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    Subprime Mortgage Credit Derivatives
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    Subprime Mortgage Credit Derivatives
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    Subprime Mortgage Credit Derivatives
    Ebook352 pages6 hours

    Subprime Mortgage Credit Derivatives

    By Laurie S. Goodman, Shumin Li, Douglas J. Lucas and

    ()

    Currently unavailable

    Currently unavailable

    About this ebook

    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.
    LanguageEnglish
    PublisherWiley
    Release dateJun 2, 2008
    ISBN9780470392744
    Unavailable
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