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9780471430391

The Handbook of European Fixed Income Securities

by ;
  • ISBN13:

    9780471430391

  • ISBN10:

    0471430390

  • Edition: 1st
  • Format: Hardcover
  • Copyright: 2003-12-24
  • Publisher: Wiley

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Supplemental Materials

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Summary

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.

Author Biography

FRANK J. FABOZZI, PhD, CFA, is Editor of the Journal of Portfolio Management, the Frederick Frank Adjunct Professor of Finance at Yale University&#146;s School of Management, and a consultant in the fixed income and derivatives area. Fabozzi is a Chartered Financial Analyst and Certified Public Accountant who has edited and authored many acclaimed books in finance. He earned a doctorate in economics from the City University of New York in 1972. He is a Fellow of the International Center for Finance at Yale University.<BR>

Table of Contents

Preface
About The Editors
Contributing Authors
Background
Introduction to European Fixed Income Securities and Markets
Bondholder Value versus Shareholder Value
Bond Pricing and Yield Measures
Measuring Interest Rate Risk
Products
The Euro Government Bond Market
The Eurobond Market
The German Pfandbrief and European Covered Bonds Market
European Inflation-Linked Bonds
The United Kingdom Gilts Market
The European Repo Market
European Residential Mortgage-Backed Securities
European Commercial Mortgage-Backed Securities
European Credit Card ABS
European Auto and Consumer Loan ABS
Structured Credit: Cash Flow and Synthetic CDOs
Interest Rate and Credit Derivatives
European Interest Rate Futures: Instruments and Applications
Interest Rate Options
Pricing Options on Interest Rate Instruments
Interest Rate Swaps
A Practical Guide to Swap Curve Construction
Credit Derivatives
The Pricing of Credit Default Swaps and Synthetic Collateralized Debt Obligations
Portfolio Management
Fixed Income Risk Modeling for Portfolio Managers
An Empirical Analysis of the Domestic and Euro Yield Curve Dynamics
Tracking Error
Portfolio Strategies for Outperforming a Benchmark
Credit in Bond Portfolios
Default and Recovery Rates in the Emerging European High-Yield Market
Analysis and Evaluation of Corporate Bonds
Legal Considerations
Legal and Documentation Issues on Bonds Issuances
Trust and Agency Services in the Debt Capital Markets
Index
Table of Contents provided by Publisher. All Rights Reserved.

Supplemental Materials

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