Collateralized 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