| Record ID | marc_columbia/Columbia-extract-20221130-012.mrc:144946465:3064 |
| Source | marc_columbia |
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LEADER: 03064cam a2200433 a 4500
001 5684607
005 20221121201938.0
008 060505t20062006njua b 001 0 eng
015 $aGBA612387$2bnb
016 7 $a013375400$2Uk
020 $a0471718874 (hbk.)
024 3 $a9780471718871
035 $a(OCoLC)ocm62891540
035 $a(NNC)5684607
035 $a5684607
040 $aUKM$cUKM$dBAKER$dCUY$dUMC$dUBY$dOrLoB-B
042 $apcc
050 4 $aHG4028.A84$bG66 2006
082 04 $a332.6323$222
100 1 $aLucas, Douglas J.$0http://id.loc.gov/authorities/names/no2006061365
245 10 $aCollateralized debt obligations :$bstructures and analysis /$cDouglas J. Lucas, Laurie S. Goodman, Frank J. Fabozzi.
250 $a2nd ed.
260 $aHoboken, N.J. :$bWiley ;$aChichester :$bJohn Wiley [distributor],$c[2006], ©2006.
263 $a200604
300 $axxii, 505 pages :$billustrations ;$c24 cm.
336 $atext$btxt$2rdacontent
337 $aunmediated$bn$2rdamedia
490 1 $aThe Frank J. Fabozzi series
490 1 $aWiley finance
500 $aPrevious ed. published: Hoboken, N.J. : Wiley, c2002, [by] Laurie S. Goodman, Frank J. Fabozzi. .
504 $aIncludes bibliographical references and index.
505 00 $gCh. 1.$tCash CDO basics -- $gCh. 2.$tCash flow CDOs -- $gCh. 3.$tHigh-yield loans : structure and performance -- $gCh. 4.$tEuropean bank loans and middle markets loans -- $gCh. 5.$tReview of structured finance collateral : mortgage-related products -- $gCh. 6.$tReview of structured finance collateral : nonmortgage ABS -- $gCh. 7.$tStructured finance default and recovery rates -- $gCh. 8.$tStructured finance cash flow CDOs -- $gCh. 9.$tEmerging market CDOs -- $gCh. 10.$tMarket value CDOs -- $gCh. 11.$tIntroduction to credit default swaps and synthetic CDOs -- $gCh. 12.$tSynthetic balance sheet CDOs -- $gCh. 13.$tSynthetic arbitrage CDOs -- $gCh. 14.$tA framework for evaluating trades in the credit derivatives market -- $gCh. 15.$tStructured finance credit default swaps and synthetic CDOs -- $gCh. 16.$tDefault correlation : the basics -- $gCh. 17.$tEmpirical default correlations : problems and solutions -- $gCh. 18.$tWhy buy CDO equity? -- $gCh. 19.$tCDO equity returns and return correlation -- $gCh. 20.$tAnalytical challenges in secondary CDO market trading -- $gCh. 21.$tThe CDO arbitrage -- $gCh. 22.$tHow to evaluate a CDO and manage a CDO portfolio -- $gCh. 23.$tQuantifying single-name risk across CDOs -- $gCh. 24.$tCDO rating experience.
650 0 $aAsset-backed financing.$0http://id.loc.gov/authorities/subjects/sh88002747
650 0 $aDebt.$0http://id.loc.gov/authorities/subjects/sh85036130
700 1 $aGoodman, Laurie S.$0http://id.loc.gov/authorities/names/nb2001079498
700 1 $aFabozzi, Frank J.$0http://id.loc.gov/authorities/names/n79107968
830 0 $aWiley finance series.$0http://id.loc.gov/authorities/names/n00091597
830 0 $aFrank J. Fabozzi series.$0http://id.loc.gov/authorities/names/no2002018077
852 00 $boff,bus$hHG4028$i.H84 L83 2006g