债务抵押义务：结构与分析 第2版（COLLATERALIZED DEBT OBLIGATIONS） 在线 lit 下载 kindle 免费 pdf docx 电子版 txt

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.

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

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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.

书籍介绍

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.