Subprime mortgage credit derivatives / Laurie S. Goodman ... [et al.].
Material type:
TextLanguage: English Series: The Frank J. Fabozzi series | Frank J. Fabozzi seriesPublication details: Hoboken, N.J. : John Wiley & Sons, c2008.Description: xvi, 334 p. : ill. ; 24 cmISBN: - 9780470243664 (cloth)
- 047024366X (cloth)
- Subprime mortgage loans -- United States
- Subprime mortgage loans -- United States -- Statistics
- Secondary mortgage market -- United States
- Credit derivatives -- United States
- Collateralized debt obligations -- United States
- Swaps (Finance) -- United States
- Préstamos hipotecarios subprime -- Estados Unidos
- Hipotecas -- Estados Unidos
- Mercado secundario de hipotecas -- Estados Unidos
- Derivados de crédito -- Estados Unidos
- Swaps -- Estados Unidos
- 332.63/244 22
- HG 2040.15 S941 2008
| Item type | Current library | Home library | Collection | Shelving location | Call number | Copy number | Status | Barcode | |
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Biblioteca Juan Bosch | Biblioteca Juan Bosch | Ciencias Sociales | Ciencias Sociales (3er. Piso) | HG 2040.15 S941 2008 (Browse shelf(Opens below)) | 1 | Available | 00000076230 |
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| HG 2039 V436i 2010 An impossible living in a transborder world : culture, confianza, and economy of Mexican-origin populations / | HG 2040 B624c 2008 Confessions of a subprime lender : an insider's tale of greed, fraud, and ignorance / | HG2040.15 .S45 2008 | HG 2040.15 S556s 2008 The subprime solution : how today's global financial crisis happened and what to do about it / | HG 2040.15 S941 2008 Subprime mortgage credit derivatives / | HG 2040.25 S731h 2009 The housing boom and bust / | HG 2040.5 A566b 2009 Busted : life inside the great mortgage meltdown / | HG 2040.5 B889r 2008 Real estate finance and investments / |
Incluye índice
pt. 1. Mortgage credit -- Overview of the nonagency mortgage market -- First lien mortgage credit -- Second lien mortgage credit -- pt. 2. Mortgage securitizations -- Features of excess spread/overcollateralization : the principle subprime structure -- Subprime triggers and step-downs -- pt. 3. Credit default swaps on mortgage securities -- Introduction to credit default swap on ABS CDS -- The ABX and TABX indices -- Relationship among cash, ABCDS, and the ABX -- Credit default swaps on CDOs -- pt. 4. Loss projection and security valuation -- Loss projection for subprime, Alt-A and second lien mortgages -- Valuing the ABX -- ABS CDO losses and valuation -- pt. 5. Subprime meltdown -- The great subprime meltdown of 2007.
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