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Derivative instruments [[electronic resource] ] : a guide to theory and practice / / Brian A. Eales, Moorad Choudhry
| Derivative instruments [[electronic resource] ] : a guide to theory and practice / / Brian A. Eales, Moorad Choudhry |
| Autore | Eales Brian Anthony |
| Pubbl/distr/stampa | Oxford ; ; Boston, : Butterworth-Heinemann, 2003 |
| Descrizione fisica | 1 online resource (273 p.) |
| Disciplina | 332.645 |
| Altri autori (Persone) | ChoudhryMoorad |
| Collana | Quantitative finance series |
| Soggetto topico |
Derivative securities
Securities |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-281-02650-6
9786611026509 0-08-050389-6 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Derivative Instruments: A Guide to Theory and Practice; Copyright Page; Contents; Foreword; Preface; About the Authors; Chapter 1. Introduction to Derivatives; 1.1 Exchange-based futures contracts; 1.2 Forward contracts; 1.3 Options; 1.4 Swaps; 1.5 The future?; Chapter 2. Overview of Fixed Income Securities; 2.1 Basic concepts; 2.2 Bond price in continuous time; 2.3 Forward rates; Appendix 2.1 The integral; Appendix 2.2 The derivation of the bond price equation in continuous time; Chapter 3. Forwards and Futures Valuation; 3.1 Introduction; 3.2 Forwards and futures
3.3 The forward-spot parity 3.4 The basis and implied repo rate; Chapter 4. FRAs and Interest Rate Futures; 4.1 Forward rate agreements; 4.2 FRA mechanics; 4.3 Forward contracts; 4.4 Short-term interest rate futures; Chapter 5. Bond Futures; 5.1 Introduction; 5.2 Futures pricing; 5.3 Hedging using bond futures; 5.4 The margin process; Appendix 5.1 The conversion factor for the long gilt future; Chapter 6. Swaps; 6.1 Interest rate swaps; 6.2 Generic swap valuation; 6.3 Non-vanilla interest rate swaps; 6.4 Currency swaps; 6.5 Swaptions; 6.6 An overview of interest rate swap applications Chapter 7. Credit Derivatives 7.1 Credit risk; 7.2 Credit risk and credit derivatives; 7.3 Credit event; 7.4 An introduction to collateralised debt obligations (CDOs); Appendix 7.1 Credit ratings; Chapter 8. Equity Futures Contracts; 8.1 Exchange-traded equity index and universal stock futures; 8.2 Operational characteristics of equity futures contracts; Chapter 9. Equity Swaps; 9.1 A basic equity swap; 9.2 Single-currency, fixed notional principal, equity index/sterling LIBOR swap; 9.3 Equity swap: fair pricing; Chapter 10. Equity and Equity Index Options; 10.1 Call options; 10.2 Put options Chapter 11. Option Pricing 11.1 Introduction; 11.2 The Black and Scholes model; 11.3 Alternative pricing frameworks; 11.4 Monte Carlo simulation; Chapter 12. Equity-linked Structured Products; 12.1 Introduction; 12.2 Convertible bonds; 12.3 Currency considerations; 12.4 Guaranteed equity products; Index |
| Record Nr. | UNINA-9910457298703321 |
Eales Brian Anthony
|
||
| Oxford ; ; Boston, : Butterworth-Heinemann, 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Derivative instruments [[electronic resource] ] : a guide to theory and practice / / Brian A. Eales, Moorad Choudhry
| Derivative instruments [[electronic resource] ] : a guide to theory and practice / / Brian A. Eales, Moorad Choudhry |
| Autore | Eales Brian Anthony |
| Pubbl/distr/stampa | Oxford ; ; Boston, : Butterworth-Heinemann, 2003 |
| Descrizione fisica | 1 online resource (273 p.) |
| Disciplina | 332.645 |
| Altri autori (Persone) | ChoudhryMoorad |
| Collana | Quantitative finance series |
| Soggetto topico |
Derivative securities
Securities |
| ISBN |
1-281-02650-6
9786611026509 0-08-050389-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Derivative Instruments: A Guide to Theory and Practice; Copyright Page; Contents; Foreword; Preface; About the Authors; Chapter 1. Introduction to Derivatives; 1.1 Exchange-based futures contracts; 1.2 Forward contracts; 1.3 Options; 1.4 Swaps; 1.5 The future?; Chapter 2. Overview of Fixed Income Securities; 2.1 Basic concepts; 2.2 Bond price in continuous time; 2.3 Forward rates; Appendix 2.1 The integral; Appendix 2.2 The derivation of the bond price equation in continuous time; Chapter 3. Forwards and Futures Valuation; 3.1 Introduction; 3.2 Forwards and futures
3.3 The forward-spot parity 3.4 The basis and implied repo rate; Chapter 4. FRAs and Interest Rate Futures; 4.1 Forward rate agreements; 4.2 FRA mechanics; 4.3 Forward contracts; 4.4 Short-term interest rate futures; Chapter 5. Bond Futures; 5.1 Introduction; 5.2 Futures pricing; 5.3 Hedging using bond futures; 5.4 The margin process; Appendix 5.1 The conversion factor for the long gilt future; Chapter 6. Swaps; 6.1 Interest rate swaps; 6.2 Generic swap valuation; 6.3 Non-vanilla interest rate swaps; 6.4 Currency swaps; 6.5 Swaptions; 6.6 An overview of interest rate swap applications Chapter 7. Credit Derivatives 7.1 Credit risk; 7.2 Credit risk and credit derivatives; 7.3 Credit event; 7.4 An introduction to collateralised debt obligations (CDOs); Appendix 7.1 Credit ratings; Chapter 8. Equity Futures Contracts; 8.1 Exchange-traded equity index and universal stock futures; 8.2 Operational characteristics of equity futures contracts; Chapter 9. Equity Swaps; 9.1 A basic equity swap; 9.2 Single-currency, fixed notional principal, equity index/sterling LIBOR swap; 9.3 Equity swap: fair pricing; Chapter 10. Equity and Equity Index Options; 10.1 Call options; 10.2 Put options Chapter 11. Option Pricing 11.1 Introduction; 11.2 The Black and Scholes model; 11.3 Alternative pricing frameworks; 11.4 Monte Carlo simulation; Chapter 12. Equity-linked Structured Products; 12.1 Introduction; 12.2 Convertible bonds; 12.3 Currency considerations; 12.4 Guaranteed equity products; Index |
| Record Nr. | UNINA-9910784337403321 |
|
Eales Brian Anthony
|
||
| Oxford ; ; Boston, : Butterworth-Heinemann, 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Derivative instruments : a guide to theory and practice / / Brian A. Eales, Moorad Choudhry
| Derivative instruments : a guide to theory and practice / / Brian A. Eales, Moorad Choudhry |
| Autore | Eales Brian Anthony |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Oxford ; ; Boston, : Butterworth-Heinemann, 2003 |
| Descrizione fisica | 1 online resource (273 p.) |
| Disciplina | 332.645 |
| Altri autori (Persone) | ChoudhryMoorad |
| Collana | Quantitative finance series |
| Soggetto topico |
Derivative securities
Securities |
| ISBN |
1-281-02650-6
9786611026509 0-08-050389-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Front Cover; Derivative Instruments: A Guide to Theory and Practice; Copyright Page; Contents; Foreword; Preface; About the Authors; Chapter 1. Introduction to Derivatives; 1.1 Exchange-based futures contracts; 1.2 Forward contracts; 1.3 Options; 1.4 Swaps; 1.5 The future?; Chapter 2. Overview of Fixed Income Securities; 2.1 Basic concepts; 2.2 Bond price in continuous time; 2.3 Forward rates; Appendix 2.1 The integral; Appendix 2.2 The derivation of the bond price equation in continuous time; Chapter 3. Forwards and Futures Valuation; 3.1 Introduction; 3.2 Forwards and futures
3.3 The forward-spot parity 3.4 The basis and implied repo rate; Chapter 4. FRAs and Interest Rate Futures; 4.1 Forward rate agreements; 4.2 FRA mechanics; 4.3 Forward contracts; 4.4 Short-term interest rate futures; Chapter 5. Bond Futures; 5.1 Introduction; 5.2 Futures pricing; 5.3 Hedging using bond futures; 5.4 The margin process; Appendix 5.1 The conversion factor for the long gilt future; Chapter 6. Swaps; 6.1 Interest rate swaps; 6.2 Generic swap valuation; 6.3 Non-vanilla interest rate swaps; 6.4 Currency swaps; 6.5 Swaptions; 6.6 An overview of interest rate swap applications Chapter 7. Credit Derivatives 7.1 Credit risk; 7.2 Credit risk and credit derivatives; 7.3 Credit event; 7.4 An introduction to collateralised debt obligations (CDOs); Appendix 7.1 Credit ratings; Chapter 8. Equity Futures Contracts; 8.1 Exchange-traded equity index and universal stock futures; 8.2 Operational characteristics of equity futures contracts; Chapter 9. Equity Swaps; 9.1 A basic equity swap; 9.2 Single-currency, fixed notional principal, equity index/sterling LIBOR swap; 9.3 Equity swap: fair pricing; Chapter 10. Equity and Equity Index Options; 10.1 Call options; 10.2 Put options Chapter 11. Option Pricing 11.1 Introduction; 11.2 The Black and Scholes model; 11.3 Alternative pricing frameworks; 11.4 Monte Carlo simulation; Chapter 12. Equity-linked Structured Products; 12.1 Introduction; 12.2 Convertible bonds; 12.3 Currency considerations; 12.4 Guaranteed equity products; Index |
| Record Nr. | UNINA-9910811295103321 |
|
Eales Brian Anthony
|
||
| Oxford ; ; Boston, : Butterworth-Heinemann, 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The handbook of European fixed income securities [[electronic resource] /] / Frank J. Fabozzi, Moorad Choudhry, editors
| The handbook of European fixed income securities [[electronic resource] /] / Frank J. Fabozzi, Moorad Choudhry, editors |
| Pubbl/distr/stampa | Hoboken, N.J., : J. Wiley, c2004 |
| Descrizione fisica | 1 online resource (1026 p.) |
| Disciplina | 332.632044 |
| Altri autori (Persone) |
FabozziFrank J
ChoudhryMoorad |
| Collana | The Frank J. Fabozzi series |
| Soggetto topico | Fixed-income securities - Europe |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-280-36813-6
9786610368136 0-471-64951-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
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 |
| Record Nr. | UNINA-9910455894503321 |
| Hoboken, N.J., : J. Wiley, c2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The handbook of European fixed income securities [[electronic resource] /] / Frank J. Fabozzi, Moorad Choudhry, editors
| The handbook of European fixed income securities [[electronic resource] /] / Frank J. Fabozzi, Moorad Choudhry, editors |
| Pubbl/distr/stampa | Hoboken, N.J., : J. Wiley, c2004 |
| Descrizione fisica | 1 online resource (1026 p.) |
| Disciplina | 332.632044 |
| Altri autori (Persone) |
FabozziFrank J
ChoudhryMoorad |
| Collana | The Frank J. Fabozzi series |
| Soggetto topico | Fixed-income securities - Europe |
| ISBN |
1-280-36813-6
9786610368136 0-471-64951-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
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 |
| Record Nr. | UNINA-9910780381903321 |
| Hoboken, N.J., : J. Wiley, c2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The handbook of European fixed income securities / / Frank J. Fabozzi, Moorad Choudhry, editors
| The handbook of European fixed income securities / / Frank J. Fabozzi, Moorad Choudhry, editors |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Hoboken, N.J., : J. Wiley, c2004 |
| Descrizione fisica | 1 online resource (1026 p.) |
| Disciplina | 332.632044 |
| Altri autori (Persone) |
FabozziFrank J
ChoudhryMoorad |
| Collana | The Frank J. Fabozzi series |
| Soggetto topico | Fixed-income securities - Europe |
| ISBN |
1-280-36813-6
9786610368136 0-471-64951-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
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 |
| Record Nr. | UNINA-9910822191503321 |
| Hoboken, N.J., : J. Wiley, c2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The handbook of European structured financial products [[electronic resource] /] / Frank J. Fabozzi, Moorad Choudhry, editors
| The handbook of European structured financial products [[electronic resource] /] / Frank J. Fabozzi, Moorad Choudhry, editors |
| Pubbl/distr/stampa | Hoboken, NJ, : Wiley, c2004 |
| Descrizione fisica | 1 online resource (802 p.) |
| Disciplina | 332.632094 |
| Altri autori (Persone) |
FabozziFrank J
ChoudhryMoorad |
| Collana | The Frank J. Fabozzi series |
| Soggetto topico | Asset-backed financing - Europe |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-280-34587-X
9786610345878 0-471-66207-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
The Handbook of European Structured Financial Products; Contents; About the Editors; Contributing Authors; PART ONE Structured Finance and Securitisation; CHAPTER 1 Introduction; CHAPTER 2 The Concept of Securitisation; CHAPTER 3 Mechanics of Securitisation; CHAPTER 4 Credit Derivatives Primer; CHAPTER 5 True Sale versus Synthetics for MBS Transactions: The Investor Perspective; CHAPTER 6 A Framework for Evaluating a Cash ("True Sale") versus Synthetic Securitisation; CHAPTER 7 Assessing Subordinated Tranches in ABS Capital Structure; CHAPTER 8 Key Consideration for Master Trust Structures
CHAPTER 9 Trust and Agency Services in the Debt Capital Markets PART TWO Asset-Backed Securities; CHAPTER 10 European Credit Card ABS; CHAPTER 11 European Auto and Consumer Loan ABS; CHAPTER 12 European Public Sector Securitisations; CHAPTER 13 Italian Lease-Backed Securities; CHAPTER 14 European Mezzanine Loan Securitisations; CHAPTER 15 Stock Securitisations; CHAPTER 16 Rating Trade Receivables Transactions; CHAPTER 17 Moody's Approach to Analysing Consumer Loan Securitisations; CHAPTER 18 Nonperforming Loan Securitisation and Moody's Rating Methodology PART THREE Whole Business Securitisation CHAPTER 19 Whole Business Securitisation; CHAPTER 20 Principles for Analysing Corporate Securitisations; CHAPTER 21 Balancing Cash Flow Predictability and Debt Capacity in Corporate Securitisations; CHAPTER 22 Credit Analysis of Whole Business Securitisations; CHAPTER 23 Securitisation of UK Pubs; PART FOUR Mortgage-Backed Securities; CHAPTER 24 European Residential Mortgage-Backed Securities; CHAPTER 25 Italian Residential Mortgage-Backed Securities; CHAPTER 26 European Commercial Mortgage-Backed Securities; CHAPTER 27 Rating Approach to European CMBS CHAPTER 28 Differentiating CMBS from Other Real Estate Securitised Financings CHAPTER 29 The German Pfandbrief and European Covered Bonds Market; PART FIVE Collateralised Debt Obligations; CHAPTER 30 Structured Credit: Cash Flow and Synthetic CDOs; CHAPTER 31 Single-Tranche Synthetic CDOs; CHAPTER 32 Rating Methodology for Collateralised Debt Obligations; CHAPTER 33 CLOs and CBOs for Project Finance Debt: Rating Considerations; CHAPTER 34 Independent Pricing of Synthetic CDOs; PART SIX Credit-Linked Notes and Repacks; CHAPTER 35 Credit-Linked Notes CHAPTER 36 Structured Credit Products and Repackaged Securities INDEX |
| Record Nr. | UNINA-9910455921803321 |
| Hoboken, NJ, : Wiley, c2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The handbook of European structured financial products [[electronic resource] /] / Frank J. Fabozzi, Moorad Choudhry, editors
| The handbook of European structured financial products [[electronic resource] /] / Frank J. Fabozzi, Moorad Choudhry, editors |
| Pubbl/distr/stampa | Hoboken, NJ, : Wiley, c2004 |
| Descrizione fisica | 1 online resource (802 p.) |
| Disciplina | 332.632094 |
| Altri autori (Persone) |
FabozziFrank J
ChoudhryMoorad |
| Collana | The Frank J. Fabozzi series |
| Soggetto topico | Asset-backed financing - Europe |
| ISBN |
1-280-34587-X
9786610345878 0-471-66207-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
The Handbook of European Structured Financial Products; Contents; About the Editors; Contributing Authors; PART ONE Structured Finance and Securitisation; CHAPTER 1 Introduction; CHAPTER 2 The Concept of Securitisation; CHAPTER 3 Mechanics of Securitisation; CHAPTER 4 Credit Derivatives Primer; CHAPTER 5 True Sale versus Synthetics for MBS Transactions: The Investor Perspective; CHAPTER 6 A Framework for Evaluating a Cash ("True Sale") versus Synthetic Securitisation; CHAPTER 7 Assessing Subordinated Tranches in ABS Capital Structure; CHAPTER 8 Key Consideration for Master Trust Structures
CHAPTER 9 Trust and Agency Services in the Debt Capital Markets PART TWO Asset-Backed Securities; CHAPTER 10 European Credit Card ABS; CHAPTER 11 European Auto and Consumer Loan ABS; CHAPTER 12 European Public Sector Securitisations; CHAPTER 13 Italian Lease-Backed Securities; CHAPTER 14 European Mezzanine Loan Securitisations; CHAPTER 15 Stock Securitisations; CHAPTER 16 Rating Trade Receivables Transactions; CHAPTER 17 Moody's Approach to Analysing Consumer Loan Securitisations; CHAPTER 18 Nonperforming Loan Securitisation and Moody's Rating Methodology PART THREE Whole Business Securitisation CHAPTER 19 Whole Business Securitisation; CHAPTER 20 Principles for Analysing Corporate Securitisations; CHAPTER 21 Balancing Cash Flow Predictability and Debt Capacity in Corporate Securitisations; CHAPTER 22 Credit Analysis of Whole Business Securitisations; CHAPTER 23 Securitisation of UK Pubs; PART FOUR Mortgage-Backed Securities; CHAPTER 24 European Residential Mortgage-Backed Securities; CHAPTER 25 Italian Residential Mortgage-Backed Securities; CHAPTER 26 European Commercial Mortgage-Backed Securities; CHAPTER 27 Rating Approach to European CMBS CHAPTER 28 Differentiating CMBS from Other Real Estate Securitised Financings CHAPTER 29 The German Pfandbrief and European Covered Bonds Market; PART FIVE Collateralised Debt Obligations; CHAPTER 30 Structured Credit: Cash Flow and Synthetic CDOs; CHAPTER 31 Single-Tranche Synthetic CDOs; CHAPTER 32 Rating Methodology for Collateralised Debt Obligations; CHAPTER 33 CLOs and CBOs for Project Finance Debt: Rating Considerations; CHAPTER 34 Independent Pricing of Synthetic CDOs; PART SIX Credit-Linked Notes and Repacks; CHAPTER 35 Credit-Linked Notes CHAPTER 36 Structured Credit Products and Repackaged Securities INDEX |
| Record Nr. | UNINA-9910780379303321 |
| Hoboken, NJ, : Wiley, c2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
The handbook of European structured financial products / / Frank J. Fabozzi, Moorad Choudhry, editors
| The handbook of European structured financial products / / Frank J. Fabozzi, Moorad Choudhry, editors |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Hoboken, NJ, : Wiley, c2004 |
| Descrizione fisica | 1 online resource (802 p.) |
| Disciplina | 332.632094 |
| Altri autori (Persone) |
FabozziFrank J
ChoudhryMoorad |
| Collana | The Frank J. Fabozzi series |
| Soggetto topico | Asset-backed financing - Europe |
| ISBN |
1-280-34587-X
9786610345878 0-471-66207-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
The Handbook of European Structured Financial Products; Contents; About the Editors; Contributing Authors; PART ONE Structured Finance and Securitisation; CHAPTER 1 Introduction; CHAPTER 2 The Concept of Securitisation; CHAPTER 3 Mechanics of Securitisation; CHAPTER 4 Credit Derivatives Primer; CHAPTER 5 True Sale versus Synthetics for MBS Transactions: The Investor Perspective; CHAPTER 6 A Framework for Evaluating a Cash ("True Sale") versus Synthetic Securitisation; CHAPTER 7 Assessing Subordinated Tranches in ABS Capital Structure; CHAPTER 8 Key Consideration for Master Trust Structures
CHAPTER 9 Trust and Agency Services in the Debt Capital Markets PART TWO Asset-Backed Securities; CHAPTER 10 European Credit Card ABS; CHAPTER 11 European Auto and Consumer Loan ABS; CHAPTER 12 European Public Sector Securitisations; CHAPTER 13 Italian Lease-Backed Securities; CHAPTER 14 European Mezzanine Loan Securitisations; CHAPTER 15 Stock Securitisations; CHAPTER 16 Rating Trade Receivables Transactions; CHAPTER 17 Moody's Approach to Analysing Consumer Loan Securitisations; CHAPTER 18 Nonperforming Loan Securitisation and Moody's Rating Methodology PART THREE Whole Business Securitisation CHAPTER 19 Whole Business Securitisation; CHAPTER 20 Principles for Analysing Corporate Securitisations; CHAPTER 21 Balancing Cash Flow Predictability and Debt Capacity in Corporate Securitisations; CHAPTER 22 Credit Analysis of Whole Business Securitisations; CHAPTER 23 Securitisation of UK Pubs; PART FOUR Mortgage-Backed Securities; CHAPTER 24 European Residential Mortgage-Backed Securities; CHAPTER 25 Italian Residential Mortgage-Backed Securities; CHAPTER 26 European Commercial Mortgage-Backed Securities; CHAPTER 27 Rating Approach to European CMBS CHAPTER 28 Differentiating CMBS from Other Real Estate Securitised Financings CHAPTER 29 The German Pfandbrief and European Covered Bonds Market; PART FIVE Collateralised Debt Obligations; CHAPTER 30 Structured Credit: Cash Flow and Synthetic CDOs; CHAPTER 31 Single-Tranche Synthetic CDOs; CHAPTER 32 Rating Methodology for Collateralised Debt Obligations; CHAPTER 33 CLOs and CBOs for Project Finance Debt: Rating Considerations; CHAPTER 34 Independent Pricing of Synthetic CDOs; PART SIX Credit-Linked Notes and Repacks; CHAPTER 35 Credit-Linked Notes CHAPTER 36 Structured Credit Products and Repackaged Securities INDEX |
| Record Nr. | UNINA-9910808766503321 |
| Hoboken, NJ, : Wiley, c2004 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Introduction to structured finance [[electronic resource] /] / Frank J. Fabozzi, Henry A. Davis, Moorad Choudhry
| Introduction to structured finance [[electronic resource] /] / Frank J. Fabozzi, Henry A. Davis, Moorad Choudhry |
| Autore | Fabozzi Frank J |
| Pubbl/distr/stampa | Hoboken, N.J., : John Wiley, 2006 |
| Descrizione fisica | 1 online resource (xiv, 385 p.) : ill |
| Disciplina | 332.041 |
| Altri autori (Persone) |
DavisHenry A
ChoudhryMoorad |
| Collana | The Frank J. Fabozzi series |
| Soggetto topico |
Asset-backed financing
Securities Risk management International finance |
| ISBN |
9781119197249 (e-book)
9780470045350 (hbk.) |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | CHAPTER 1 Introduction -- CHAPTER 2 Interest Rate Derivatives -- CHAPTER 3 Credit Derivatives -- CHAPTER 4 Basic Principles of Securitization -- CHAPTER 5 Securitization Structures -- CHAPTER 6 Cash Flow Collateralized Debt Obligations -- CHAPTER 7 Synthetic Collateralized Debt Obligation Structures -- CHAPTER 8 Securitized and Synthetic Funding Structures -- CHAPTER 9 Credit-Linked Notes -- CHAPTER 10 Structured Notes -- CHAPTER 11 Large Ticket Leasing: Leasing Fundamentals -- CHAPTER 12 Leveraged Lease Fundamentals -- CHAPTER 13 Project Financing -- APPENDIX A The Basel II Framework and Securitization -- APPENDIX B Synthetic Securitization: Case of Mortgage-Backed Securities -- APPENDIX C Home Run! A Case Study of Financing the New Stadium for the St. Louis Cardinals -- APPENDIX D Municipal Future-Flow Bonds in Mexico: Lessons for Emerging Economies -- APPENDIX E Crown Castle Towers LLC, Senior Secured Tower Revenue Notes, Series 2005-1 -- APPENDIX F MVL FIlm Finance LLC -- APPENDIX G Presale: Honda Auto Receivables 2006-1 Owner Trust -- APPENDIX H Presale: ACG Trust III -- APPENDIX I CNH Equipment Trust 2006-A -- APPENDIX J CIT Equipment Collateral 2006-VT1 -- Index. |
| Record Nr. | UNINA-9910143684603321 |
|
Fabozzi Frank J
|
||
| Hoboken, N.J., : John Wiley, 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
