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  <titleInfo>
    <title>Capital markets</title>
    <subTitle>institutions and instruments</subTitle>
  </titleInfo>
  <name type="personal">
    <namePart>Fabozzi, Frank J.</namePart>
    <role>
      <roleTerm authority="marcrelator" type="text">creator</roleTerm>
    </role>
  </name>
  <name type="personal">
    <namePart>Modigliani, Franco.</namePart>
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  <typeOfResource>text</typeOfResource>
  <genre authority="marc">bibliography</genre>
  <originInfo>
    <place>
      <placeTerm type="code" authority="marccountry">nju</placeTerm>
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    <place>
      <placeTerm type="text">Upper Saddle River, N.J</placeTerm>
    </place>
    <publisher>Prentice Hall</publisher>
    <dateIssued>c2009</dateIssued>
    <dateIssued encoding="marc">2009</dateIssued>
    <edition>4th ed.</edition>
    <issuance>monographic</issuance>
  </originInfo>
  <language>
    <languageTerm authority="iso639-2b" type="code">eng</languageTerm>
  </language>
  <physicalDescription>
    <form authority="marcform">print</form>
    <extent>xvi, 680 p. : ill. ; 26 cm.</extent>
  </physicalDescription>
  <tableOfContents>Introduction -- Overview of market participants and financial innovation -- Depository institutions -- Insurance companies -- Asset management firms -- Investment banking firms -- Primary and secondary markets -- Risk and return theories: I -- Risk and return theories: II -- Introduction to financial futures markets -- Introduction to options markets -- Introduction to swaps, caps, and floors markets -- Common stock market: I -- Common stock market: II -- Stock options market -- The market for stock index products and other equity derivatives -- The theory and structure of interest rates -- Valuation of debt contracts and their price volatility characteristics -- The term structure of interest rates -- Money markets -- Treasury and agency securities markets -- Corporate senior instruments markets: I -- Corporate senior instruments markets: II -- Municipal securities markets -- The residential mortgage market -- The market for residential mortgage/backed securities -- Market for asset-backed securities -- Commercial mortgage loans and commercial mortgage/backed securities -- International bond markets -- Market for interest rate risk transfer vehicles: exchange-traded products -- Market for interest rate risk transfer vehicles: OTC instruments -- Market for credit risk transfer vehicles: credit derivatives and collateralized debt obligations -- The market for foreign exchange and risk control instruments.</tableOfContents>
  <note type="statement of responsibility">Frank J. Fabozzi, Franco Modigliani.</note>
  <note>Includes bibliographical references and index.</note>
  <subject authority="lcsh">
    <topic>Capital market</topic>
  </subject>
  <identifier type="isbn">0136026028</identifier>
  <identifier type="isbn">9788120338265</identifier>
  <identifier type="lccn">2008013988</identifier>
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