Contents

pp.：  1 – 5

Preface

pp.：  5 – 9

About the Authors

pp.：  9 – 15

Chapter 1: Introduction

pp.：  15 – 17

Chapter 2: Interest Rate Derivatives

pp.：  17 – 39

Chapter 3: Credit Derivatives

pp.：  39 – 61

Chapter 4: Basic Principles of Securitization

pp.：  61 – 81

Chapter 5: Securitization Structures

pp.：  81 – 111

Chapter 6: Cash Flow Collateralized Debt Obligations

pp.：  111 – 135

Chapter 7: Synthetic Collateralized Debt Obligation Structures

pp.：  135 – 149

Chapter 8: Securitized and Synthetic Funding Structures

pp.：  149 – 171

Chapter 9: Credit-Linked Notes

pp.：  171 – 197

Chapter 10: Structured Notes

pp.：  197 – 209

Chapter 11: Large Ticket Leasing: Leasing Fundamentals

pp.：  209 – 223

Chapter 12: Leveraged Lease Fundamentals

pp.：  223 – 253

Chapter 13: Project Financing

pp.：  253 – 275

Appendix A: The Basel II Framework and Securitization

pp.：  275 – 303

Appendix B: Synthetic Securitization: Case of Mortgage-Backed Securities

pp.：  303 – 313

Appendix C: Home Run! A Case Study of Financing the New Stadium for the St. Louis Cardinals

pp.：  313 – 319

Appendix D: Municipal Future-Flow Bonds in Mexico: Lessons for Emerging Economies

pp.：  319 – 325

Appendix E: Crown Castle Towers LLC, Senior Secured Tower Revenue Notes, Series 2005-1

pp.：  325 – 337

Appendix F: MVL FIlm Finance LLC

pp.：  337 – 351

Appendix G: Presale: Honda Auto Receivables 2006-1 Owner Trust

pp.：  351 – 355

Appendix H: Presale: ACG Trust III

pp.：  355 – 361

Appendix I: CNH Equipment Trust 2006-A

pp.：  361 – 371

Appendix J: CIT Equipment Collateral 2006-VT1

pp.：  371 – 381

Index

pp.：  381 – 389

LastPages

pp.：  389 – 401