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Subprime Mortgage Credit Derivatives (Hardcover)

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Product Overview

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).


Publisher John Wiley & Sons Inc
Mfg Part# 9780470243664
SKU 205536251
Format Hardcover
ISBN10 047024366X
Release Date 3/1/2008
Product Attributes
Book Format Hardcover
Number of Pages 0334
Publisher John Wiley & Sons
Series Part 159
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