ISBN: 9783631587959 - collateralized debt obligations: first loss piece retention, combination notes, and tranching: 3351 (europaeische hochschulschriften / european ... management / série 5: sciences économiques) (4 resultados)

Broschiert. Condición: Gut. 179 S. Das hier angebotene Buch stammt aus einer teilaufgelösten wissenschaftlichen Bibliothek und trägt die entsprechenden Kennzeichnungen (Rückenschild, Instituts-Stempel.). Schnitt und Einband sind etwas staubschmutzig; Einbandkanten sind leicht bestossen; der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. Sprache: Englisch Gewicht in Gramm: 240.…

Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - This book offers insights into three different aspects of Collateralized Debt Obligations (CDOs). The first section covers a mechanism that explains the sale of first loss positions to investors. The theoretical model is based on a repeated game and focuses on the role of issuer reputation. The second section empirically analyzes combination notes. These are a particular type of security issued in CDOs, consisting of parts of different tranches of one CDO transaction. The findings show that combination notes are used as an equity transfer vehicle and that their tranching caters to segmented demand. The third section finally analyzes the tranching of CDOs. A transaction cost-based hypothesis of tranching is proposed and verified empirically.; Dissertationsschrift.…

Taschenbuch. Condición: Neu. Collateralized Debt Obligations | First Loss Piece Retention, Combination Notes, and Tranching | Albert Schaber | Taschenbuch | Englisch | Peter Lang | EAN 9783631587959 | Verantwortliche Person für die EU: Kolibri 360 GmbH, Ettore-Bugatti-Str. 6-14, 51149 Köln, produktsicherheit[at]kolibri360[dot]de | Anbieter: preigu. …

Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book offers insights into three different aspects of Collateralized Debt Obligations (CDOs). The first section covers a mechanism that explains the sale of first loss positions to investors. The theoretical model is based on a repeated game and focuses on the role of issuer reputation. The second section empirically analyzes combination notes. These are a particular type of security issued in CDOs, consisting of parts of different tranches of one CDO transaction. The findings show that combination notes are used as an equity transfer vehicle and that their tranching caters to segmented demand. The third section finally analyzes the tranching of CDOs. A transaction cost-based hypothesis of tranching is proposed and verified empirically. 180 pp. Englisch.…