The Handbook of European Fixed Income Securities.
Title:
The Handbook of European Fixed Income Securities.
Author:
Fabozzi, Frank J.
ISBN:
9780471649519
Personal Author:
Edition:
1st ed.
Physical Description:
1 online resource (1026 pages)
Series:
Frank J. Fabozzi Series ; v.108
Frank J. Fabozzi Series
Contents:
The Handbook of European Fixed Income Securities -- Contents -- PREFACE -- ABOUT THE EDITORS -- CONTRIBUTING AUTHORS -- SECTION ONE Background -- CHAPTER 1 Introduction to European Fixed Income Securities and Markets -- CHAPTER 2 Bondholder Value versus Shareholder Value -- CHAPTER 3 Bond Pricing and Yield Measures -- CHAPTER 4 Measuring Interest Rate Risk -- SECTION TWO Products -- CHAPTER 5 The Euro Government Bond Market -- CHAPTER 6 The Eurobond Market -- CHAPTER 7 The German Pfandbrief and European Covered Bonds Market -- CHAPTER 8 European Inflation-Linked Bonds -- CHAPTER 9 The United Kingdom Gilts Market -- CHAPTER 10 The European Repo Market -- CHAPTER 11 European Residential Mortgage-Backed Securities -- CHAPTER 12 European Commercial Mortgage-Backed Securities -- CHAPTER 13 European Credit Card ABS -- CHAPTER 14 European Auto and Consumer Loan ABS -- CHAPTER 15 Structured Credit: Cash Flow and Synthetic CDOs -- SECTION THREE Interest Rate and Credit Derivatives -- CHAPTER 16 European Interest Rate Futures: Instruments and Applications -- CHAPTER 17 Interest Rate Options -- CHAPTER 18 Pricing Options on Interest Rate Instruments -- CHAPTER 19 Interest Rate Swaps -- CHAPTER 20 A Practical Guide to Swap Curve Construction -- CHAPTER 21 Credit Derivatives -- CHAPTER 22 The Pricing of Credit Default Swaps and Synthetic Collateralized Debt Obligations -- SECTION FOUR Portfolio Management -- CHAPTER 23 Fixed Income Risk Modeling for Portfolio Managers -- CHAPTER 24 An Empirical Analysis of the Domestic and Euro Yield Curve Dynamics -- CHAPTER 25 Tracking Error -- CHAPTER 26 Portfolio Strategies for Outperforming a Benchmark -- CHAPTER 27 Credit in Bond Portfolios -- CHAPTER 28 Default and Recovery Rates in the Emerging European High-Yield Market -- CHAPTER 29 Analysis and Evaluation of Corporate Bonds -- SECTION FIVE Legal Considerations.
CHAPTER 30 Legal and Documentation Issues on Bonds Issuances -- CHAPTER 31 Trust and Agency Services in the Debt Capital Markets -- INDEX.
Abstract:
A well-rounded guide for those interested in European financial markets With the advent of the euro and formation of the European Union, financial markets on this continent are slowly beginning to gain momentum. Individuals searching for information on these markets have come up empty-until now. The Handbook of European Fixed Income Markets is the first book written on this burgeoning market. It contains extensive, in-depth coverage of every aspect of the current European fixed income markets and their derivatives. This comprehensive resource includes both a qualitative approach to products, conventions, and institutions as well as quantitative coverage of valuation and analysis of each instrument. The Handbook of European Fixed Income Markets introduces readers to developed markets such as the U.K., France, Germany, Italy, Spain, and Holland, as well as emerging markets in Eastern Europe. Government and corporate bond market instruments and institutions are also discussed. U.S.-based investors, researchers, and academics as well as students and financial professionals in other parts of the world will all turn to this book for complete and accurate information on European financial instruments and markets. Frank J. Fabozzi (New Hope, PA) is a financial consultant, the Editor of the Journal of Portfolio Management, and Adjunct Professor of Finance at Yale University's School of Management. Moorad Choudhry (Surrey, UK) is a Vice President with JPMorgan Chase structured finances services in London.
Local Note:
Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2017. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries.
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