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Structured Products and Related Credit Derivatives: A Comprehensive Guide for Investors结构化产品和信用衍生品

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Structured Products and Related Credit Derivatives: A Comprehensive Guide for Investors结构化产品和信用衍生品

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作 者:Brian P. Lancaster,Glenn M. Schultz,Frank J. Fabozzi 著

出 版 社:

出版时间:2008-4-1

I S B N:9780470129852

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内容简介

Filled with the insights of numerous experienced contributors, Structured Products and Related Credit Derivatives takes a detailed look at the various aspects of structured assets and credit derivatives. Written over a period spanning the greatest bull market in structured products history to arguably its most challenging period, this reliable resource will help you identify the opportunities and mitigate the risks in this complex financial market.
  作者简介:
  Brian P. Lancaster is Head of Structured Products Research at Wachovia. Prior to joining Wachovia, Lancaster was a managing director (principal) in structured products at Bear, Stearns & Co. Inc. from 1990 to 2001.
  Glenn M. Schultz, MBA, is Managing Director and Head of ABS and Non-Agency Mortgage Research for Wachovia Capital Markets, LLC. Prior to joining Wachovia, Schultz was a managing director and head of residential ABS investment banking, managing the residential ABS and MBS businesses of the royal bank of Canada Financial Group.
  Frank J. Fabozzi, PHD, CFA, is Professor in the Practice of Finance and Becton Fellow at Yale University's School of Management and the Editor of the Journal of Portfolio Management.

作者简介

目录

Acknowledgments.
About the Editors.
Contributing Authors.
Section One: Background.
 Chapter 1. Introduction (Brian P. Lancaster, Glenn M. Schultz, and Frank J. Fabozzi)
 Chapter 2. Structured Finance Operating Companies: SIVs, SLVs, and Other Structured Vehicles (Garret Sloan)
Section Two: Consumer ABS.
 Chapter 3. Residential Asset-Backed Securities (Glenn M. Schultz)
 Chapter 4. Credit Card ABS (John N. McElravey)
 Chapter 5. Auto Asset-Backed Securities (Glenn M. Schultz, John N. McElravey, Shane Whitworth, and Erin K. Walsh)
 Chapter 6. Student Loan ABS (Erin K. Walsh)
 Chapter 7. Small Business Loan ABS (Erin K. Walsh)
 Chapter 8. Valuation of Subprime ABS Credit Default Swaps (Shane Whitworth)
Section Three: Collateralized Debt Obligations.
 Chapter 9. Basics of Cods (Brian McManus, Dave Preston, Anik Ray, and Steven Todd)
 Chapter 10. CDOs by Asset Type (Brian McManus, Dave Preston, Anik Ray, and Steven Todd)
 Chapter 11. Credit Derivatives and Synthetic CDOs (Brian McManus, Steven Todd, Dave Preston, and Anik Ray)
 Chapter 12. CDO Performance (Steven Todd, Brian McManus, Anik Ray, and Dave Preston)
 Chapter 13. CDO Equity (Brian McManus, Steven Todd, Anik Ray, and Dave Preston)
Section Four: Commercial Real Waste.
 Chapter 14. Commercial Mortgage-Backed Securities (Brian P. Lancaster, Anthony G. Butler, and Greg Laughton)
 Chapter 15. Understanding Managed CRE CDOs (Brian P. Lancaster, Anthony G. Butler, and Greg Laughton)
 Chapter 16. Synthetic CRE CDOs (Brian P. Lancaster and Anthony G. Butler)
 Chapter 17. European Commercial Real Estate CDOs (Chris van Heerden)
 Chapter 18. Government National Mortgage Association Multifamily Deals (Brian P. Lancaster, Anthony G. Butler, Landon C. Frerich, and Stephen P. Mayeux)
Section Five: Commercial ABS.
 Chapter 19. Aircraft-Backed Debt Securities (Chris van Heerden)
 Chapter 20. Intermodal Equipment Securitization (Chris van Heerden)
 Chapter 21. Life Insurance Reserve Securitization (Chris van Heerden)
Index.

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