Subprime Mortgage Credit Derivatives (Frank J. Fabozzi Series)
20080622 by Blogmaster
Subprime Mortgage Credit Derivatives (Frank J. Fabozzi Series)
 |  Author : Laurie S. Goodman Number of Pages : 352 Publisher : Wiley |
Product Description
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).
Posted in:
loans,
Mortgages,
real estate,
subprime
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