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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.

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Lucas, Douglas J.
Otros Autores: Goodman, Laurie S., Fabozzi, Frank J.
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.