Frank J. Fabozzi
4 primary works • 5 total works
Book 34
Book 56
Credit Derivatives
by Mark J. P. Anson, Frank J. Fabozzi, and Moorad Choudhry
Published 15 September 1999
Book 63
Derivatives and credit derivatives have emerged as significant areas of interest in portfolio planning and risk management.In this book, Mark Anson examines the accounting and taxation implications of these instruments, including the new accounting rules for derivative instruments promulgated by the financial Accounting Standards in the United States, the Accounting Standards Board in Great Britain, and the International Accounting Standards Committee. Regulatory requirements for disclosing derivatives and tax considerations for derivative instruments are discussed (including TRA-97.) Additionally, the book reviews the regulatory accounting deadlines introduced by the Securities and Exchange Commission and the Commodity Futures Trading Commission.
Book 120
Since the first edition of the Handbook of Alternative Assets was published, significant events-from the popping of the technology bubble and massive accounting scandals to recessions and bear markets-have shifted the financial landscape. These changes have provided author Mark J. P. Anson with an excellent opportunity to examine alternative assets during a different part of the economic cycle than previously observed in the first edition.
Fully revised and updated to reflect today's financial realities, the Handbook of Alternative Assets, Second Edition covers the five major classes of alternative assets-hedge funds, commodity and managed futures, private equity, credit derivatives, and corporate governance-and outlines the strategies you can use to efficiently incorporate these assets into any portfolio. Throughout the book, new chapters have been added, different data sources accessed, and new conclusions reached.
Designed as both an introduction to the world of alternative assets and as a reference for the active investor, the Handbook of Alternative Assets, Second Edition will help you match alternative assets with your various investment goals.
Fully revised and updated to reflect today's financial realities, the Handbook of Alternative Assets, Second Edition covers the five major classes of alternative assets-hedge funds, commodity and managed futures, private equity, credit derivatives, and corporate governance-and outlines the strategies you can use to efficiently incorporate these assets into any portfolio. Throughout the book, new chapters have been added, different data sources accessed, and new conclusions reached.
Designed as both an introduction to the world of alternative assets and as a reference for the active investor, the Handbook of Alternative Assets, Second Edition will help you match alternative assets with your various investment goals.
In this era of unprecedented market volatility, complex new debt and equity instruments, sophisticated portfolio trading and hedging strategies and techniques, and relentless pressures to meet aggressive risk/return objectives, pension plan sponsors and fund managers, more than ever before, are in need of up-to-date accurate information and advice on the key aspects of pension fund management and investment. This is the primary objective of "Pension Fund Investment Management", which is the first and only book to address fund management from the sponsors perspective. Some of the topics covered include: setting investment policy - the sponsor's view of risk - internal versus external fund management - selection of money managers - manager fees and transaction costs - the role of fixed-income securities in plan portfolios - the benefits of indexing.