EDHEC-Risk Concept Industry Analysis Featured Analysis Latest EDHEC-Risk Surveys Features Interviews Indexes and Benchmarking FTSE EDHEC-Risk Efficient Index Series FTSE EDHEC-Risk ERAFP SRI Index EDHEC-Risk Alternative Indexes EDHEC IEIF Quarterly Commercial Property Index (France) Hedge Fund Index Research Equity Index Research Amundi "ETF, Indexing and Smart Beta Investment Strategies" Research Chair Rothschild & Cie "Active Allocation to Smart Factor Indices" Research Chair Index Regulation and Transparency ERI Scientific Beta Performance and Risk Reporting Hedge Fund Performance Performance Measurement for Traditional Investment CACEIS "New Frontiers in Risk Assessment and Performance Reporting" Research Chair Asset Allocation and Alternative Diversification Real Assets Meridiam Infrastructure/Campbell Lutyens "Infrastructure Equity Investment Management and Benchmarking" Research Chair Natixis "Investment and Governance Characteristics of Infrastructure Debt Instruments" Research Chair Société Générale Prime Services (Newedge) "Advanced Modelling for Alternative Investments" Research Chair CME Group "Exploring the Commodity Futures Risk Premium: Implications for Asset Allocation and Regulation" Strategic Research Project Asset Allocation and Derivative Instruments Volatility Research Eurex "The Benefits of Volatility Derivatives in Equity Portfolio Management" Strategic Research Project SGCIB "Structured Investment Strategies" Research ALM and Asset Allocation Solutions ALM and Private Wealth Management AXA Investment Managers "Regulation and Institutional Investment" Research Chair BNP Paribas Investment Partners "ALM and Institutional Investment Management" Research Chair Deutsche Bank "Asset-Liability Management Techniques for Sovereign Wealth Fund Management" Research Chair Lyxor "Risk Allocation Solutions" Research Chair Merrill Lynch Wealth Management "Risk Allocation Framework for Goal-Driven Investing Strategies" Research Chair Ontario Teachers' Pension Plan "Advanced Investment Solutions for Liability Hedging for Inflation Risk" Research Chair Non-Financial Risks, Regulation and Innovations Risk and Regulation in the European Fund Management Industry Index Regulation and Transparency Best Execution: MiFID and TCA Mitigating Hedge Funds Operational Risks FBF "Innovations and Regulations in Investment Banking" Research Chair EDHEC-Risk Publications All EDHEC-Risk Publications EDHEC-Risk Position Papers IPE EDHEC-Risk Institute Research Insights AsianInvestor EDHEC-Risk Institute Research Insights P&I EDHEC-Risk Institute Research for Institutional Money Management Books EDHEC-Risk Newsletter Events Events organised by EDHEC-Risk Institute EDHEC-Risk Smart Beta Day Amsterdam 2017, Amsterdam, 21 November, 2017 EDHEC-Risk Smart Beta Day North America 2017, New York, 6 December, 2017 Events involving EDHEC-Risk Institute's participation EDHEC-Risk Institute Presentation Research Programmes Research Chairs and Strategic and Private Research Projects Partnership International Advisory Board Team EDHEC-Risk News EDHEC-Risk Newsletter EDHEC-Risk Press Releases EDHEC-Risk in the Press Careers EDHEC Risk Institute-Asia EDHEC Business School EDHEC-Risk Executive Education EDHEC-Risk Advances in Asset Allocation Blended Learning Programme 2017-2018 Yale School of Management - EDHEC-Risk Institute Certificate in Risk and Investment Management Yale SOM-EDHEC-Risk Harvesting Risk Premia in Alternative Asset Classes and Investment Strategies Seminar, New Haven, 5-7 February, 2018 Investment Management Seminars Contact EDHEC-Risk Executive Education Contact Us ERI Scientific Beta EDHEC PhD in Finance
Asset Allocation
The Handbook of European Fixed Income Securities

Authors: Frank J. Fabozzi (Editor), Moorad Choudhry (Editor)
Editions: John Wiley & Sons
Pages: 1024 pages
Date: December 2003
 
 
 
Summary
The Handbook of European Fixed Income Securities is the first comprehensive guide to the European Fixed Income Markets. With contributions from thirty internationally recognized experts in the field of debt finance and derivatives, it is essential reading for the industry and a reference for practitioners.

The Handbook of European Fixed Income Markets presents extensive and in-depth coverage of every aspect of the European fixed income markets and their derivatives. It covers both developed markets such as the UK, France, Germany, Italy, Spain, and Holland, and emerging markets in Central and Eastern Europe. The text embraces government and corporate bond markets, instruments and institutions.

Edited by Frank J. Fabozzi, the Frederick Frank Adjunct Professor of Finance at Yale School of Management and the world's expert on fixed income securities and Moorad Choudhry, a leading practitioner currently working as a vice-president in Structured Finance Services with JP Morgan Chase in London, the text features contributions from over thirty internationally recognized experts in the field of debt finance and derivatives

EDHEC Business School Professor Lionel Martellini, Philippe Priaulet of HSBC and Stéphane Priaulet of AXA Investment Managers co-authored the chapter on the Empirical Analysis of the Domestic and Euro Yield Curve Dynamics.

The Handbook of European Fixed Income Securities is the first comprehensive guide to this central 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.

About the Authors

Frank J. Fabozzi, PhD, CFA, CPA is Editor of the Journal of Portfolio Management, and was the Frederick Frank Adjunct Professor of Finance at Yale University’s School of Management at the time of writing, and a consultant in the fixed income and derivatives area. Pr. Fabozzi has edited and authored numerous acclaimed books in finance including three with 1985 Nobel prize winner Pr. Franco Modigliani, and one with 1990 Nobel prize recipient Dr. Harry Markowitz. Frank Fabozzi is currently Professor of Finance at EDHEC Business School.

Moorad Choudhry, MBA, is a vice-president in Structured Finance Services with JP Morgan Chase Bank in London. Prior to this he worked as market maker and trader with ABN Amro and Hambros Bank Limited. Mr. Choudhry has lectured on the bond markets at leading business schools. He has published widely in the field of Fixed Income Securities and authored and co-authored reference texts on the topic. He is Editor of the Journal of Bond Trading and Management.

Lionel Martellini, PhD is a Professor of Finance at EDHEC Business School and the scientific director of EDHEC-Risk Institute. He has worked as a consultant in the fields of alternative investment, quantitative finance and derivatives and co-authored books in these areas. Published in leading academic and practitioner journals, he is on the editorial board of the Journal of Alternative Investments and the Journal of Bond Trading and Management.

Philippe Priaulet is a fixed-income strategist in charge of derivatives strategies for HSBC. His expertise is related to fixed-income asset management and derivatives pricing and hedging, and his research has been published in leading academic and practitioners' journals. Formerly, he was head of fixed-income research in the Research and Innovation Department of HSBC-CCF.

Stéphane Priaulet is a senior index portfolio manager in the Structured Asset Management Department at AXA Investment Managers. Previously, he was head of quantitative engineering in the Fixed Income Research Department at AXA Investment Managers. He is on the editorial board of the Journal of Bond Trading and Management, where he has published several research papers.