LEADER 04357nam 2200625 a 450 001 9910822191503321 005 20230617012221.0 010 $a1-280-36813-6 010 $a9786610368136 010 $a0-471-64951-1 035 $a(CKB)111087027127534 035 $a(EBL)468853 035 $a(OCoLC)54360616 035 $a(SSID)ssj0000167516 035 $a(PQKBManifestationID)11167706 035 $a(PQKBTitleCode)TC0000167516 035 $a(PQKBWorkID)10170147 035 $a(PQKB)10930563 035 $a(OCoLC)ocm53030974 035 $a(MiAaPQ)EBC468853 035 $a(Au-PeEL)EBL468853 035 $a(CaPaEBR)ebr10114004 035 $a(CaONFJC)MIL36813 035 $a(EXLCZ)99111087027127534 100 $a20040414d2004 uy 0 101 0 $aeng 135 $aurcn||||||||| 181 $ctxt 182 $cc 183 $acr 200 04$aThe handbook of European fixed income securities$b[electronic resource] /$fFrank J. Fabozzi, Moorad Choudhry, editors 210 $aHoboken, N.J. $cJ. Wiley$dc2004 215 $a1 online resource (1026 p.) 225 1 $aThe Frank J. Fabozzi series 300 $aDescription based upon print version of record. 311 $a0-471-43039-0 320 $aIncludes bibliographical references and index. 327 $aThe 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 327 $aCHAPTER 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 327 $aCHAPTER 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 327 $aCHAPTER 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 330 $aA well-rounded guide for those interested in European financial markets With the advent of the euro and formation of the European Union, financial markets on this continent are slowly beginning to gain momentum. Individuals searching for information on these markets have come up empty-until now. The Handbook of European Fixed Income Markets is the first book written on this burgeoning market. It contains extensive, in-depth coverage of every aspect of the current European fixed income markets and their derivatives. This comprehensive resource includes both a qualitative approach to products 410 0$aFrank J. Fabozzi series. 606 $aFixed-income securities$zEurope$vHandbooks, manuals, etc 615 0$aFixed-income securities 676 $a332.632044 701 $aFabozzi$b Frank J$0109596 701 $aChoudhry$b Moorad$0151558 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910822191503321 996 $aThe handbook of European fixed income securities$94127669 997 $aUNINA