TY  - BOOK
AU  - Goodman,Laurie S.
TI  - Subprime mortgage credit derivatives
T2  - The Frank J. Fabozzi series
SN  - 9780470243664 (cloth)
AV  - HG 2040.15 S941 2008
U1  - 332.63/244 22
PY  - 2008///
CY  - Hoboken, N.J.
PB  - John Wiley & Sons
KW  - Subprime mortgage loans
KW  - United States
KW  - Statistics
KW  - Secondary mortgage market
KW  - Credit derivatives
KW  - Collateralized debt obligations
KW  - Swaps (Finance)
KW  - Préstamos hipotecarios subprime
KW  - Estados Unidos
KW  - Hipotecas
KW  - Mercado secundario de hipotecas
KW  - Derivados de crédito
KW  - Swaps
N1  - 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
UR  - http://www.loc.gov/catdir/enhancements/fy0829/2008014507-d.html
UR  - http://www.loc.gov/catdir/enhancements/fy0829/2008014507-t.html
UR  - http://www.loc.gov/catdir/enhancements/fy0833/2008014507-b.html
ER  -