The handbook of european fixed income securities
Frank J. Fabozzi - Collection Wiley Finance
Résumé
The Handbook of European Fixed Income Securities is the first comprehensive guide to this important and diverse capital market. It is essential reading for all investors with an interest in European bond markets, as well as a vital reference work for traders, marketers, and risk managers. Featuring contributions from over thirty internationally recognized experts in the field of debt finance and derivatives, this book covers every aspect of the European bond markets. Filled with in-depth insights and practical advice, The Handbook of European Fixed Income Securities includes:
- The basics of bond instruments
- Bondholder value
- Fixed income analytics-pricing and valuation, interest-rate risk management, yield curve modeling
- Market products-government bonds, Eurobonds, covered bonds, ABS, MBS, cash flow and synthetic CDO
- European derivative markets-futures, options, swaps, credit derivatives
- Credit risk management-default and recovery rates
- Portfolio management strategies
- Legal and documentation issues
- Trustee services
L'auteur - Frank J. Fabozzi
Frank J. Fabozzi, Ph.D., CFA, CPA, is the Frederick Frank Adjunct Professor of Finance at Yale University's School of Management. One of the world's foremost authorities on fixed income securities and derivative instruments, Dr. Fabozzi is editor of the Journal of Portfolio Management and the bestselling author of more than forty books, including the acclaimed The Handbook of Fixed Income Securities. Prior to joining the Yale faculty, he was on the faculty of MIT's Sloan School of Management.
Sommaire
- Preface
- About the editors
- Contributing authors
- Background
- Introduction to European Fixed Income Securities and Markets (Moorad Choudhry, Frank J Fabozzi, and Steven V Mann)
- Bondholder Value versus Shareholder Value (Claus Huber)
- Bond Pricing and Yield Measures (Frank J Fabozzi and Steven V Mann)
- Measuring Interest Rate Risk (Frank J Fabozzi and Steven V Mann)
- Products
- The Euro Government Bond Market (Antonio Villarroya)
- The Eurobond Market (David Munves)
- The German Pfandbrief and European Covered Bonds Market (Graham "Harry" Cross)
- European Inflation-Linked Bonds (Barclays Capital Inflation-Linked Research Team)
- The United Kingdom Gilts Market (Moorad Choudhry)
- The European Repo Market (Moorad Choudhry)
- European Residential Mortgage-Backed Securities (Phil Adams)
- European Commercial Mortgage-Backed Securities (Phil Adams)
- European Credit Card ABS (Markus Niemeier)
- European Auto and Consumer Loan ABS (Markus Niemeier)
- Structured Credit Cash Flow and Synthetic CDOs (Oldrich Masek and Moorad Choudhry)
- Interest Rate and Credit Derivatives
- European Interest Rate Futures Instruments and Applications (Brian A Eales)
- Interest Rate Options (Lawrence Galitz)
- Pricing Options on Interest Rate Instruments (Brian A Eales and Radu Tunaru)
- Interest Rate Swaps (Frank J Fabozzi and Steven V Mann)
- A Practical Guide to Swap Curve Construction (Uri Ron)
- Credit Derivatives (Richard Pereira, Rod Pienaar, and Moorad Choudhry)
- The Pricing of Credit Default Swaps and Synthetic Collateralized Debt Obligations (Greg Gentile, David Jefferds, and Warren Saft)
- Portfolio Management
- Fixed Income Risk Modeling for Portfolio Managers (Ludovic Breger)
- An Empirical Analysis of the Domestic and Euro Yield Curve Dynamics (Lionel Martellini, Philippe Priaulet, and Stéphane Priaulet)
- Tracking Error (William Lloyd, Bharath K Manium, and Mats Gustavsson)
- Portfolio Strategies for Outperforming a Benchmark (William T Lloyd and Bharath K Manium)
- Credit in Bond Portfolios (Claus Huber and Helmut Kaiser)
- Default and Recovery Rates in the Emerging European High-Yield Market (Mariarosa Verde
- Analysis and Evaluation of Corporate Bonds (Christoph Klein)
- Legal Considerations
- Legal and Documentation Issues on Bonds Issuances (Lourdes Villar-Garcia and Trusha Patel)
- Trust and Agency Services in the Debt Capital Markets (Nick Procter and Edmond Leedham)
- Index
Caractéristiques techniques
| PAPIER | |
| Éditeur(s) | Wiley |
| Auteur(s) | Frank J. Fabozzi |
| Collection | Wiley Finance |
| Parution | 03/02/2004 |
| Nb. de pages | 1009 |
| Format | 16 x 23,5 |
| Couverture | Relié |
| Poids | 1375g |
| Intérieur | Noir et Blanc |
| EAN13 | 9780471430391 |
| ISBN13 | 978-0-471-43039-1 |
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