Lien ebook : https://search-ebscohost-com.ezproxy.univ-catholille.fr/logi...

eISBN : 9780470179741

Sommaire : Contents

PART ONE
Introduction to Mortgage and MBS Markets
CHAPTER 1
Overview of Mortgages and the Consumer Mortgage Market
CHAPTER 2
Overview of the Mortgage-Backed Securities Market
PART TWO
Prepayment and Default Metrics and Behavior
CHAPTER 3
Measurement of Prepayments and Defaults
CHAPTER 4
Prepayment Behavior and Performance
PART THREE
Structuring
CHAPTER 5
Introduction to MBS Structuring Techniques
CHAPTER 6
Fundamental MBS Structuring Techniques: Divisions of Principal
CHAPTER 7
Fundamental MBS Structuring Techniques: Divisions of Interest
CHAPTER 8
Structuring Private Label CMOs
CHAPTER 9
The Structuring of Mortgage ABS Deals

PART FOUR
Valuation and Analysis
CHAPTER 10
Techniques for Valuing MBS
CHAPTER 11
Measuring MBS Interest Rate Risk
CHAPTER 12
Evaluating Senior MBS and CMOs
APPENDIX
An Option-Theoretic Approach to Valuing MBS

Langue : Anglais

Lieu d'édition : TORONTO

Localisation : Bibliothèque Campus de Nice

Support : Numérique

Etat : Présent

Professeur EDHEC : Oui

Propriétaire : Bibliothèque