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Description of The Handbook of European Fixed Income Securities

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 services

Title Information

ISBN:

9780471430391

Pages:

1024 pages

Format:

Hardback

Product Code:

67909

Publisher:

John Wiley & Sons Ltd

Published:

23/01/2004

Press and Industry Reviews

'''...diversity and what looks to be a rigorous editorial oversight ensure an approach that combines theory with market practice.'' (Financial Times, March 2004)';

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About Frank J. Fabozzi CFA (Editor) and Moorad Choudhry (Editor)

FRANK J. FABOZZI, PhD, CFA, is Editor of the Journal of Portfolio Management, the Frederick Frank Adjunct Professor of Finance at Yale University’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.

MOORAD CHOUDHRY is Head of Treasury at KBC Financial Products (UK) Limited in London. He previously worked as a government bond trader at ABN Amro Hoare Govett Limited and Hambros Bank Limited, and in structured finance services at JPMorgan Chase Bank. Choudhry is a Fellow at the Centre for Mathematical Trading and Finance, CASS Business School, London, and a Fellow of the Securities Institute. He has published widely in the field of fixed income and derivatives, and is author of The Bond and Money Markets: Strategy, Trading, Analysis.