Collateralized Debt Obligations and Structured Finance
(Sprache: Englisch)
Collateralized Debt Obligations (CDOs) are structured fixed income securities with cash flows linked to the performance of debt instruments. Collateralized Debt Obligations and Structured Finance provides a state-of-the-art look at the exploding CDO and...
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Klappentext zu „Collateralized Debt Obligations and Structured Finance “
Collateralized Debt Obligations (CDOs) are structured fixed income securities with cash flows linked to the performance of debt instruments. Collateralized Debt Obligations and Structured Finance provides a state-of-the-art look at the exploding CDO and structured credit products market, exploring the types of products offered, predicting the potential for product growth and extinction, and examining securitization topics never before seen in print. This book is a must-read for financial professionals interested in learning about one of the fastest growing markets on Wall Street.
Praise for Collateralized Debt Obligations & Structured Finance
"Caveat emptor! Never in the history of finance has this warning been more appropriate. With the development of CDOs, credit derivatives, and other esoteric structured finance techniques, market participants-the savvy as well as the novice-are exposed to a bewildering array of new ideas, concepts, and structures. Janet Tavakoli has tackled these subjects in an outstanding mixture of exposition, mathematics, and skepticism. A must-read for anyone who plans to play in these markets."
-- Jack Caouette, Vice Chairman, MBIA Insurance Corporation
"A timely and comprehensive survey of the latest developments in structured finance, particularly given the rapid pace of change in the last few years. The author's depth of knowledge and wide experience are conveyed clearly to the reader. At a time when the industry's ability to meet the complexities of the differing requirements of market participants is under challenge from both the events of the last cycle and the authorities, the insights offered in this book are especially valuable."
-- Mark Hale, Group Strategist, Ansbacher & Co., Ltd.
"Structured finance is central to the continued development of active credit portfolio management. In this book, Tavakoli not only provides an authoritative account of many of the structured finance products employed by portfolio managers, but also addresses, in a forthright manner, a number of the 'burning issues' affecting the industry in a post-Enron world."
-- John Cross, Global Head, Portfolio Management, Standard Chartered Bank
"Caveat emptor! Never in the history of finance has this warning been more appropriate. With the development of CDOs, credit derivatives, and other esoteric structured finance techniques, market participants-the savvy as well as the novice-are exposed to a bewildering array of new ideas, concepts, and structures. Janet Tavakoli has tackled these subjects in an outstanding mixture of exposition, mathematics, and skepticism. A must-read for anyone who plans to play in these markets."
-- Jack Caouette, Vice Chairman, MBIA Insurance Corporation
"A timely and comprehensive survey of the latest developments in structured finance, particularly given the rapid pace of change in the last few years. The author's depth of knowledge and wide experience are conveyed clearly to the reader. At a time when the industry's ability to meet the complexities of the differing requirements of market participants is under challenge from both the events of the last cycle and the authorities, the insights offered in this book are especially valuable."
-- Mark Hale, Group Strategist, Ansbacher & Co., Ltd.
"Structured finance is central to the continued development of active credit portfolio management. In this book, Tavakoli not only provides an authoritative account of many of the structured finance products employed by portfolio managers, but also addresses, in a forthright manner, a number of the 'burning issues' affecting the industry in a post-Enron world."
-- John Cross, Global Head, Portfolio Management, Standard Chartered Bank
Inhaltsverzeichnis zu „Collateralized Debt Obligations and Structured Finance “
Introduction.CHAPTER 1: The CDO Paradigm Shift.
CHAPTER 2: The Origins of Securitization.
CHAPTER 3: Structured Finance and Special Purpose Entities.
CHAPTER 4: Credit Derivatives and Total Rate of Return Swaps.
CHAPTER 5: Cash versus Synthetic Arbitrage CDOs.
CHAPTER 6: Cash Flow Caveats.
CHAPTER 7: Balance Sheet CDOs.
CHAPTER 8: Structured Finance and Risk.
CHAPTER 9: Super Senior Sophistry.
CHAPTER 10: Selected Structured Finance Products.
CHAPTER 11: Future Developments in Structured Finance.
Index.
Autoren-Porträt von Janet M. Tavakoli
JANET M. TAVAKOLI is the President of Tavakoli Structured Finance, Inc. (www.tavakolistructuredfinance.com). Tavakoli has over eighteen years of experience trading, structuring, and marketing derivatives and structured products with major financial institutions in New York and London. She is a former Adjunct Associate Professor in the Finance Department of the University of Chicago's Graduate School of Business where she taught Derivatives. Tavakoli is also the former Executive Director and Head of Financial Engineering for the Global Capital Markets Group of WestLB in London.
Bibliographische Angaben
- Autor: Janet M. Tavakoli
- 2003, 338 Seiten, Maße: 24 cm, Gebunden, Englisch
- Verlag: Wiley & Sons
- ISBN-10: 0471462209
- ISBN-13: 9780471462200
Sprache:
Englisch
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