Research Catalog

Title

The handbook of corporate debt instruments / edited by Frank J. Fabozzi.

Publication

New Hope, Penn. : Frank J. Fabozzi Associates, [1998], ©1998.

Items in the Library & Off-site

Holdings

Details

Additional Authors

• Fabozzi, Frank J.
• Frank J. Fabozzi Associates.

Description

vi, 588 pages : illustrations; 24 cm

Subject

• Corporate debt > United States > Handbooks, manuals, etc
• Corporations > United States > Finance > Handbooks, manuals, etc

Bibliography (note)

• Includes bibliographical references and index.

Contents

• 1. Overview / Frank J. Fabozzi -- Sect. I. Products. 2. Corporate Bonds / Richard S. Wilson and Frank J. Fabozzi. 3. Medium-Term Notes and Structured Notes / Leland E. Crabbe. 4. Deferrable Bonds / Leland E. Crabbe. 5. High Yield as an Asset Class / Sam DeRosa-Farag. 6. The Development of the Leveraged Loan Asset Class / Steven Miller. 7. The Leveraged Bank Loan Market / Steven D. Oldham. 8. Changes in the Leveraged Finance Business 1980-1997 / Sam DeRosa-Farag. 9. Credit Card Asset-Backed Securities / Charles N. Schorin. 10. Home Equity Loan-Backed Securities / Charles N. Schorin. 11. Auto Loan Asset-Backed Securities / W. Alexander Roever, John N. McElravey and Glenn M. Schultz. 12. Collateralized Bond Obligations/Collateralized Loan Obligations / Martin Fridson. 13. The Basics of CBO Investing / John N. Dunlevy and Martin DeVito -- Sect. II. Credit Risk. 14. Defaults and Returns on High Yield Bonds / Edward I. Altman and Vellore M. Kishore.
• 15. Credit Analysis for Corporate Bonds / Jane Tripp Howe. 16. Challenges in the Credit Analysis of Emerging Market Corporate Bonds / Christopher Taylor. 17. A Rating Agency Perspective on Asset-Backed Securitization / Suzanne Michaud. 18. Investing in Chapter 11 and Other Distressed Companies / Jane Tripp Howe -- Sect. III. Valuation. 19. Valuation of Corporate Debt Instruments / Frank J. Fabozzi. 20. Identifying Relative Value in the ABS Market / Lisa N. Wilhelm and W. Alexander Roever. 21. Convertible Bonds: Features, Valuation, and Investment Characteristics / Frank J. Fabozzi -- Sect. IV. Portfolio Management and Strategies. 22. Measuring Interest Rate Risk for Corporate Bonds / Frank J. Fabozzi. 23. Global Corporate Bond Portfolio Management / Jack Malvey. 24. Management of a High-Yield Bond Portfolio / J. Thomas Madden and Joseph Balestrino. 25. Corporate Loan Portfolio Management / Elliot Asarnow and Michael McAdams.
• 26. Hedging Corporate Securities with Treasury and Derivative Instruments / Shrikant Ramamurthy. 27. Credit Derivatives / Mark J. P. Anson. 28. Corporate Spread Curve Strategies / Leland E. Crabbe. 29. Relative Value Concepts Within the Eurobond Market / Peter J. Carril. 30. Using Busted Convertibles to Enhance Performance / William R. Leach.

ISBN

1883249392

OCLC

ocm40578841

Owning Institutions

Columbia University Libraries