Author | Tavakoli, Janet M |
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Title | Collateralized debt obligations and structured finance [electronic resource] : new developments in cash and synthetic securitization / Janet M. Tavakoli |
Imprint | Hoboken, N.J. : John Wiley & Sons, c2003 |
Connect to | http://www.netLibrary.com/urlapi.asp?action=summary&v=1&bookid=107254 |
Descript | xii, 338 p. : ill. ; 24 cm |
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 development in structured finance