Collateralized Debt Obligations

Structures and Analysis

Douglas J. Lucas, Laurie S. Goodman, Frank J. Fabozzi - Collection The Frank J. Fabozzi Series

506 pages, parution le 28/06/2006 (2^eme édition)

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Résumé

Since the publication of the first edition of Collateralized Debt Obligations, the CDO market has seen tremendous growth. In fact, as of 2005, $1.1 trillion of CDOs were outstanding-making them the fastest-growing investment vehicle of the last decade. To help you keep up with the expanding CDO market and its various instruments, Douglas Lucas, Laurie Goodman, and Frank Fabozzi have collaborated to bring you a fully revised and up-to-date Second Edition of Collateralized Debt Obligations. Written in a clear and accessible style, this book is a valuable guide that provides you with critical information regarding the evolving nature of the CDO market. Filled with in-depth insights gleaned from years of investment and credit experience, Collateralized Debt Obligations, Second Edition examines a wide range of issues, including Cash CDOs, Loans and CLOs, Structured finance CDOs and collateral review, Emerging market and market value CDOs; and Synthetic CDOs. CDOs offer exciting opportunities for those who understand their complexities. With Collateralized Debt Obligations, Second Edition as your guide, you can begin to understand and take advantage of this dynamic market and its products.

L'auteur - Frank J. Fabozzi

Frank J. Fabozzi, Ph.D., CFA, CPA, is the Frederick Frank Adjunct Professor of Finance at Yale University's School of Management. One of the world's foremost authorities on fixed income securities and derivative instruments, Dr. Fabozzi is editor of the Journal of Portfolio Management and the bestselling author of more than forty books, including the acclaimed The Handbook of Fixed Income Securities. Prior to joining the Yale faculty, he was on the faculty of MIT's Sloan School of Management.

Sommaire

Introduction To Cash CDOs
- Cash CDO Basics
- Cash Flow CDOs
Loans and CLOs
- High-Yield Loans: Structure and Performance
- European Bank Loans and Middle Market Loans
Structured Finance CDOs And Collateral Review
- Review of Structured Finance Collateral: Mortgage-Related Products
- Review of Structured Finance Collateral: Nonmortgage ABS
- Structured Finance Default and Recovery Rates
- Structured Finance Cash Flow CDOs
Other Types of Cash CDOs
- Emerging Market CDOs
- Market Value CDOs
Synthetic CDOs
- Introduction to Credit Default Swaps and Synthetic CDOs
- Synthetic Balance Sheet CDOs
- Synthetic Arbitrage CDOs
- A Framework for Evaluating Trades in the Credit Derivatives Market
- Structured Finance Credit Default Swaps and Synthetic CDOs
Default Correlation
- Default Correlation: The Basics
- Empirical Default Correlations: Problems and Solutions
CDO Equity
- Why Buy CDO Equity?
- Why Buy CDO Equity?
- CDO Equity Returns and Return Correlation
Other CDO Topics
- Analytical Challenges in Secondary CDO Market Trading
- The CDO Arbitrage
- How to Evaluate a CDO and Manage a CDO Portfolio
- Quantifying Single-Name Risk Across CDOs
- CDO Rating Experience

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Wiley
Auteur(s)	Douglas J. Lucas, Laurie S. Goodman, Frank J. Fabozzi
Collection	The Frank J. Fabozzi Series
Parution	28/06/2006
Édition	2^eme édition
Nb. de pages	506
Format	16 x 23,5
Couverture	Relié
Poids	740g
Intérieur	Noir et Blanc
EAN13	9780471718871
ISBN13	978-0-471-71887-1