Logotipo librería Marcial Pons
Collateralized debt obligations

Collateralized debt obligations
structures and analysis

  • ISBN: 9780471718871
  • Editorial: John Wiley & Sons Limited
  • Lugar de la edición: New Jersey. Estados Unidos de Norteamérica
  • Edición número: 2nd ed
  • Colección: The Frank J. Fabozzi series
  • Encuadernación: Cartoné
  • Medidas: 24 cm
  • Nº Pág.: 505
  • Idiomas: Inglés

Papel: Cartoné
83,96 €
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Resumen

Table of 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

Resumen

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