - Guides, manuels, etc Bonds Handbooks, manuals, etc Fixed-income securities Handbooks, manuals, etc Money market funds Handbooks, manuals, etc Mutual funds Handbooks, manuals, etc Preferred stocks Handbooks, manuals, etc Derivat Wertpapier (DE-588)4381572-8 gnd Asset-Backed Security (DE-588)4343344-3 gnd Kapitalanlage (DE-588)4073213-7 gnd Festverzinsliches Wertpapier (DE-588)4121262-9 gnd Offener Investmentfonds (DE-588)4305480-8 gnd Vorzugsaktie (DE-588)4188751-7 gnd Rentenmarkt (DE-588)4177794-3 gnd Portfolio Selection (DE-588)4046834-3 gnd Wertpapier (DE-588)4065674-3 gnd |
| subject_GND | (DE-588)4381572-8 (DE-588)4343344-3 (DE-588)4073213-7 (DE-588)4121262-9 (DE-588)4305480-8 (DE-588)4188751-7 (DE-588)4177794-3 (DE-588)4046834-3 (DE-588)4065674-3 (DE-588)4143413-4 |
| title | The handbook of fixed income securities |
| title_auth | The handbook of fixed income securities |
| title_exact_search | The handbook of fixed income securities |
| title_full | The handbook of fixed income securities Frank J. Fabozzi, editor |
| title_fullStr | The handbook of fixed income securities Frank J. Fabozzi, editor |
| title_full_unstemmed | The handbook of fixed income securities Frank J. Fabozzi, editor |
| title_short | The handbook of fixed income securities |
| title_sort | the handbook of fixed income securities |
| topic | Actions privilégiées - Guides, manuels, etc Beleggingen gtt Effecten gtt Fonds du marché monétaire - Guides, manuels, etc Obligaties gtt Obligations (Valeurs) - Guides, manuels, etc Sociétés d'investissement - Guides, manuels, etc Valeurs mobilières à revenus fixes - Guides, manuels, etc Bonds Handbooks, manuals, etc Fixed-income securities Handbooks, manuals, etc Money market funds Handbooks, manuals, etc Mutual funds Handbooks, manuals, etc Preferred stocks Handbooks, manuals, etc Derivat Wertpapier (DE-588)4381572-8 gnd Asset-Backed Security (DE-588)4343344-3 gnd Kapitalanlage (DE-588)4073213-7 gnd Festverzinsliches Wertpapier (DE-588)4121262-9 gnd Offener Investmentfonds (DE-588)4305480-8 gnd Vorzugsaktie (DE-588)4188751-7 gnd Rentenmarkt (DE-588)4177794-3 gnd Portfolio Selection (DE-588)4046834-3 gnd Wertpapier (DE-588)4065674-3 gnd |
| topic_facet | Actions privilégiées - Guides, manuels, etc Beleggingen Effecten Fonds du marché monétaire - Guides, manuels, etc Obligaties Obligations (Valeurs) - Guides, manuels, etc Sociétés d'investissement - Guides, manuels, etc Valeurs mobilières à revenus fixes - Guides, manuels, etc Bonds Handbooks, manuals, etc Fixed-income securities Handbooks, manuals, etc Money market funds Handbooks, manuals, etc Mutual funds Handbooks, manuals, etc Preferred stocks Handbooks, manuals, etc Derivat Wertpapier Asset-Backed Security Kapitalanlage Festverzinsliches Wertpapier Offener Investmentfonds Vorzugsaktie Rentenmarkt Portfolio Selection Wertpapier Aufsatzsammlung |
| url | http://www.loc.gov/catdir/description/mh051/2004019507.html http://www.loc.gov/catdir/bios/mh051/2004019507.html http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=013370414&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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