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Subprime Mortgage Credit Derivatives

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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 ...

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Subprime Mortgage Credit Derivatives
2008, John Wiley & Sons, Hoboken, NJ

ISBN-13: 9780470243664


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