| Description |
1 online resource (xxii, 505 pages) : illustrations |
| Series |
The Frank J. Fabozzi series |
|
Frank J. Fabozzi series.
|
| Bibliography |
Includes bibliographical references and index. |
| Summary |
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. |
| Contents |
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. |
| Subject |
Asset-backed financing.
|
|
Debt.
|
|
Titrisation. |
|
Dettes. |
|
Asset-backed financing |
|
Debt |
| Added Author |
Goodman, Laurie S.
|
|
Fabozzi, Frank J.
|
| Other Form: |
Print version: Lucas, Douglas J. Collateralized debt obligations. 2nd ed. Hoboken, N.J. : Wiley ; Chichester : John Wiley [distributor], ©2006 0471718874 (OCoLC)62891540 |
| ISBN |
0470045310 (electronic bk.) |
|
9780470045312 (electronic bk.) |
|
9781119201311 (electronic bk.) |
|
1119201314 (electronic bk.) |
|
More Resources