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Collateralized debt obligations and structured finance : new developments in cash and synthetic securitization /

Bibliographic Details
Main Author: Tavakoli, Janet M.
Format: Book
Language:English
Published: Hoboken, N.J. : John Wiley, [2003]
Series:Wiley finance series.
Subjects:
Asset-backed financing > United States.
Mortgage-backed securities > United States.
Table of Contents:
  • 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.