Collateralized Debt Obligations :Structures and Analysis ( Frank J. Fabozzi Series )

Publication subTitle :Structures and Analysis

Publication series :Frank J. Fabozzi Series

Author: Laurie S. Goodman  

Publisher: John Wiley & Sons Inc‎

Publication year: 2002

E-ISBN: 9780471445616

P-ISBN(Hardback):  9780471234869

Subject: F830.9 金融市场

Language: ENG

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Description

A practical guide to the features and investment characteristics of CDOs
In 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 CDO products, and assess trading opportunities in the secondary market.

Chapter

contents

pp.:  1 – 7

Preface

pp.:  7 – 9

About the Authors

pp.:  9 – 11

CHAPTER 1 Introduction

pp.:  11 – 13

CHAPTER 2 Cash Flow CDOs

pp.:  13 – 27

CHAPTER 4 Review of Structured Finance Collateral

pp.:  53 – 83

CHAPTER 5 Structured Finance Cash Flow CDOs

pp.:  83 – 141

CHAPTER 6 Emerging Market CDOs

pp.:  141 – 171

CHAPTER 7 Market Value CDOs

pp.:  171 – 185

CHAPTER 8 Synthetic Balance Sheet CDOs

pp.:  185 – 205

CHAPTER 9 Synthetic Arbitrage CDOs

pp.:  205 – 229

CHAPTER 10 Considerations in Creating CDOs and Their Investment Implications

pp.:  229 – 247

CHAPTER 11 Participating Coupon Notes

pp.:  247 – 269

CHAPTER 12 Relative Value Methodology for Analyzing Mezzanine Tranches

pp.:  269 – 283

CHAPTER 13 Analyzing CDO Equity Tranches

pp.:  283 – 299

CHAPTER 14 Payment-in-Kind CDO Tranches

pp.:  299 – 329

CHAPTER 15 Secondary Market Trading Opportunities and Managing a Portfolio of CDOs

pp.:  329 – 343

INDEX

pp.:  343 – 373

LastPages

pp.:  373 – 386

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