Goodman, Laurie S. text statistics nju Hoboken, N.J John Wiley & Sons c2008 2008 monographic eng

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xvi, 334 p. : ill. ; 24 cm. 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. Laurie S. Goodman ... [et al.]. Incluye índice n-us--- 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 Hipotecas Estados Unidos Mercado secundario de hipotecas Estados Unidos Derivados de crédito Estados Unidos Swaps Estados Unidos HG 2040.15 S941 2008 332.63/244 9780470243664 (cloth) 047024366X (cloth) http://www.loc.gov/catdir/enhancements/fy0829/2008014507-d.html http://www.loc.gov/catdir/enhancements/fy0829/2008014507-t.html http://www.loc.gov/catdir/enhancements/fy0833/2008014507-b.html http://www.loc.gov/catdir/enhancements/fy0829/2008014507-d.html http://www.loc.gov/catdir/enhancements/fy0829/2008014507-t.html http://www.loc.gov/catdir/enhancements/fy0833/2008014507-b.html DLC 080410 20230410115730.0 spa