Introduction to structured finance /
Frank J. Fabozzi, Henry A. Davis, Moorad Choudhry.
- xiv, 385 pages : illustrations ; 24 cm
Includes bibliographical references and index.
Introduction -- Interest rate derivatives -- Credit derivatives -- Basic principles of securitization -- Securitization structures -- Cash flow collateralized debt obligations -- Synthetic collateralized debt obligation structures -- Securitized and synthetic funding structures -- Credit-linked notes -- Structured notes -- Large ticket leasing : leasing fundamentals -- Leveraged lease fundamentals -- Project financing -- The Basel II framework and securitization -- Synthetic securitization : case of mortgage-backed securities -- Home run! : a case study of financing the new stadium for the St. Louis Cardinals / Municipal future-flow bonds in Mexico : lessons for emerging economies / Crown Castle Towers LLC, senior secured tower revenue notes, series 2005-1 / MVL Film Finance LLC / Presale : Honda auto receivables 2006-1 owner trust / Presale : ACG trust III / CNH equipment trust 2006-A / CIT equipment collateral 2006-VT1 / Cynthia A. Baker and J. Paul Forrester -- James Leigland -- Talmur Jamil -- Olga Filipenko -- Amanda M. Sorlano and Nadine E. Gunter -- Anthony Nocera, Ted Burbage, Philip Baggaley and Michael K. Vernier -- Du Trieu, Bradley Sohl, Joseph S. Tuczak and Peter Manofsky -- Birgid E. Fitzgerald, John Bella and Peter Manofsky. Ch. 1. Ch. 2. Ch. 3. Ch. 4. Ch. 5. Ch. 6. Ch. 7. Ch. 8. Ch. 9. Ch. 10. Ch. 11. Ch. 12. Ch. 13. App. A. App. B. App. C. App. D. App. E. App. F. App. G. App. H. App. I. App. J.
0470045353 9780470045350
2006299660
Asset-backed financing Securities Risk management. International finance