Contents : Contents

Contributeurs : Steven V. Mann, Claus Huber, Antonio Villarroya, David Munves, Graham "Harry" Cross, Phil Adams, Markus Niemeier, Oldrich Masek, Brian A. Eales, Lawrence Galitz, Radu Tunaru, Uri Ron, Richard Pereira, Rod Pienaar, Greg Gentile, David Jefferds, Warren Saft, Ludovic Breger, Lionel Martellini, Philippe Priaulet, Stéphane Priaulet, William Lloyd, Bharath K. Manium, and Mats Gustavsson, Claus Huber, Helmut Kaiser, Mariarosa Verde, Christoph Klein, Lourdes Villar-Garcia, Trusha Patel, Nick Procter, Edmond Leedham.

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

Language : English

Location : Nice Library

Material : Paper

Statement : Présent

Owner : Bibliothèque