Title | Investing in emerging fixed income markets / edited by Frank J. Fabozzi and Efstathia Pilarinu |
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Imprint | New York : Wiley, c2002 |
Descript | ix, 374 p |
Section 1: Emerging market characteristics -- Brand 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 -- Section 2: Valuation and trading issues -- 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 -- Section 3: Credit issues -- 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
LOCATION | CALL# | STATUS |
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Sasin Library | 332.63 I61 2002 | CHECK SHELVES |
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