Investing in collateralized debt obligations /

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Bibliographic Details
Group Author: Fabozzi, Frank J; Goodman, Laurie S
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 ...