All listings for this product
Best-selling in Business, Economics & Industry
Save on Business, Economics & Industry
- £42.99Trending at £60.00
- £26.97Trending at £27.35
- £7.15Trending at £12.98
- £2.81Trending at £4.36
- £8.20Trending at £8.98
- £13.37Trending at £18.93
- £9.02Trending at £10.99
About this product
- DescriptionCollateralized 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.
- Author BiographyDouglas J. Lucas is Executive Director and Head of CDO Research at UBS. He is also Chairman of The Bond Market Association's CDO Research Committee and ranked top three in CDO research in the Institutional Investor's fixed income analyst survey. Lucas has been involved in the CDO market for nearly two decades, having developed Moody's rating methodology for CDOs in 1989. LAURIE S. GOODMAN, PhD, is Managing Director and co-Head of Global Fixed Income Research at UBS. She manages U.S. Securitized Products and Treasury/Agency/Derivatives Research. Goodman has worked on Wall Street for over twenty years and is well regarded by the investor community, having won more #1 slots on the Institutional Investor All-American Fixed Income Team than any other analyst. FRANK J. FABOZZI, PhD, CFA, CPA, is an Adjunct Professor of Finance and Becton Fellow at Yale University's School of Management and a Fellow of the International Center for Finance. Fabozzi is the Editor of the Journal of Portfolio Management.
- Author(s)Douglas J. Lucas,Frank J. Fabozzi,L. S. Goodman
- PublisherJohn Wiley and Sons Ltd
- Date of Publication13/06/2006
- GenreFinance & Accounting
- Series TitleFrank J. Fabozzi Series
- Place of PublicationNew York
- Country of PublicationUnited States
- ImprintJohn Wiley & Sons Inc
- Content NoteIllustrations
- Weight750 g
- Width159 mm
- Height233 mm
- Spine41 mm
- Edition Statement2nd Revised edition
This item doesn't belong on this page.
Thanks, we'll look into this.