ISBN 13 : 978-1-118-00469-2

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
Prepayments and factors influencing the return of principal

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
CHAPTER 13
Analysis of Nonagency MBS
APPENDIX
An Option-Theoretic Approach to Valuing MBS
Index

Langue : Anglais

Edition : 2ème

Lieu d'édition : TORONTO

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Professeur EDHEC : Oui

Propriétaire : Bibliothèque