Collateralized debt obligations and structured finance new developments in cash and synthetic securitization
Tavakoli, Janet M
Collateralized debt obligations and structured finance new developments in cash and synthetic securitization - New Jersey John Wiley & Sons 2003 - The Wiley finance series .
Includes bibliographical references (p. 327-329) and index.
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.
9780471462200
2003002598
Asset-backed financing--United States.
Mortgage-backed securities--United States.
HG4028.A84 / T38 2003
Collateralized debt obligations and structured finance new developments in cash and synthetic securitization - New Jersey John Wiley & Sons 2003 - The Wiley finance series .
Includes bibliographical references (p. 327-329) and index.
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.
9780471462200
2003002598
Asset-backed financing--United States.
Mortgage-backed securities--United States.
HG4028.A84 / T38 2003