Laurie S. Goodman & Frank J. Fabozzi 
Collateralized Debt Obligations [PDF ebook] 
Structures and Analysis

Preface.
About the Authors.
Chapter 1. Introduction.
Chapter 2. Cash Flow CDOs.
Chapter 3. High-Yield Default Rates and Their Application to CDO
Analysis.
Chapter 4. Review of Structured Finance Collateral.
Chapter 5. Structured Finance Cash Flow CDOs.
Chapter 6. Emerging Market CDOs.
Chapter 7. Market Value CDOs.
Chapter 8. Synthetic Balance Sheet CDOs.
Chapter 9. Synthetic Arbitrage CDOs.
Chapter 10. Considerations in Creating CDOs and Their Investment
Implications.
Chapter 11. Participating Coupon Notes.
Chapter 12. Relative Value Methodology for Analyzing Mezzanine
Tranches.
Chapter 13. Analyzing CDO Equity Tranches.
Chapter 14. Payament-in-Kind CDO Tranches.
Chapter 15. Secondary Market Trading Opportunities and Managing a
Portfolio of CDOs.
Index.

LAURIE S. GOODMAN, Ph D, is a Managing Director at UBS Warburg and
Head of the U.S. Securitized Products Strategy Group. She is
responsible for research on the full range of securitized
products-RMBS, ABS, CMBS, and CDOs. Dr. Goodman has worked on Wall
Street for twenty years and is very well regarded by the investor
community, having won more #1 slots on the Institutional Investor
All-American Fixed-Income Research Team than any other analyst. She
earned a doctorate in economics from Stanford University in
1978.
FRANK J. FABOZZI, Ph D, CFA, is Editor of the Journal of Portfolio
Management and an Adjunct Professor of Finance at Yale University’s
School of Management. Dr. Fabozzi is on the board of directors of
the Guardian Life family of funds and the Black Rock complex of
funds. He is also an Advisory Analyst for Global Asset Management
(GAM) with responsibilities as Consulting Director for portfolio
construction, risk control, and evaluation. He earned a doctorate
in economics from the City University of New York in 1972 and, in
1994, received an honorary doctorate of humane letters from Nova
Southeastern University. Dr. Fabozzi is a Fellow of the
International Center for Finance at Yale University.