Subprime mortgage credit derivatives /
Authors Goodman, Zimmerman, Lucas, and Fabozzi offer managers in this market the best in up-to-date information and cutting-edge strategies for minimizing risk in their mortgage credit derivative portfolios. Broken up into four parts, this book covers topics including, Mortgage Credit (non-agency, f...
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Other Authors: | |
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Format: | Electronic eBook |
Language: | English |
Published: |
Hoboken, N.J. :
John Wiley & Sons,
?2008.
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Series: | Frank J. Fabozzi series.
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Subjects: | |
Online Access: | Full text (Wentworth users only) |
Summary: | Authors Goodman, Zimmerman, Lucas, and Fabozzi offer managers in this market the best in up-to-date information and cutting-edge strategies for minimizing risk in their mortgage credit derivative portfolios. Broken up into four parts, this book covers topics including, Mortgage Credit (non-agency, first and second lien), Mortgage Securitizations (alternate structures and subprime triggers), Credit Default Swaps on Mortgage Securities (ABX, cash synthetic relationships, CDO credit default swaps), and Loss Projection and Security Valuation (ABX valuation, ABS CDO valuation, subprime and Alt-A lo. |
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Item Description: | Includes index. |
Physical Description: | 1 online resource (xvi, 334 pages) : illustrations |
Format: | Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. |
Bibliography: | Includes bibliographical references and index. |
ISBN: | 9780470392744 0470392746 9781118267165 1118267168 |