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The Handbook of European Fixed Income Securities (Frank J. Fabozzi Series) Book
The Handbook of European Fixed Income Securities is the first comprehensive guide to this important and diverse capital market. It is essential reading for all investors with an interest in European bond markets, as well as a vital reference work for traders, marketers, and risk managers. Featuring contributions from over thirty internationally recognized experts in the field of debt finance and derivatives, this book covers every aspect of the European bond markets. Filled with in-depth insights and practical advice, The Handbook of European Fixed Income Securities includes: The basics of bond instruments Bondholder value Fixed income analytics-pricing and valuation, interest-rate risk management, yield curve modeling Market products-government bonds, Eurobonds, covered bonds, ABS, MBS, cash flow and synthetic CDO European derivative markets-futures, options, swaps, credit derivatives Credit risk management-default and recovery rates Portfolio management strategies Legal and documentation issues Trustee servicesRead More
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- 0471430390
- 9780471430391
- Moorad Choudhry
- 23 January 2004
- John Wiley & Sons
- Hardcover (Book)
- 1024
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