AuthorTavakoli, Janet M
TitleCollateralized debt obligations and structured finance : new developments in cash and synthetic securitization / Janet M. Tavakoli
Imprint Hoboken, N.J. : Wiley, c2003
Descript xii, 338 p. : ill

CONTENT

The CDO paradigm shift -- The origins of securitization -- Structured finance and special purpose entities -- Credit derivatives and total rate of return swaps -- Cash versus synthetic arbitrage CDOs -- Cash flow caveats -- Balance sheet CDOs -- Structured finance and risk -- Super senior sophistry -- Selected structured finance products -- Future developments in structured finance


SUBJECT

  1. Mortgage-backed securities -- United States
  2. Asset-backed financing -- United States

LOCATIONCALL#STATUS
Sasin Library332.632044 T231C 2003 CHECK SHELVES