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Investing in collateralized debt obligations

Author: Frank J Fabozzi; Laurie S Goodman
Publisher: New Hope, Pennsylvania ; [England] : Frank J. Fabozzi Associates, ©2001.
Edition/Format:   Print book : EnglishView all editions and formats
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Document Type: Book
All Authors / Contributors: Frank J Fabozzi; Laurie S Goodman
ISBN: 1883249902 9781883249908
OCLC Number: 48363695
Notes: Includes index.
Description: v, 239 pages : illustrations ; 24 cm
Contents: 1. Introduction to Collateralized Debt Obligations / Charles Schorin and Steven Weinreich --
2. Structural Features of Market Falue CDOs / Luigi Vacca --
3. Rating Agency Methodologies / Meredith Hill and Luigi Vacca --
4. CDO Structure and Arbitrage / Laurie S. Goodman --
5. Emerging Market CBOs / Laurie S. Goodman --
6. Mortgage Cash Flow CBOs / Laurie S. Goodman --
7. CDOs Backed by ABS and Commerical Real Estate / R. Russell Hurst --
8. Synthetic CDOs / Laurie S. Goodman --
9. Cash and Synthetic European Bank CLOs / Alexander Batchvarov [and others] --
10. Analyzing Mezzanine Tranches of CBOs / Laurie S. Goodman and Jeffrey Ho --
11. Relative Value Framework for Collateralized Debt Obligations / Charles Schorin and Steven Weinreich --
12. Pricing Debt and Equity in a Market Value CDO / Luigi Vacca --
13. Use of Credit Derivatives in CBO/CLO Structures / Meredith Hill and Luigi Vacca.
Responsibility: edited by Frank J. Fabozzi, Laurie S. Goodman.

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