The Handbook of European Structured Financial Products (Frank J. Fabozzi Series) [Hardcover]

Frank J. Fabozzi CFA (Editor), Moorad Choudhry (Editor)

Book Description

Publication Date: March 2, 2004 | ISBN-10: 0471484156 | ISBN-13: 978-0471484158 | Edition: 1

The first comprehensive account of the European structured financial products market
This comprehensive survey of the securitization market in Europe covers all asset-backed securities (the major classes and some nonconventional asset classes that have been securitized), residential and commercial mortgage-backed securities, collateralized debt obligations, and more.
Frank J. Fabozzi, PhD, CFA, CPA (New Hope, PA), is the Frederick Frank Adjunct Professor of Finance in the School of Management at Yale University. Prior to joining the Yale faculty, he was a Visiting Professor of Finance in the Sloan School at MIT. Moorad Choudhry (Surrey, UK) is a Vice President in Structured Finance Services with JPMorgan Chase Bank.

Editorial Reviews

From the Back Cover

Securitisation has been one of the most exciting developments in fixed-income markets, perfectly illustrating the dynamic and flexible nature of the market itself. The application of securitisation techniques has given rise to "structured finance" securities, which now encompass a wide class of products, each of which deserves separate treatment in its own right.

The Handbook of European Structured Financial Products is the first comprehensive guide to this ever-expanding market. The detailed information contained within these pages is aimed at practitioners–including bankers, insurers, and investors–that have an interest in the structured finance of the European debt market.

Comprising six information-packed sections, The Handbook of European Structured Financial Products introduces you to many of these products–and the concept of securitisation–while providing practical information and in-depth insight on:

• ABS and the various assets classes that have been originated as ABS–credit card ABS, consumer loan ABS, auto loan ABS, and much more
• Whole business securitisation
• Residential and commercial MBS
• Cash and synthetic CDOs
• Structured credit products in the form of credit-linked notes and repackaged transactions

About the Author

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. Frank 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. Moorad 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.

Product Details

• Hardcover: 800 pages
• Publisher: Wiley; 1 edition (March 2, 2004)
• Language: English
• ISBN-10: 0471484156
• ISBN-13: 978-0471484158
• Product Dimensions: 9.2 x 6 x 1.4 inches
• Shipping Weight: 2.3 pounds (View shipping rates and policies)
• Amazon Best Sellers Rank: #2,656,922 in Books (See Top 100 in Books)