1 Structured Finance: A Primer 1
2 Object-Oriented Programming 19
3 Volatility and Correlation 45
4 Cash Flow Design 75
5 Convertible Bonds 113
6 Equity-Linked Notes 137
7 Credit-Linked Notes 177
8 Basket Credit Derivatives and CDOs 203
9 Risk Management 233
References and further reading 259
Appendix A Eclipse 261
Appendix B XML 265
Index 283