:structures and dynamics of mortgage- and asset-backed securities
/ Charles Austin Stone and Anne Zissu
1st ed.
Princeton, NJ
: Bloomberg Press,
, 2005.
xxviii, 296 p. ill. 25 cm.
e
ng
Includes bibliographical references and index.
Mortgage-backed securities -- Price dynamics of mortgages and cash flows -- Valuation of mortgage- and asset-backed securities -- Other structures in asset-based securities: CMOs, PACs, floaters, and inverse floaters -- How Ford Motor Credit Corporation has used securitization -- Asset-backed commercial paper -- Dealer floor plan loans -- Credit card receivables -- Investment, speculation, and hedging -- Credit risk.