The securitization markets handbook : structures and dynamics of mortgage- and asset-backed securities / Charles Austin Stone, Anne Zissu
Imprint
Hoboken, N.J. : Wiley, c2012
Edition
2nd ed
Descript
xxii, 437 p. : ill. ; 24 cm
CONTENT
Key structures and cash flow dynamics -- Mortgage-backed securities: riggings of the market -- Price dynamics of mortgages and cash flows -- Valuation of mortgages-backed securities -- Other structures in asset-backed securities: CMOs, PACs, Floaters, Inverse floaters, CDOs and CDOs-squared, and synthetic CDOs -- Corporate debt and the securitization markets -- How ford motor credit corporation has used securitization -- Asset-backed commercial paper -- Securitization of revolving credit -- Debater floor plan loans -- Credit card receivables -- Searching for value in the mortgage-and asset backed markets -- Investment, speculation, and hedging -- Credit risk and credit enhancement -- Dissecting the risks of a pool of securitized options ARMs