Research Catalog

Title

Structured finance and collateralized debt obligations : new developments in cash and synthetic securitization / Janet M. Tavakoli.

Author

Tavakoli, Janet M.

Publication

Hoboken, N.J. : John Wiley & Sons, [2008], ©2008.

Supplementary Content

Publisher description

Items in the Library & Off-site

Holdings

Details

Description

xxiii, 453 pages : illustrations; 24 cm.

Summary

"Filled with in-depth insights and practical advice, this updated guide provides you with everything you need to value structured financial products. Incorporating a comprehensive overview of the CDO market and the elements of structured finance amid recent developments, Tavakoli provides the substance necessary to evaluate structured products - while making clear that mechanical models most often used by institutions and professionals have critical shortcomings. The models, she asserts, will inevitably fail if one does not understand how to evaluate fundamental value and handle quality control." "Written with the serious financial professional in mind, Structured Finance and Collateralized Debt Obligations, Second Edition skillfully puts this discipline in perspective. It sheds much-needed light on how existing structuring technology has benefited new markets and has the potential to create even better products - and it provides a clearer understanding of these products so that you can confidently participate in this market and make more-informed decisions within it."--BOOK JACKET.

Series Statement

The Wiley finance series

Uniform Title

• Collateralized debt obligations and structured finance
• Wiley finance series.

Alternative Title

• Collateralized debt obligations and structured finance
• Structured finance & collateralized debt obligations

Subject

• Asset-backed financing > United States
• Mortgage-backed securities > United States

Note

• Originally published in 2003 under title: Collateralized debt obligations and structured finance.

Bibliography (note)

• Includes bibliographical references (p. 437-438) and index.

Contents

Ch. 1. Securitization Terminology -- Ch. 2. Structured Finance and Special Purpose Entities -- Ch. 3. Credit Derivatives and Total Rate of Return Swaps -- Ch. 4. CDOs and the Global Capital Markets -- Ch. 5. Risk and Valuation Issues -- Ch. 6. Early CDO Technology -- Ch. 7. Early Warning Commercial Financial Services -- Ch. 8. Subprime and Alt-A Mortgages: Collateral Damage -- Ch. 9. Cash versus Synthetic Arbitrage CDOs -- Ch. 10. CDO Equity Structures -- Ch. 11. CDO Managers -- Ch. 12. Balance-sheet CLOs and CDOs -- Ch. 13. Super Senior Sophistry -- Ch. 14. Synthetics and Mark-to-Market Issues -- Ch. 15. Comments on Selected Structured Finance Products -- Ch. 16. Credit Funds -- Ch. 17. The Credit Crunch and CDOs -- Ch. 18. Future Developments in Structured Finance -- App. Interesting Web Sites.

ISBN

• 9780470288948 (cloth)
• 0470288949 (cloth)

LCCN

2008008483

OCLC

• ocn212908774
• 212908774
• SCSB-14225036

Owning Institutions

Columbia University Libraries