Biblioteca Especializada
La Biblioteca del Banco Central del Uruguay se fundó en 1967, integrándose con una colección de libros proveniente del Banco de la República, que se ha ido incrementando a través de los años, hasta llegar en el momento actual a 7.700 volúmenes aproximadamente, 200 títulos de publicaciones periódicas, bases de datos en CD Rom, publicaciones de organismos nacionales e internacionales y publicaciones producidas por el Banco Central.
La Biblioteca está especializada en Economía, poniendo el énfasis en monetaria, finanzas, estadística, econometría y teoría económica. Además, apoya al Banco Central en sus funciones y está abierta a investigadores externos a la Institución, profesionales y estudiantes de Economía y Finanzas.
The Handbook of Fixed Income Securities
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Contenido :
Overview of the types and features of fixed income securities
Risks associated with investing in fixed income securities
A review of the time value of money
Bond pricing and return measures
Price volatility characteristics of fixed income securities
The structure of interest rates
Treasury and agency securities
Municipal bonds
Private money market instruments
Corporate bonds
Medium-term notes
Domestic floating-rate and adjustable-rate debt securities
Convertible securities
The high-yield corporate bond market
Eurocapital markets
Stable value investments
Credit analysis for corporate bonds
Credit considerations in evaluating high-yield bonds
Investing in chapter 11 and other distressed companies
Guidelines in the credit analysis of general obligation and revenue municipal bonds
Sovereign risk from a corporate bond analyst perspective
Mortgages
Mortgage pass-through securities
Collateralized mortgage obligations
Asset-backed securities
Evaluating credit risk of asset-backed securities
Valuation of bonds with embedded options
Options-adjusted spread analysis
Oas and effective duration
New duration measures for risk management
Interest-rate risk models used in the banking and thrift industries
Resk measures for foreign bonds
Fixed income risk modeling
Valuation and risk analysis of international bonds
Valuation and analysis of convertible securities
The term structure of interest rates
Bond management : past, current, and future
The active decisions in the selection of passive management and performance bogeys
A sponsor's view of benchmark portfolios
Indexing fixed income assets
Bond immunization : an asset/liability optimization strategy
Dedicated bond portfolios
Beyond cash matching
Improving insurance company portfolio returns
Asset/liability management for property/casualty insurers
The management of high-yield bond portfolios
International bond investing and portfolio management
International fixed income investing : theory and practice
Introduction to interest-rate futures and options contracts
Pricing futures and portfolio applications
Treasury bond futures mechanics and basis valuation
The basics of interest-rate options
An overview of fixed income option models
Hedging with futures and options
Interest-rate swaps
Interest-rate caps and floors and compound options
Forecasting interest rates
Overview of the types and features of fixed income securities
Risks associated with investing in fixed income securities
A review of the time value of money
Bond pricing and return measures
Price volatility characteristics of fixed income securities
The structure of interest rates
Treasury and agency securities
Municipal bonds
Private money market instruments
Corporate bonds
Medium-term notes
Domestic floating-rate and adjustable-rate debt securities
Convertible securities
The high-yield corporate bond market
Eurocapital markets
Stable value investments
Credit analysis for corporate bonds
Credit considerations in evaluating high-yield bonds
Investing in chapter 11 and other distressed companies
Guidelines in the credit analysis of general obligation and revenue municipal bonds
Sovereign risk from a corporate bond analyst perspective
Mortgages
Mortgage pass-through securities
Collateralized mortgage obligations
Asset-backed securities
Evaluating credit risk of asset-backed securities
Valuation of bonds with embedded options
Options-adjusted spread analysis
Oas and effective duration
New duration measures for risk management
Interest-rate risk models used in the banking and thrift industries
Resk measures for foreign bonds
Fixed income risk modeling
Valuation and risk analysis of international bonds
Valuation and analysis of convertible securities
The term structure of interest rates
Bond management : past, current, and future
The active decisions in the selection of passive management and performance bogeys
A sponsor's view of benchmark portfolios
Indexing fixed income assets
Bond immunization : an asset/liability optimization strategy
Dedicated bond portfolios
Beyond cash matching
Improving insurance company portfolio returns
Asset/liability management for property/casualty insurers
The management of high-yield bond portfolios
International bond investing and portfolio management
International fixed income investing : theory and practice
Introduction to interest-rate futures and options contracts
Pricing futures and portfolio applications
Treasury bond futures mechanics and basis valuation
The basics of interest-rate options
An overview of fixed income option models
Hedging with futures and options
Interest-rate swaps
Interest-rate caps and floors and compound options
Forecasting interest rates
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| Código de barras | Signatura | Tipo de medio | Ubicación | Sección | Estado |
|---|---|---|---|---|---|
| 33968 | 332.632044 FABh | Libro | Biblioteca Especializada | Colección general | Disponible |
