债务抵押义务：结构与分析 第2版（COLLATERALIZED DEBT OBLIGATIONS）
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作者： Douglas J. Lucas, Laurie S. Goodman著
出 版 社： 吉林长白山
出版时间： 2006-12-1字数：版次： 1页数： 504印刷时间： 2006/05/01开本：印次：纸张： 胶版纸I S B N ： 9780471718871包装： 精装编辑推荐
作者简介：
Douglas J. Lucas is Executive Director and Head of CDO Research at UBS. He is also Chairman of The Bond Market Association's CDO Research Committee and ranked top three in CDO research in the Institutional Investor's fixed income analyst survey. Lucas has been involved in the CDO market for nearly two decades, having developed Moody's rating methodology for CDOs in 1989.
内容简介
Since first edition's publication, the CDO market has seen tremendous growth. As of 2005, $1.1 trillion of CDOs were outstanding -- making them the fastest-growing investment vehicle of the last decade. To help you keep up with this expanding market and its various instruments, Douglas Lucas, Laurie Goodman, and Frank Fabozzi have collaborated to bring you this fully revised and up-to-date new edition of Collateralized Debt Obligations. Written in a clear and accessible style, this valuable resource provides critical information regarding the evolving nature of the CDO market. You'll find in-depth insights gleaned from years of investment and credit experience as well as the examination of a wide range of issues, including cash CDOs, loans and CLOs, structured finance CDOs and collateral review, emerging market and market value CDOs, and synthetic CDOs. Use this book as your guide and take advantage of this dynamic market and its products.
目录
Preface
About the Authors
PART ONE: INTRODUCTION TO CASH CDOs
CHAPTER 1: Cash CDO Basics
PART TWO: LOANS AND CLOs
CHAPTER 3: High-Yield Loans: Structure and Performance
CHAPTER 4：European Bank Loans and Middle Market Loans
PART THREE: STURCTURED FINANCE CDOs AND COLLATERAL REVIEW
CHAPTER 5: Review of Structured Finance Collateral: Mortgage-Related Products
CHAPTER 6: Review of Structured Finance Collateral: Nonmortgage ABS
CHAPTER 7: Structured Finance Default and Recovery Rates
CHAPTER 8: Structured Finance Cash Flow CDOs
PART FOUR: OTHER TYPES OF CASH CDOs
CHAPTER 9: Emerging Market CDOs
PART FIVE: SYNTHETIC CDOs
CHAPTER 11: Introduction to Credit Default Swaps and Synthetic CDOs
CHAPTER 12: Synthetic Balance Sheet CDOs
CHAPTER 13: Synthetic Arbitrage CDOs
CHAPTER 14: A Framework for Evaluating Trades in the Credit Derivatives Market
CHAPTER 15: Structured Finance Credit Default Swaps and Synthetic CDOs
PART SIX: DEFAULT CORRELATION.
CHAPTER 16: Default Correlation: The Basics
CHAPTER 17: Empirical Default Correlations: Problems and Solutions
PART SEVEN: CDO EQUITY
CHAPTER 18: Why Buy CDO Equity?
CHAPTER 19: CDO Equity Returns and Return Correlation
PART EIGHT: OTHER CDO TOPICS
CHAPTER 20: Analytical Challenges in Secondary CDO Market Trading
CHAPTER 21: The CDO Arbitrage
CHAPTER 22: How to Evaluate a CDO and Manage a CDO Portfolio
CHAPTER 23: Quantifying Single-Name Risk Across CDOs
CHAPTER 24: CDO Rating Experience
INDEX
