Ch. 1. Cash CDO basics -- Ch. 2. Cash flow CDOs -- Ch. 3. High-yield loans : structure and performance -- Ch. 4. European bank loans and middle markets loans -- Ch. 5. Review of structured finance collateral : mortgage-related products -- Ch. 6. Review of structured finance collateral : nonmortgage ABS -- Ch. 7. Structured finance default and recovery rates -- Ch. 8. Structured finance cash flow CDOs -- Ch. 9. Emerging market CDOs -- Ch. 10. Market value CDOs -- Ch. 11. Introduction to credit default swaps and synthetic CDOs -- Ch. 12. Synthetic balance sheet CDOs -- Ch. 13. Synthetic arbitrage CDOs -- Ch. 14. A framework for evaluating trades in the credit derivatives market
Summary
Collateralized Debt Obligations, Second Edition provides updated coverage of this exciting and profitable market and describes the various products in the collateral debt obligation area-from cash flow CDOs and market value CDOs to synthetic CDOs
