Afbeelding 1 van 1
![Collateralized Debt Obligations and Structured Finance : New De - Afbeelding 1 van 1](https://i.ebayimg.com/images/g/v7kAAOSwrTRlrfFz/s-l500.jpg)
Collateralized Debt Obligations and Structured Finance : New De
Objectstaat:
Verzendkosten:
Bevindt zich in: NY, Verenigde Staten
Levering:
Geschatte levering tussen vr, 28 jun en wo, 3 jul tot 43230
Retourbeleid:
30 dagen om te retourneren. Koper betaalt voor retourzending. Details bekijken- voor meer informatie over retourzendingen
Betalingen:
Winkel met vertrouwen
Verkopergegevens
- 97,9% positive feedback
Ingeschreven als zakelijke verkoper
De verkoper neemt de volledige verantwoordelijkheid voor deze aanbieding.
eBay-objectnummer:395152226902
Specificaties
- Objectstaat
- Title
- Collateralized Debt Obligations and Structured Finance : New Dev
- ISBN
- 9780471462200
- Book Title
- Collateralized Debt Obligations and Structured Finance : New Developments in Cash and Synthetic Securitization
- Book Series
- Wiley Finance Ser.
- Publisher
- Wiley & Sons, Incorporated, John
- Item Length
- 9.4 in
- Publication Year
- 2003
- Format
- Hardcover
- Language
- English
- Illustrator
- Yes
- Item Height
- 1.2 in
- Genre
- Business & Economics
- Topic
- Investments & Securities / Real Estate, Finance / General
- Item Weight
- 18.9 Oz
- Item Width
- 6.5 in
- Number of Pages
- 352 Pages
Over dit product
Product Information
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
Product Identifiers
Publisher
Wiley & Sons, Incorporated, John
ISBN-10
0471462209
ISBN-13
9780471462200
eBay Product ID (ePID)
2354738
Product Key Features
Book Title
Collateralized Debt Obligations and Structured Finance : New Developments in Cash and Synthetic Securitization
Number of Pages
352 Pages
Language
English
Publication Year
2003
Topic
Investments & Securities / Real Estate, Finance / General
Illustrator
Yes
Genre
Business & Economics
Book Series
Wiley Finance Ser.
Format
Hardcover
Dimensions
Item Height
1.2 in
Item Weight
18.9 Oz
Item Length
9.4 in
Item Width
6.5 in
Additional Product Features
Intended Audience
Trade
Dewey Edition
21
Reviews
"...Tavakoli uses her broad professional experience to examine the CDO market in simple and clear language." ( Risk , March 2004) "Tavakoli...does what she can to address this market's growing pains in...this intriguing book" ( Hedge World )
Lccn
2003-002598
Series Volume Number
218
Dewey Decimal
332.63/2044
Lc Classification Number
Hg4028.A84t38 2003
Table of Content
Introduction. CHAPTER 1: The CDO Paradigm Shift. Estimated Market Size. CHAPTER 2: The Origins of Securitization. The CDO "Arbitrage". Portfolio Diversification and Credit Events. Terminology. True Sale, Hybrid, and Synthetic Structures. Credit Enhancement. CDO Classifications. Market Value CDOs. Cash Flow CDOs. The Origins of U.S. Securitization. Collateralized Mortgage Obligations. CHAPTER 3: Structured Finance and Special Purpose Entities. SPCs and Historical Abuse. SPEs and SPVs. Documentation. Example of a Multiple Issuance Entity (MIE). Cayman Domiciled SPEs. Repackagings to Satisfy Investor Demand. CLNs and Funding Costs. Structured Floaters. Principal Protected Notes (PPNs). Loan Repackagings. Mismatched Maturities. Liquidity. Setup Costs. Unwind Triggers Linked to Derivatives Transactions. DAX-Linke d Note with Triggers. Ratings. Master Trusts. Owner Trusts. Grantor Trusts. REMICs. Multiseller and Single Seller Conduits. Domestically Domiciled Corporations. Bankruptcy Remote? CHAPTER 4: Credit Derivatives and Total Rate of Return Swaps. Risks to Portfolio Value. CDSs. Are You Hedged?-The Regulatory Viewpoint. Digital Cash Payment-Alternate Termination Payment. Initial Value _ (Par _ Market Value): Alternate Termination Payment. Normalized Price Method-Alternate Termination Payment. Hedge Costs in Cash and Synthetic CDOs. Deliverables: CDOs and the "Cheapest to Deliver" Option. Convertible Bonds and Asset Swaps. Default and Recovery Rate. The Default Protection Seller: Credit and Correlation. Default Language for Sovereign Debt. Default Language for Nonsovereign Debt: Controversy and CDOs. Comments on CDS Prices. Total Rate of Return Swaps (Total Return Swaps). Pricing TRORS on Levered CDO Tranches. TRORS versus Repos. Moral Hazard with Bank Loan Reference Assets. CDS versus TRORS. CHAPTER 5: Cash versus Synthetic Arbitrage CDOs. Comparison of Managed Arbitrage CDO Features: Cash versus Synthetic Deals. The Arranger and the Manager. Mandate Agreement. Deal Assembly. CDS Language for the Synthetic CDO. Selecting the Portfolio and Impact on Rating. Rating Criteria and Restrictions. Substitution and Reinvestment Criteria. Warehousing Assets. Pricing and Closing. Ramping-Up the Portfolio. Reinvestment Period. Non-Call Period. Pay Down Period. Weighted Average Life and Expected Final Maturity. Early Termination. Legal Final Maturity. Tranching and the Synthetic Arbitrage Advantage. Waterfalls for Cash versus Synthetic Arbitrage CDOs. Payment-in-Kind (PIK) Tranches. Psychic Ratings: Rating Agency Treatment of PIK Tranches. The Super Senior Advantage. CDS versus Cash Asset Spreads. Simplified Examples of Interest Rate Swaps and Asset Swaps. Hedging the CDO Portfolio Cash Flows. Settlement in the Event of Default or Credit Event. Documentation. Cash versus Synthetic Arbitrage CDO Equity Cash Flows. Sample Cash Flows. Summary of Cash Arbitrage CDOs versus Synthetic Arbitrage CDOs. CHAPTER 6: Cash Flow Caveats. Conventional Wisdom. Accruing Errors. Probability of Receipt. Equity Structures. Equity Earns all Residuals, But Loss Is Limited to Original Investment. Equity Investor Injects Cash as O
Copyright Date
2003
Objectbeschrijving van de verkoper
Informatie van zakelijke verkoper
WRAP Ltd
Mubin Ahmed
2 Lester Way
Wallingford
OX10 9TA
United Kingdom
Btw-nummer:
- GB 724498118
Handelsregistratienummer:
- 03800600
Ik verklaar dat al mijn verkoopactiviteiten zullen voldoen aan alle wet- en regelgeving van de EU.
KVK-nummer:
- 03800600
De verkoper neemt de volledige verantwoordelijkheid voor deze aanbieding.
eBay-objectnummer:395152226902
Verzending en verwerking
Objectlocatie:
NY, Verenigde Staten
Wordt verzonden naar:
Wereldwijd
Uitgesloten:
Alaska/Hawaï, Argentinië, Barbados, Brazilië, China, Frans-Guyana, Frans-Polynesië, Guadeloupe, Ierland, Libië, Martinique, Mexico, Nieuw-Caledonië, Oekraïne, Puerto Rico, Russische Federatie, Réunion, Venezuela, Verenigd Koninkrijk, Zuid-Afrika
Verzending en verwerking | Tot | Service | Levering*Zie opmerkingen over levering |
---|---|---|---|
Gratis verzending | Verenigde Staten | Voordelige verzending (USPS Media MailTM) | Geschatte levering tussen vr, 28 jun en wo, 3 jul tot 43230 |
Verwerkingstijd |
---|
Wordt doorgaans binnen 2 werkdagen na ontvangst van betaling verzonden. |
Belasting |
---|
Er kunnen belastingen van toepassing zijn tijdens Betalen. Meer weten?Lees meer over het betalen van belastingen op eBay-aankopen. |
Btw voor objectnr.395152226902
Btw voor objectnr.395152226902
Verkoper berekent btw op objecten die naar de volgende staten worden verzonden:
Staat/provincie | Btw-tarief |
---|
Retourbeleid
Nadat u het object hebt ontvangen, kunt u contact opnemen met de verkoper binnen | Terugbetaling wordt verstrekt als | Kosten voor retourzending |
---|---|---|
30 dagen | Geld terug | Koper betaalt voor retourzending |
De koper is verantwoordelijk voor de kosten van de retourzending.
Details retourbeleid |
---|
Retourzendingen geaccepteerd |
Betalingsgegevens
Betalingsmethoden
Populaire rubrieken in deze winkel
Ingeschreven als zakelijke verkoper
Feedback verkoper (515.072)
b***o (1410)- Feedback gegeven door koper.
Afgelopen maand
Geverifieerde aankoop
As described
a***0 (1829)- Feedback gegeven door koper.
Afgelopen maand
Geverifieerde aankoop
Very nice. Thank you very much!
1***- (1559)- Feedback gegeven door koper.
Afgelopen maand
Geverifieerde aankoop
Great seller, many thanks!