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.
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.
€64.99
Table of Content
Preface.About the Authors.
Chapter 1. Introduction.
Chapter 2. Cash Flow CDOs.
Chapter 3. High-Yield Default Rates and Their Application to CDO
Analysis.
Chapter 4. Review of Structured Finance Collateral.
Chapter 5. Structured Finance Cash Flow CDOs.
Chapter 6. Emerging Market CDOs.
Chapter 7. Market Value CDOs.
Chapter 8. Synthetic Balance Sheet CDOs.
Chapter 9. Synthetic Arbitrage CDOs.
Chapter 10. Considerations in Creating CDOs and Their Investment
Implications.
Chapter 11. Participating Coupon Notes.
Chapter 12. Relative Value Methodology for Analyzing Mezzanine
Tranches.
Chapter 13. Analyzing CDO Equity Tranches.
Chapter 14. Payament-in-Kind CDO Tranches.
Chapter 15. Secondary Market Trading Opportunities and Managing a
Portfolio of CDOs.
Index.
About the author
LAURIE S. GOODMAN, Ph D, is a Managing Director at UBS Warburg andHead of the U.S. Securitized Products Strategy Group. She is
responsible for research on the full range of securitized
products-RMBS, ABS, CMBS, and CDOs. Dr. Goodman has worked on Wall
Street for twenty years and is very well regarded by the investor
community, having won more #1 slots on the Institutional Investor
All-American Fixed-Income Research Team than any other analyst. She
earned a doctorate in economics from Stanford University in
1978.
FRANK J. FABOZZI, Ph D, CFA, is Editor of the Journal of Portfolio
Management and an Adjunct Professor of Finance at Yale University’s
School of Management. Dr. Fabozzi is on the board of directors of
the Guardian Life family of funds and the Black Rock complex of
funds. He is also an Advisory Analyst for Global Asset Management
(GAM) with responsibilities as Consulting Director for portfolio
construction, risk control, and evaluation. He earned a doctorate
in economics from the City University of New York in 1972 and, in
1994, received an honorary doctorate of humane letters from Nova
Southeastern University. Dr. Fabozzi is a Fellow of the
International Center for Finance at Yale University.
Language English ● Format PDF ● Pages 384 ● ISBN 9780471445616 ● File size 4.2 MB ● Publisher John Wiley & Sons ● Published 2002 ● Edition 1 ● Downloadable 24 months ● Currency EUR ● ID 2328108 ● Copy protection Adobe DRM
Requires a DRM capable ebook reader
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