| 000 | 02677cam a2200517 a 4500 | ||
|---|---|---|---|
| 999 |
_c46899 _d46899 |
||
| 003 | BJBSDDR | ||
| 005 | 20230410115730.0 | ||
| 007 | ta | ||
| 008 | 080410s2008 njua s 001 0 eng | ||
| 020 | _a9780470243664 (cloth) | ||
| 020 | _a047024366X (cloth) | ||
| 029 | 1 |
_aNLGGC _b310018315 |
|
| 029 | 1 |
_aNZ1 _b12419545 |
|
| 029 | 1 |
_aAU@ _b000042966379 |
|
| 035 | _a(OCoLC)ocn176896107 | ||
| 035 | _a(OCoLC)176896107 | ||
| 040 |
_aDLC _cDLC _bspa |
||
| 041 | _aeng | ||
| 043 | _an-us--- | ||
| 050 | 1 | 4 |
_aHG 2040.15 _bS941 2008 |
| 082 | 0 | 0 |
_a332.63/244 _222 |
| 245 | 0 | 0 |
_aSubprime mortgage credit derivatives / _cLaurie S. Goodman ... [et al.]. |
| 260 |
_aHoboken, N.J. : _bJohn Wiley & Sons, _cc2008. |
||
| 300 |
_axvi, 334 p. : _bill. ; _c24 cm. |
||
| 490 | _aThe Frank J. Fabozzi series | ||
| 500 | _aIncluye índice | ||
| 505 | 2 | _apt. 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. | |
| 650 | 0 |
_aSubprime mortgage loans _zUnited States. |
|
| 650 | 0 |
_aSubprime mortgage loans _zUnited States _vStatistics. |
|
| 650 | 0 |
_aSecondary mortgage market _zUnited States. |
|
| 650 | 0 |
_aCredit derivatives _zUnited States. |
|
| 650 | 0 |
_aCollateralized debt obligations _zUnited States. |
|
| 650 | 0 |
_aSwaps (Finance) _zUnited States. |
|
| 650 | 4 |
_aPréstamos hipotecarios subprime _zEstados Unidos _911444 |
|
| 650 | 4 |
_aHipotecas _zEstados Unidos. _96796 |
|
| 650 | 4 |
_aMercado secundario de hipotecas _zEstados Unidos _911445 |
|
| 650 | 4 |
_aDerivados de crédito _zEstados Unidos _911446 |
|
| 650 | 4 |
_aSwaps _zEstados Unidos _911447 |
|
| 700 | 1 |
_aGoodman, Laurie S. _911443 |
|
| 830 |
_911440 _aFrank J. Fabozzi series |
||
| 856 | 4 | 2 |
_3Publisher description _uhttp://www.loc.gov/catdir/enhancements/fy0829/2008014507-d.html |
| 856 | 4 | 1 |
_3Table of contents only _uhttp://www.loc.gov/catdir/enhancements/fy0829/2008014507-t.html |
| 856 | 4 | 2 |
_3Contributor biographical information _uhttp://www.loc.gov/catdir/enhancements/fy0833/2008014507-b.html |
| 942 |
_2lcc _cBK |
||
| 946 | _aAAG | ||