The securitization markets handbook structures and dynamics of mortgage- and asset-backed securities

A comprehensive guide to the continuously evolving world of securitization The Second Edition of The Securitization Markets Handbook is a valuable resource for both experienced money managers trying to put a securitization strategy into place as well as newcomers looking to acquire a broad and stron...

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Bibliographic Details
Main Author: Stone, Charles A.
Other Authors: Zissu, Anne
Format: eBook
Language:English
Published: Hoboken, N.J. John Wiley & Sons 2012
Edition:2nd ed
Series:Wiley finance series
Subjects:
Online Access:
Collection: O'Reilly - Collection details see MPG.ReNa
Table of Contents:
  • PART ONE, Key Structures and Cash Flow Dynamics. CHAPTER 1, Mortgage-Backed Securities: Origins of the Market
  • CHAPTER 2 Price Dynamics of Mortgages and Cash Flows
  • CHAPTER 3, Valuation of Mortgage-Backed Securities
  • CHAPTER 4, Other Structures in Asset-Backed Securities: CMOs, PACs, Floaters, Inverse Floaters, CDOs and CDOs-squared, and Synthetic CDOs
  • PART TWO, Corporate Debt and the Securitization Markets. CHAPTER 5, How Ford Motor Credit Corporation Has Used Securitization
  • CHAPTER 6, Asset-Backed Commercial Paper
  • PART THREE Securitization of Revolving Credit. CHAPTER 7, Dealer Floor Plan Loans
  • CHAPTER 8, Credit Card Receivables
  • PART FOUR, Searching for Value in the Mortgage- and Asset-Backed Markets. CHAPTER 9, Investment, Speculation, and Hedging
  • CHAPTER 10, Credit Risk and Credit Enhancement
  • CHAPTER 11, Dissecting the Risks of a Pool of Securitized Options ARMs
  • Includes bibliographical references and index
  • pt. 1. Key structures and cash flow dynamics
  • pt. 2. Corporate debt and the securitization markets
  • pt. 3. Securitization of revolving credit
  • pt. 4. Searching for value in the mortgage- and asset-backed markets