The Handbook of Corporate Debt InstrumentsISBN: 978-1-883249-39-7
Hardcover
602 pages
November 1998
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Contributing Authors.
1. Overview (F. Fabozzi).
SECTION I: PRODUCTS.
2. Corporate Bonds (R. Wilson and F. Fabozzi).
3. Medium-Term Notes and Structured Notes (L. Crabbe).
4. Deferrable Bonds (L. Crabbe).
5. High Yield as an Asset Class (S. DeRosa-Farag).
6. The Development of the Leveraged Loan Asset Class (S. Miller).
7. The Leveraged Bank Loan Market (S. Oldham).
8. Changes in the Leveraged Finance Business 1980-1997 (S. DeRosa-Farag).
9. Cedit Card Asset-Backed Securities (C. Schorin).
10. Home Equity Loan-Backed Securities (C. Schorin).
11. Auto Loan Asset-Backed Securities (W. Roever, et al.).
12. Collateralized Bond Obligations/Collateralized Loan Obligations (M. Fridson).
13. The Basics of CBO Investing (J. Dunlevy and M. DeVito).
SECTION II: CREDIT RISK.
14. Defaults and Returns on High Yield Bonds (E. Altman and V. Kishore).
15. Credit Analysis for Corporate Bonds (J. Howe).
16. Challenges in the Credit Analysis of Emerging Market Corporate Bonds (C. Taylor).
17. A Rating Agency Perspective on Asset-Backed Securitization (S. Michaud).
18. Investing in Chapter 11 and Other Distressed Companies (J. Howe).
SECTION III: VALUATION.
19. Valuation of Corporate Debt Instruments (F. Fabozzi).
20. Identifying Relative Value in the ABS Market (L. Wilhelm and W. Roever).
21. Convertible Bonds: Features, Valuation, and Investment Characteristics (F. Fabozzi).
SECTION IV: PORTFOLIO MANAGEMENT AND STRATEGIES.
22. Measuring Interest Rate Risk for Corporate Bonds (F. Fabozzi).
23. Global Corporate Bond Portfolio Management (J. Malvey).
24. Management of a High-Yield Bond Portfolio (J. Madden and J. Balestrino).
25. Corporate Loan Portfolio Management (E. Asarnow and M. McAdams).
26. Hedging Corporate Securities with Treasury and Derivative Instruments (S. Ramamurthy).
27. Credit Derivatives (M. Anson).
28. Corporate Spread Curve Strategies (L. Crabbe).
29. Relative Value Concepts Within the Eurobond Market (P. Carril).
30. Using Busted Convertibles to Enhance Performance (W. Leach).
Index.
1. Overview (F. Fabozzi).
SECTION I: PRODUCTS.
2. Corporate Bonds (R. Wilson and F. Fabozzi).
3. Medium-Term Notes and Structured Notes (L. Crabbe).
4. Deferrable Bonds (L. Crabbe).
5. High Yield as an Asset Class (S. DeRosa-Farag).
6. The Development of the Leveraged Loan Asset Class (S. Miller).
7. The Leveraged Bank Loan Market (S. Oldham).
8. Changes in the Leveraged Finance Business 1980-1997 (S. DeRosa-Farag).
9. Cedit Card Asset-Backed Securities (C. Schorin).
10. Home Equity Loan-Backed Securities (C. Schorin).
11. Auto Loan Asset-Backed Securities (W. Roever, et al.).
12. Collateralized Bond Obligations/Collateralized Loan Obligations (M. Fridson).
13. The Basics of CBO Investing (J. Dunlevy and M. DeVito).
SECTION II: CREDIT RISK.
14. Defaults and Returns on High Yield Bonds (E. Altman and V. Kishore).
15. Credit Analysis for Corporate Bonds (J. Howe).
16. Challenges in the Credit Analysis of Emerging Market Corporate Bonds (C. Taylor).
17. A Rating Agency Perspective on Asset-Backed Securitization (S. Michaud).
18. Investing in Chapter 11 and Other Distressed Companies (J. Howe).
SECTION III: VALUATION.
19. Valuation of Corporate Debt Instruments (F. Fabozzi).
20. Identifying Relative Value in the ABS Market (L. Wilhelm and W. Roever).
21. Convertible Bonds: Features, Valuation, and Investment Characteristics (F. Fabozzi).
SECTION IV: PORTFOLIO MANAGEMENT AND STRATEGIES.
22. Measuring Interest Rate Risk for Corporate Bonds (F. Fabozzi).
23. Global Corporate Bond Portfolio Management (J. Malvey).
24. Management of a High-Yield Bond Portfolio (J. Madden and J. Balestrino).
25. Corporate Loan Portfolio Management (E. Asarnow and M. McAdams).
26. Hedging Corporate Securities with Treasury and Derivative Instruments (S. Ramamurthy).
27. Credit Derivatives (M. Anson).
28. Corporate Spread Curve Strategies (L. Crabbe).
29. Relative Value Concepts Within the Eurobond Market (P. Carril).
30. Using Busted Convertibles to Enhance Performance (W. Leach).
Index.