滿額折
Structured Products And Related Credit Derivatives: A Comprehensive Guide For Investors
商品資訊
ISBN13：9780470129852
出版社：John Wiley & Sons Inc
作者：Lancaster
出版日：2008/04/01
裝訂／頁數：平裝／544頁
規格：23.5cm*15.9cm*4.4cm (高/寬/厚)
商品簡介
作者簡介
目次
商品簡介
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.
作者簡介
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.
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.
目次
Foreword (Diane Schumaker-Krieg)
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.
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.
購物須知
外文書商品之書封，為出版社提供之樣本。實際出貨商品，以出版社所提供之現有版本為主。部份書籍，因出版社供應狀況特殊，匯率將依實際狀況做調整。
無庫存之商品，在您完成訂單程序之後，將以空運的方式為你下單調貨。為了縮短等待的時間，建議您將外文書與其他商品分開下單，以獲得最快的取貨速度，平均調貨時間為1~2個月。
為了保護您的權益，「三民網路書店」提供會員七日商品鑑賞期(收到商品為起始日)。
若要辦理退貨，請在商品鑑賞期內寄回，且商品必須是全新狀態與完整包裝(商品、附件、發票、隨貨贈品等)否則恕不接受退貨。