The Handbook Of European Structured Financial Products (frank J. Fabozzi Series)

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. "The Handbook of European Structured Financial Products" offers readers comprehensive coverage of the securitization market in Europe. It covers all asset classes, including asset-backed and mortgage-backed securities, plus re-pack (re-packaged security) structures and collateralized debt obligations (CDOs). This book describes and analyses each class of security from an investor's point of view, including ratings analysis and relative value. The contributors also discuss pricing and valuation Frank J. Fabozzi, Moorad Choudhry, Editors. Includes Bibliographical References And Index.