04357nam 2200625 a 450 991082219150332120230617012221.01-280-36813-697866103681360-471-64951-1(CKB)111087027127534(EBL)468853(OCoLC)54360616(SSID)ssj0000167516(PQKBManifestationID)11167706(PQKBTitleCode)TC0000167516(PQKBWorkID)10170147(PQKB)10930563(OCoLC)ocm53030974(MiAaPQ)EBC468853(Au-PeEL)EBL468853(CaPaEBR)ebr10114004(CaONFJC)MIL36813(EXLCZ)9911108702712753420040414d2004 uy 0engurcn|||||||||txtccrThe handbook of European fixed income securities[electronic resource] /Frank J. Fabozzi, Moorad Choudhry, editorsHoboken, N.J. J. Wileyc20041 online resource (1026 p.)The Frank J. Fabozzi seriesDescription based upon print version of record.0-471-43039-0 Includes bibliographical references and index.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 MarketCHAPTER 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 SwapsCHAPTER 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 MarketCHAPTER 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; INDEXA 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 productsFrank J. Fabozzi series.Fixed-income securitiesEuropeHandbooks, manuals, etcFixed-income securities332.632044Fabozzi Frank J109596Choudhry Moorad151558MiAaPQMiAaPQMiAaPQBOOK9910822191503321The handbook of European fixed income securities4127669UNINA