Research Catalog
Collateralized debt obligations : structures and analysis
- Title
- Collateralized debt obligations : structures and analysis / Douglas J. Lucas, Laurie S. Goodman, Frank J. Fabozzi.
- Author
- Lucas, Douglas J.
- Publication
- Hoboken, N.J. : Wiley ; Chichester : John Wiley [distributor], [2006], ©2006.
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| Status | Format | Access | Call Number | Item Location |
|---|---|---|---|---|
| Text | Request in advance | HG4028 .H84 L83 2006g | Off-site |
Holdings
Details
- Additional Authors
- Description
- xxii, 505 pages : illustrations; 24 cm.
- Series Statement
- The Frank J. Fabozzi series
- Wiley finance
- Uniform Title
- Wiley finance series.
- Frank J. Fabozzi series.
- Subject
- Note
- Previous ed. published: Hoboken, N.J. : Wiley, c2002, [by] Laurie S. Goodman, Frank J. Fabozzi. .
- Bibliography (note)
- Includes bibliographical references and index.
- 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 -- Ch. 15. Structured finance credit default swaps and synthetic CDOs -- Ch. 16. Default correlation : the basics -- Ch. 17. Empirical default correlations : problems and solutions -- Ch. 18. Why buy CDO equity? -- Ch. 19. CDO equity returns and return correlation -- Ch. 20. Analytical challenges in secondary CDO market trading -- Ch. 21. The CDO arbitrage -- Ch. 22. How to evaluate a CDO and manage a CDO portfolio -- Ch. 23. Quantifying single-name risk across CDOs -- Ch. 24. CDO rating experience.
- ISBN
- 0471718874 (hbk.)
- LCCN
- 9780471718871
- OCLC
- ocm62891540
- SCSB-9046589
- Owning Institutions
- Columbia University Libraries