Investing in emerging fixed income markets /
Investing in emerging fixed income markets /
edited by Frank J. Fabozzi and Efstathia Pilarinu.
- New York : John Wiley & Sons, c2002.
- ix, 374 p. : ill., charts ; 24 cm.
- Frank J. Fabozzi series .
Includes bibliographical references.
Introduction / Brady bonds / Latin American local markets / The convergence of the Central European EMGs to the European Union / Emerging fixed income and local currency : an investment management view / A disciplined approach to emerging markets debt investing / Emerging market CBOs : considerations for portfolio managers / How swap spreads affect the performance of floating rate emerging market bonds / Quantifying dollar differentials between emerging market bonds in yield terms / From the Asian crisis to the Brazilian devaluation : the view from a trading desk / Local fixed income arbitrage : the Brazilian case study / Valuing options on fixed exchange rates : a case study of the Argentine peso / Challenges in the credit analysis of emerging market corporate bonds / Debt covenants : applications in emerging markets / New standards for sovereign credit analysis and risk management : the lessons of the Asia crisis / Default and recovery rates in emerging markets / Tevecap / Dao Heng Bank / Frank J. Fabozzi and Efstathia Pilarinu -- Jane Sachar Brauer -- James C. Kennan -- Stephen Gilmore -- Luis R. Luis -- Maria Mednikov Loucks, John A. Penicook, Jr., and Uwe Schillhorn -- Laurie Goodman -- Costas C. Hamakiotes -- Costas C. Hamakiotes -- Marcelo Fernandes de Lima Castro -- Marcelo Fernandes de Lima Castro -- James C. Kennan -- Christopher Taylor -- Allen Vine and David Sohnen -- Paul A. Pannkuk -- Tsvetan N. Beloreshki -- Bruce Stanforth -- Andrew M. Aran. Section I: Emerging market characteristics. Section II: Valuation and trading issues. Section III: Credit issues.
0471218367
2002284686
Fixed-income securities.
Investment analysis.
Investments.
HG4650 / .I58 2002
332.63/2044
Includes bibliographical references.
Introduction / Brady bonds / Latin American local markets / The convergence of the Central European EMGs to the European Union / Emerging fixed income and local currency : an investment management view / A disciplined approach to emerging markets debt investing / Emerging market CBOs : considerations for portfolio managers / How swap spreads affect the performance of floating rate emerging market bonds / Quantifying dollar differentials between emerging market bonds in yield terms / From the Asian crisis to the Brazilian devaluation : the view from a trading desk / Local fixed income arbitrage : the Brazilian case study / Valuing options on fixed exchange rates : a case study of the Argentine peso / Challenges in the credit analysis of emerging market corporate bonds / Debt covenants : applications in emerging markets / New standards for sovereign credit analysis and risk management : the lessons of the Asia crisis / Default and recovery rates in emerging markets / Tevecap / Dao Heng Bank / Frank J. Fabozzi and Efstathia Pilarinu -- Jane Sachar Brauer -- James C. Kennan -- Stephen Gilmore -- Luis R. Luis -- Maria Mednikov Loucks, John A. Penicook, Jr., and Uwe Schillhorn -- Laurie Goodman -- Costas C. Hamakiotes -- Costas C. Hamakiotes -- Marcelo Fernandes de Lima Castro -- Marcelo Fernandes de Lima Castro -- James C. Kennan -- Christopher Taylor -- Allen Vine and David Sohnen -- Paul A. Pannkuk -- Tsvetan N. Beloreshki -- Bruce Stanforth -- Andrew M. Aran. Section I: Emerging market characteristics. Section II: Valuation and trading issues. Section III: Credit issues.
0471218367
2002284686
Fixed-income securities.
Investment analysis.
Investments.
HG4650 / .I58 2002
332.63/2044