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Last edited by AMillarBot
June 26, 2012 | History

Subprime Mortgage Credit Derivatives 2 editions

Cover of: Subprime Mortgage Credit Derivatives | Frank J. Fabozzi
About the Book

Mortgage credit derivatives are a risky business, especially of late. Written by an expert author team of UBS practitioners-Laurie Goodman, Shumin Li, Douglas Lucas, and Thomas Zimmerman-along with Frank Fabozzi of Yale University, Subprime Mortgage Credit Derivatives covers state-of-the-art instruments and strategies for managing a portfolio of mortgage credits in today's volatile climate. Divided into four parts, this book addresses a variety of important 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 much more. In addition, the authors outline the origins of the subprime crisis, showing how during the 2004-2006 period, as housing became less affordable, origination standards were stretched-and when home price appreciation then turned to home price depreciation, defaults and delinquencies rose across the board. The recent growth in subprime lending, along with a number of other industry factors, has made the demand for timely knowledge and solutions greater than ever before, and this guide contains the information financial professionals need to succeed in this challenging field.

2 editions First published in 2008

Edition Read Locate Buy
Cover of: Subprime Mortgage Credit Derivatives (Frank J. Fabozzi Series)
June 9, 2008, Wiley
Subprime Mortgage Credit Derivatives (Frank J. Fabozzi Series)
Hardcover in English
Cover of: Subprime Mortgage Credit Derivatives
2008, John Wiley & Sons, Ltd.
Subprime Mortgage Credit Derivatives
Electronic resource in English

History Created April 16, 2010 · 4 revisions Download catalog record: RDF / JSON

June 26, 2012 Edited by AMillarBot remove series from title (Frank J. Fabozzi Series)
June 17, 2010 Edited by ImportBot add details from OverDrive
April 28, 2010 Edited by Open Library Bot Linked existing covers to the work.
April 16, 2010 Created by WorkBot work found