Structured Finance and Collateralized Debt Obligations: New Developments in Cash and Synthetic Securitization, 2nd Edition
CHAPTER 1: Securitization Terminology.
CHAPTER 2: Structured Finance and Special Purpose Entities.
CHAPTER 3: Credit Derivatives and Total Rate of Return Swaps.
CHAPTER 4: CDOs and the Global Capital Markets.
CHAPTER 5: Risk and Valuation Issues.
CHAPTER 6: Early CDO Technology.
CHAPTER 7: Early Warning Commercial Financial Services.
CHAPTER 8: Subprime and Alt-A Mortgages: Collateral Damage.
CHAPTER 9: Cash versus Synthetic Arbitrage CDOs.
CHAPTER 10: CDO Equity Structures.
CHAPTER 11: CDO Managers.
CHAPTER 12: Balance-Sheet CLOs and CDOs.
CHAPTER 13: Super Senior Sophistry.
CHAPTER 14: Synthetics and Mark-to-Market Issues.
CHAPTER 15: Comments on Selected Structured Finance Products.
CHAPTER 16: Credit Funds.
CHAPTER 17: The Credit Crunch and CDOs.
CHAPTER 18: Future Developments in Structured Finance.
APPENDIX: Interesting Web Sites.