Introduction to Structured Finance

Frank J. Fabozzi, Henry A. Davis, Moorad Choudhry - Collection The Frank J. Fabozzi Series

390 pages, parution le 04/12/2006

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Résumé

Structured finance is a term that covers a very wide range of financial market transactions and products. While a common definition of it seems to center on securitization, structured financial products also include credit derivatives, bonds with embedded options, leveraged leasing, project financing, and a variety of other complex financing transactions.

Created by the experienced author team of Frank Fabozzi, Henry Davis, and Moorad Choudhry, Introduction to Structured Finance examines the essential elements of this discipline and makes them understandable to a wide audience-from professionals generally familiar with the world of finance who want to enhance their technical knowledge to specialists in some structured finance disciplines who want to become more familiar with others.

Written in a straightforward and accessible style, this comprehensive guide-along with its information-packed appendices-contains a broad view of structured finance that includes:

Securitization
Interest rate derivatives (such as options, caps, and floors)
Credit derivatives (such as asset swaps and total return swaps)
Securitized and synthetic funding structures
Cash and synthetic collateralized debt obligations (CDOs)
Credit-linked notes and structured notes
Complex leasing transactions
Project financing

Structured finance plays an important and growing role in today's financial markets. Indeed, a large part of financial innovation in recent years has been related to securitization, credit derivatives, or a combination of the two. Introduction to Structured Finance offers a well-rounded treatment of this dynamic discipline, a convenient reference covering all the important transaction types in one place, and an excellent opportunity to enhance your financial skills.

L'auteur - Frank J. Fabozzi

Frank J. Fabozzi, Ph.D., CFA, CPA, is the Frederick Frank Adjunct Professor of Finance at Yale University's School of Management. One of the world's foremost authorities on fixed income securities and derivative instruments, Dr. Fabozzi is editor of the Journal of Portfolio Management and the bestselling author of more than forty books, including the acclaimed The Handbook of Fixed Income Securities. Prior to joining the Yale faculty, he was on the faculty of MIT's Sloan School of Management.

L'auteur - Henry A. Davis

Henry A. Davis is a consultant and writer specializing in corporate finance and banking, and a former banking executive. He is managing editor of two leading financial publications, Journal of Structured and Project Finance and Strategic Investment Relations. His publications include Building Value with Capital-Structure Strategies (with William W. Sihler); and Foreign Exchange Risk Management: A Survey of Corporate Practices (with Frederick C. Militello, Jr.).

L'auteur - Moorad Choudhry

Dr Moorad Choudhry is Head of Treasury at KBC Financial Products in London. He is a Visiting Professor at the Department of Economics, London Metropolitan University, a Visiting Research Fellow at the ICMA Centre, University of Reading, a Senior Fellow at the Department of Mathematical Trading and Finance, Cass Business School, and a Fellow of the Securities and Investment Institute.

Sommaire

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

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Wiley
Auteur(s)	Frank J. Fabozzi, Henry A. Davis, Moorad Choudhry
Collection	The Frank J. Fabozzi Series
Parution	04/12/2006
Nb. de pages	390
Format	15,5 x 23,5
Couverture	Relié
Poids	605g
Intérieur	Noir et Blanc
EAN13	9780470045350
ISBN13	978-0-470-04535-0