Investing in Collateralized Debt Obligations, Frank J. Fabozzi
Автор: Goodman, L.s. Fabozzi, Frank J. Lucas, Douglas J. Название: Collateralized debt obligations ISBN: 0471718874 ISBN-13(EAN): 9780471718871 Издательство: Wiley Рейтинг: Цена: 6064 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Describes the various products in the collateral debt obligation area, from cash flow CDOs and market value CDOs to synthetic CDOs.
Описание: The most cutting-edge read on CDO and credit market structures Collateralized Debt Obligations and Structured Finance provides a state-of-the-art look at the exploding CDO and structured credit products market. Financial expert Janet Tavakoli examines securitization topics never before seen in print, including the huge increase in the CDO arbitrage created by synthetics; the tranches most at risk from this new technology; dumping securitizations on bank balance sheets; the abuse of offshore vehicles by companies such as Enron; and securitizations made possible by new securitization techniques and the introduction of the Euro. This valuable guide comprehensively covers one of the fastest growing markets on Wall Street, predicting where new bank regulations and other developments may lead to product growth or product extinction. While providing an overview of the market and its dynamic growth, Collateralized Debt Obligations and Structured Finance explores the types of products offered, hedging techniques, and valuation and risk/return issues associated with investment in CDOs and synthetic CDOs. Janet M. Tavakoli, MBA (Chicago, IL), has over eighteen years of experience trading, structuring, and marketing derivatives and structured products with major financial institutions in New York and London. She is also the author of Credit Derivatives and Synthetic Structures, now in its Second Edition (0-471-41266-X).
Описание: A practical guide to the features and investment characteristics of CDOs In the bond area, collateralized debt obligations, which include collateralized bond obligations and collateralized loan obligations, are the fastest--growing sector. Collateralized Debt Obligations: Structures and Analysis describes the various products in this area--cash flow CDOs, market value CDOs, synthetic CDOs, etc.--and explains how to evaluate them. With this book as their guide, investment managers and institutional investors alike will learn how to analyze the risks associated with CDOs, create a portfolio of CDO products, and assess trading opportunities in the secondary market.
Описание: The fastest growing sector of the fixed income market is the market for collateralized debt obligations (CDOs). This book helps in keeping up with this dynamic market. Filled with insights regarding products and detailed discussions on important issues, this book details you about the essential developments in this field.
Описание: Praise for Structured Finance & Collateralized Debt Obligations Second Edition "Janet Tavakoli warned the world this disaster was coming well in advance. Now she explains it again for those who did not listen before as well as why it is not over yet. You need to read this book to understand the biggest credit bubble in world history.
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