Subprime Mortgage Credit Derivatives

Subprime Mortgage Credit Derivatives by Various


Authors
Various
ISBN
9780470243664
Published
Released
02 / 06 / 2008
Binding
Hardcover
Pages
256
Dimensions
238 x 160mm

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 loss projection).
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