Douglas J Lucas

Developments in the Collateralized Debt Obligation: New Products and Strategies

Collateralized Debt Obligations: Structures And Analysis

Subprime Mortgage Credit Derivatives

Mortgage credit derivatives are a risky business, especially of late. Written by an expert author team of UBS practitioners-Laurie Goodman, Shumin Li, Douglas Lucas, and Thomas Zimmerman-along with Frank Fabozzi of Yale University, Subprime Mortgage Credit Derivatives covers state-of-the-art instrum...

Leveraged Finance: Concepts, Methods, and Trading of High-Yield Bonds, Loans, and Derivatives

A timely guide to today's high-yield corporate debt markets Leveraged Finance is a comprehensive guide to the instruments and markets that finance much of corporate America. Presented in five sections, this experienced author team covers topics ranging from the basics of bonds and loans to more adva...

Leveraged Finance: Concepts, Methods, and Trading of High-Yield Bonds, Loans, and Derivatives by Antczak, Stephen J., Lucas, Douglas J., Fabozzi, Frank J. (2009) Hardcover

High-Yield Bonds: Analysis and Risk Assessment

The potential rewards and risks associated with investing in high-yield bonds are substantial. This proceedings explores the complex issues facing investment managers who have an interest in this bond market, including the default experience of the industry and the differences between the analysis o...

Developments in Collateralized Debt Obligations: New Products and Insights

Developments In Collateralized Debt Obligations The fastest growing sector of the fixed income market is the market for collateralized debt obligations (CDOs). Fostered by the development of credit default swaps (CDS) on all types of indexes of corporate bonds, emerging market bonds, commercial loan...

Collateralized Debt Obligations: Structures and Analysis, 2nd Edition (Wiley Finance)

Since first edition's publication, the CDO market has seen tremendous growth. As of 2005, $1.1 trillion of CDOs were outstanding -- making them the fastest-growing investment vehicle of the last decade. To help you keep up with this expanding market and its various instruments, Douglas Lucas, Laurie...