Investing in collateralized debt obligations /
Saved in:
Group Author: | ; |
---|---|
Published: |
Frank J. Fabozzi Associates,
|
Publisher Address: | New Hope, Pennsylvania ; [England] : |
Publication Dates: | [2001] |
Literature type: | Book |
Language: | English |
Subjects: | |
Item Description: | Includes index. |
Carrier Form: | v, 239 pages : illustrations ; 24 cm |
ISBN: |
9781883249908 : 1883249902 |
Index Number: | HG4028 |
CLC: | F830.91 |
Call Number: | F830.91/I626-1 |
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 ... |