Collateralized Debt Obligations : Structures and Analysis
Laurie S. Goodman
Bok Engelsk 2002 · Electronic books.
| Annen tittel | |
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| Utgitt | Hoboken : : Wiley, , 2002.
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| Omfang | 1 online resource (386 p.)
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| Opplysninger | Description based upon print version of record.. - Collateralized Debt Obligations: structures and analysis; contents; Preface; About the Authors; CHAPTER 1 Introduction; CHAPTER 2 Cash Flow CDOs; CHAPTER 3 High-Yield Default Rates and Their Application to CDO Analysis; CHAPTER 4 Review of Structured Finance Collateral; CHAPTER 5 Structured Finance Cash Flow CDOs; CHAPTER 6 Emerging Market CDOs; CHAPTER 7 Market Value CDOs; CHAPTER 8 Synthetic Balance Sheet CDOs; CHAPTER 9 Synthetic Arbitrage CDOs; CHAPTER 10 Considerations in Creating CDOs and Their Investment Implications; CHAPTER 11 Participating Coupon Notes. - CHAPTER 12 Relative Value Methodology for Analyzing Mezzanine TranchesCHAPTER 13 Analyzing CDO Equity Tranches; CHAPTER 14 Payment-in-Kind CDO Tranches; CHAPTER 15 Secondary Market Trading Opportunities and Managing a Portfolio of CDOs; INDEX. - A practical guide to the features and investment characteristics of CDOsIn the bond area, collateralized debt obligations, which include collateralized bond obligations and collateralized loan obligations, are the fastest-growing sector. Collateralized Debt Obligations: Structures and Analysis describes the various products in this area-cash flow CDOs, market value CDOs, synthetic CDOs, etc.-and explains how to evaluate them. With this book as their guide, investment managers and institutional investors alike will learn how to analyze the risks associated with CDOs, create a portfolio of C
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| Emner | |
| Sjanger | |
| Dewey | |
| ISBN | 0471234869
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