Collateralized debt obligations structures and analysis
Material type:
TextSeries: Publication details: New Jersey John Wiley & Sons 2006Edition: 2ndDescription: xxii,505p. ill. ; 24 cmISBN: - 9780471718871
- 22 LU-C 332.632
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| Item type | Home library | Collection | Shelving location | Call number | Materials specified | Status | Date due | Barcode | |
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OPJGU Sonepat- Campus | General Books | Main Library | 332.632 LU-C (Browse shelf(Opens below)) | Available | 128109 |
Includes bibliographical references and index.
1. Review of collateralized debt obligations -- 2. Impact of CDOs on collateral markets -- 3. CDO rating experience -- 4. ABS CDO collateral choices : cash, ABCDS, and the ABX -- 5. Hybrid assets in an ABS CDO -- 6. Synthetic CDO ratings -- 7. Credit default swaps on CDOs -- 8. Trust-preferred CDOs -- 9. Commercial real estate primer -- 10. Commercial real estate CDOs -- 11. CRE CDO relative value methodology -- 12. Rating agency research on CDOs -- 13. Collateral overlap and single-name exposure in CLO portfolios.
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