证券金融:证券贷款与重新购买协议 SECURITIES FINANCE

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  • 版 次:1
  • 页 数:351
  • 字 数:
  • 印刷时间:2005年08月01日
  • 开 本:
  • 纸 张:胶版纸
  • 包 装:精装
  • 是否套装:否
  • 国际标准书号ISBN:9780471678915
作者:Frank J., PhD, CFA, CPA Fabozzi  著出版社:吉林长白山出版时间:2005年12月 
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作者简介:
FRANK J. FABOZZI, PhD, CFA, CPA, is the Frederick Frank Adjunct Professor of Finance at Yale University's School of Management. He is also a Fellow of the International Center for Finance at Yale University. Prior to joining the Yale faculty, Fabozzi was a visiting professor of finance in the Sloan School of Management at MIT. Fabozzi has authored and edited many acclaimed books in finance and is also the Editor of the Journal of Portfolio Management.  
内容简介
In Securities Finance, editors Frank Fabozzi and Steven Mann assemble a group of prominent practitioners in the securities finance industry to provide readers with an enhanced understanding of the various arrangements in the securities finance market. Divided into three comprehensive parts—Securities Lending, Bond Financing via the Repo Market, and Equity Financing Alternatives to Securities Lending—this book covers a wide range of securities finance issues, including alternative routes to the securities lending market, evaluating risks in securities lending transactions, U.S. and European repo markets, dollar rolls and their impact on MBS valuation and strategies, derivatives for financing equity positions and equity repos, and more. Filled with in-depth insight and expert advice, Securities Finance contains the information readers need to succeed in this rapidly expanding market.
目  录
Preface.
About the Editors.
Contributing Authors.
PART ONE: Securities Lending.
 Chapter 1: An Introduction to Securities Lending (Mark C. Faulkner).
 Chapter 2: Securities Lending, Liquidity, and Capital Market-Based Finance (State Street).
 Chapter 3: Finding a Route to Market: An Institutional Guide to the Securities Lending Labyrinth (Mark C. Faulkner).
 Chapter 4: Evaluating Lending Options (Anthony A. Nazzaro).
 Chapter 5: The Auction Process and Its Role in the Securities Lending Markets (Daniel E. Kiefer and Judith G. Mabry).
 Chapter 6: The Fundamentals of Fixed Income Securities (Frank J. Fabozzi).
 Chapter 7: Managing Liquidity Risks in Cash-Based Lending Programs (Ed Blount and Aaron J. Gerdeman).
 Chapter 8: Quantifying Risks in Securities Lending Transactions (Mark C. Faulkner).
 Chapter 9: Risk, Return, and Performance Measurement in Securities Lending (Peter Economou).
 Chapter 10: Developing Effective Guidelines for Managing Legal Risks—U.S. Guidelines (Charles E. Dropkin).

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