Subprime mortgage credit derivatives / 
Laurie S. Goodman ... [et al.]. 
 - Hoboken, N.J. :  John Wiley & Sons,  c2008. 
 - xvi, 334 p. :  ill. ;  24 cm. 
 - The Frank J. Fabozzi series .
 - Frank J. Fabozzi series .
<br/><br/> Incluye índice 
<br/><br/>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. 
<br/><br/><label>ISBN: </label>9780470243664 (cloth) 047024366X (cloth) 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Subprime mortgage loans--United States.<br/>Subprime mortgage loans--United States--Statistics.<br/>Secondary mortgage market--United States.<br/>Credit derivatives--United States.<br/>Collateralized debt obligations--United States.<br/>Swaps (Finance)--United States.<br/>Préstamos hipotecarios subprime --Estados Unidos  <br/>Hipotecas--Estados Unidos.<br/>Mercado secundario de hipotecas --Estados Unidos<br/>Derivados de crédito --Estados Unidos<br/>Swaps --Estados Unidos
<br/><br/><label>LC Class. No.: </label>HG 2040.15  / S941 2008 
<br/><br/><label>Dewey Class. No.: </label>332.63/244