一、基本内容
米什金(2015):CH9 货币市场
米什金(2015):CH11 股票市场
米什金(2015):CH12 债券(固定收益)市场
米什金(2015):第12章 抵押贷款市场
1. 货币市场
2. 债券市场
3. 股票市场
4. 证券化:国内和国外
二、参考文献
1. 姚长辉. 固定收益证券 : 定价与利率风险管理[M]. 北京大学出版社, 2006.
2. Walter Bagehot白芝浩 ,伦巴第街Lombard Street-货币市场概述A Description of the Money Market,中国社会科学出版社,2017-3 (英国央行的历史介绍)
3. Bruce Tuckman, Fixed income securities: tools for today’s markets, John Wiley & Sons, Inc. 1995. 本书中文版已经由黄嘉斌翻译,由宇航出版社/科文(香港)出版有限公司出版。
4. Frank J. Fabozzi, The handbook of fixed income securities, Irwin Professional Publishing, 5th edition, 1997
5. Suresh Sundaresan, Fixed income markets and their derivatives ,( 固定收益证券市场及其衍生产品)southwestern college Publishing, 2th edition, 2002. 北京大学出版社影印。
6. Brown, S. and P. Dybvig, 1986, “The Empirical Implications of the Cox, Ingersoll, Ross Theory ofthe Term Structure of Interest Rates”, Journal of Finance41,617–632.
7. Jegadeesh, N. and B. Tuckman, eds., 2000, Advanced Fixed-Income Valuation Tools. New York: John Wiley & Sons.
8. MBS Price Information: Wall Street Journal
Ø Go to http://online.wsj.com/public/us, “Market,” “Bonds, Rates, & Credit Markets,” and “Mortgage-Backed Securities, CMO.”
9. Fannie Mae Information and Prospectus:
Ø Use Advance Search to find a MBS and its pool number:
Ø Go to Fannie Mae: www.fanniemae.com; Site Map; Mortgage-Backed Securities; “More Search Options.”
Ø Or go to http://sls.fanniemae.com/slsSearch/Home.do
Ø Use pool number to find information on Fannie Mae MBS
Ø Information includes: Prospectus and Common Pool Information
