Subprime mortgage credit derivatives
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 instrum...
| Other Authors: | , |
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| Format: | eBook |
| Language: | Inglés |
| Published: |
Hoboken, N.J. :
John Wiley & Sons
c2008.
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| Edition: | 1st edition |
| Series: | Frank J. Fabozzi series.
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| Subjects: | |
| See on Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009627850106719 |
| Summary: | 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 su |
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| Item Description: | Includes index. |
| Physical Description: | 1 online resource (352 p.) |
| ISBN: | 9781281450555 9786611450557 9781118267165 9780470392744 |
