Developments in collateralized debt obligations : new products and insights / Douglas J. Lucas [and others].

Format
Book
Language
English
Published/​Created
Hoboken, N.J. : Wiley, [2007], ©2007.
Description
xvi, 287 pages : illustrations ; 24 cm.

Details

Subject(s)
Related name
Lucas, Douglas J. [Browse]
Series
Frank J. Fabozzi series. [More in this series]
Bibliographic references
Includes bibliographical references and index.
Contents
  • 1. Review of collateralized debt obligations
  • 2. Impact of CDOs on collateral markets
  • 3. CDO rating experience
  • 4. ABS CDO collateral choices : cash, ABCDS, and the ABX
  • 5. Hybrid assets in an ABS CDO
  • 6. Synthetic CDO ratings
  • 7. Credit default swaps on CDOs
  • 8. Trust-preferred CDOs
  • 9. Commercial real estate primer
  • 10. Commercial real estate CDOs
  • 11. CRE CDO relative value methodology
  • 12. Rating agency research on CDOs
  • 13. Collateral overlap and single-name exposure in CLO portfolios.
ISBN
  • 9780470135549
  • 0470135549
OCLC
137294266
RCP
C - S
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