INDEX
AIG
American Airlines
Argentina
Asian crisis
asset-backed securities (ABSs)
asset swap options
asset swaps
Astra International
Avenue Asia Fund
balance sheet collateralized debt obligations
bankruptcy laws
BEA Associates 1998-1A A2A
Bear Stearns
bottom-up approach
Brady bonds
callable step-up swaps
C&P Homes
capital structure
carry trades
CDX North American Investment Grade Index (CDX. NA.1G)
collateralized bond obligations (CBOs) crisis
collateralized debt obligations (CDOs)
balance sheet
characteristics
credit spread
fully funded synthetic
partially funded synthetic
portfolio, elementary
portfolios, description of
resecuritizations
risk and synthetic
squared
summary of
synthetic arbitrage
trading P&L example
tranche pricing correlation ...
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