structures and dynamics of mortgage- and asset-backed securities /
First Statement of Responsibility
Charles Austin Stone and Anne Zissu.
EDITION STATEMENT
Edition Statement
1st ed.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Princeton, NJ :
Name of Publisher, Distributor, etc.
Bloomberg Press,
Date of Publication, Distribution, etc.
2005.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
xxviii, 296 p. :
Other Physical Details
ill. ;
Dimensions
25 cm.
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references and index.
CONTENTS NOTE
Text of Note
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.