Research Catalog

Title

Structured products and related credit derivatives : a comprehensive guide for investors / Brian P. Lancaster, Glenn M. Schultz, Frank J. Fabozzi.

Author

Lancaster, Brian P.

Publication

Hoboken, N.J. : Wiley, [2008], ©2008.

Items in the Library & Off-site

Holdings

Details

Additional Authors

• Schultz, Glenn M.
• Fabozzi, Frank J.

Description

xix, 523 pages : illustrations; 24 cm.

Series Statement

Frank J. Fabozzi series

Uniform Title

Frank J. Fabozzi series.

Subjects

• Credit derivatives
• Structured notes (Securities)

Bibliography (note)

• Includes bibliographical references and index.

Contents

Foreword / Diane Schumaker-Krieg -- Sect. 1. Background -- Ch. 1. Introduction / Brian P. Lancaster, Glenn M. Schultz and Frank J. Fabozzi -- Ch. 2. Structured Finance Operating Companies: SIVs, SLVs, and Other Structured Vehicles / Garret Sloan -- Sect. 2. Consumer ABS -- Ch. 3. Residential Asset-Backed Securities / Glenn M. Schultz -- Ch. 4. Credit Card ADS / John N. McElravey -- Ch. 5. Auto Asset-Backed Securities / Glenn M. Schultz, John N. McElravey, Shane Whitworth and Erin K. Walsh -- Ch. 8. Student Loan ADS / Shane Whitworth -- Ch. 7. Small Business Loan ADS / Erin K. Walsh -- Ch. 8. Valuation of Subprime ADS Credit Default Swaps / Shane Whitworth -- Sect. 3. Collateralized Debt Obligations -- Ch. 9. Basics or CDOs / Brian McManus, Dave Preston, Anik Ray and Steven Todd -- Ch. 10. CDOs by Asset Type / Brian McManus, Dave Preston, Anik Ray and Steven Todd -- Ch. 11. Credit Derivatives and Synthetic CDOs / Brian McManus, Steven Todd, Dave Preston and Anik Ray -- Ch. 12. CDO Performance / Steven Todd, Brian McManus, Anik Ray and Dave Preston -- Ch. 13. CDO Equity / Brian McManus, Steven Todd, Anik Ray and Dave Preston -- Sect. 4. Commercial Real Estate -- Ch. 14. Commercial Mortgage-Backed Securities / Brian P. Lancaster, Anthony G. Butler and Greg Laughton -- Ch. 15. Understanding Managed CRE CDOs / Brian P. Lancaster, Anthony G. Butler and Greg Laughton -- Ch. 18. Synthetic CRE CDOs / Brian P. Lancaster and Anthony G. Butler -- Ch. 17. European Commercial Real Estate CDOs / Chris van Heerden -- Ch. 18. Government National Mortgage Association Multifamily Deals / Brian P. Lancaster, Anthony G. Butler, Landon C. Frerich and Stephen P. Mayeux -- Sect. 5. Commercial ABS -- Ch. 19. Aircraft-Backed Debt Securities / Chris van Heerden -- Ch. 20. Intermodal Equipment Securitization / Chris van Heerden -- Ch. 21. Life Insurance Reserve Securitization / Chris van Heerden.

ISBN

• 9780470129852 (hbk.)
• 0470129859 (hbk.)

LCCN

• 2008274207
• 99821547398

OCLC

• ocn174131668
• 174131668
• SCSB-9051034

Owning Institutions

Columbia University Libraries