Fabozzi Series

书名：The Handbook of European Structured Financial Products - Fabozzi
     作者：Frank J. Fabozzi
     版次：Wiley; 1 edition (March 2, 2004)
     格式：精美pdf非扫描版
     页数：801 pages
     出版者：Wiley
     简介：http://www.amazon.com/gp/reader/0471484156/ref=sib_dp_pt/105-0534350-4110008#reader-link
     附注：本书为金融专业本科基础教材

Table of Contents
     About the Editors 
     Contributing Authors 
     Pt. 1  Structured Finance and Securitisation 1
     Ch. 1  Introduction 3
     Ch. 2  The Concept of Securitisation 9
     Ch. 3  Mechanics of Securitisation 19
     Ch. 4  Credit Derivatives Primer 57
     Ch. 5  True Sale versus Synthetics for MBS Transactions: The Investor Perspective 77
     Ch. 6  A Framework for Evaluating a Cash ("True Sale") versus Synthetic Securitisation 93
     Ch. 7  Assessing Subordinated Tranches in ABS Capital Structure 117
     Ch. 8  Key Consideration for Master Trust Structures 131
     Ch. 9  Trust and Agency Services in the Debt Capital Markets 143
     Pt. 2  Asset-Backed Securities 175
     Ch. 10 European Credit Card ABS 177
     Ch. 11 European Auto and Consumer Loan ABS 201
     Ch. 12 European Public Sector Securitisations 223
     Ch. 13 Italian Lease-Backed Securities 233
     Ch. 14 European Mezzanine Loan Securitisations 251
     Ch. 15 Stock Securitisations 263
     Ch. 16 Rating Trade Receivables Transactions 273
     Ch. 17 Moody's Approach to Analysing Consumer Loan Securitisations 291
     Ch. 18 Nonperforming Loan Securitisation and Moody's Rating Methodology 305
     Pt. 3  Whole Business Securitisation 327
     Ch. 19 Whole Business Securitisation 329
     Ch. 20 Principles for Analysing Corporate Securitisations 349
     Ch. 21 Balancing Cash Flow Predictability and Debt Capacity in Corporate Securitisations 361
     Ch. 22 Credit Analysis of Whole Business Securitisations 373
     Ch. 23 Securitisation of UK Pubs 389
     Pt. 4  Mortgage-Backed Securities 411
     Ch. 24 European Residential Mortgage-Backed Securities 413
     Ch. 25 Italian Residential Mortgage-Backed Securities 449
     Ch. 26 European Commercial Mortgage-Backed Securities 471
     Ch. 27 Rating Approach to European CMBS 487
     Ch. 28 Differentiating CMBS from Other Real Estate Securitised Financings 513
     Ch. 29 The German Plandbrief and European Covered Bonds Market 523
     Pt. 5  Collateralised Debt Obligations 551
     Ch. 30 Structured Credit: Cash Flow and Synthetic CDOs 553
     Ch. 31 Single-Tranche Synthetic CDOs 593
     Ch. 32 Rating Methodology for Collateralised Debt Obligations 633
     Ch. 33 CLOs and CBOs for Project Finance Debt: Rating Considerations 653
     Ch. 34 Independent Pricing of Synthetic CDOs 675
     Pt. 6  Credit-Linked Notes and Repacks 699
     Ch. 35 Credit-Linked Notes 701
     Ch. 36 Structured Credit Products and Repackaged Securities 715
     Index 739