02677cam a2200517 a 4500 46899 46899 BJBSDDR 20230410115730.0 ta 080410s2008 njua s 001 0 eng 9780470243664 (cloth) 047024366X (cloth) NLGGC 310018315 NZ1 12419545 AU@ 000042966379 (OCoLC)ocn176896107 (OCoLC)176896107 DLC DLC spa eng n-us--- HG 2040.15 S941 2008 332.63/244 22 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 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. Subprime mortgage loans United States. Subprime mortgage loans United States Statistics. Secondary mortgage market United States. Credit derivatives United States. Collateralized debt obligations United States. Swaps (Finance) United States. Préstamos hipotecarios subprime Estados Unidos 11444 Hipotecas Estados Unidos. 6796 Mercado secundario de hipotecas Estados Unidos 11445 Derivados de crédito Estados Unidos 11446 Swaps Estados Unidos 11447 Goodman, Laurie S. 11443 11440 Frank J. Fabozzi series Publisher description http://www.loc.gov/catdir/enhancements/fy0829/2008014507-d.html Table of contents only http://www.loc.gov/catdir/enhancements/fy0829/2008014507-t.html Contributor biographical information http://www.loc.gov/catdir/enhancements/fy0833/2008014507-b.html lcc BK AAG 0 0 0 0 CS BJB BJB CS 2023-04-10 0 HG 2040.15 S941 2008 00000076230 2018-10-24 00:00:00 1 2018-10-24 BK