Collateralized debt obligations : structures and analysis /
Collateralized Debt Obligations, Second Edition provides updated coverage of this exciting and profitable market and describes the various products in the collateral debt obligation area-from cash flow CDOs and market value CDOs to synthetic CDOs.
Clasificación: | Libro Electrónico |
---|---|
Autor principal: | |
Otros Autores: | , |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Hoboken, N.J. : Chichester :
Wiley ; John Wiley [distributor],
©2006.
|
Edición: | 2nd ed. |
Colección: | Frank J. Fabozzi series.
|
Temas: | |
Acceso en línea: | Texto completo (Requiere registro previo con correo institucional) |
Tabla de Contenidos:
- Ch. 1. Cash CDO basics
- Ch. 2. Cash flow CDOs
- Ch. 3. High-yield loans : structure and performance
- Ch. 4. European bank loans and middle markets loans
- Ch. 5. Review of structured finance collateral : mortgage-related products
- Ch. 6. Review of structured finance collateral : nonmortgage ABS
- Ch. 7. Structured finance default and recovery rates
- Ch. 8. Structured finance cash flow CDOs
- Ch. 9. Emerging market CDOs
- Ch. 10. Market value CDOs
- Ch. 11. Introduction to credit default swaps and synthetic CDOs
- Ch. 12. Synthetic balance sheet CDOs
- Ch. 13. Synthetic arbitrage CDOs
- Ch. 14. A framework for evaluating trades in the credit derivatives market.