Subprime Mortgage Credit Derivatives
Subprime Mortgage Credit DerivativesCutting-edge strategies for minimizing the risk of mortgage credit derivative portfoliosMortgage 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 second l…
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Produktdetails
Weitere Autoren: Li, Shumin / Lucas, Douglas J.
- ISBN: 978-0-470-24366-4
- EAN: 9780470243664
- Produktnummer: 3198411
- Verlag: Wiley
- Sprache: Englisch
- Erscheinungsjahr: 2008
- Seitenangabe: 334 S.
- Masse: H23.8 cm x B16.0 cm x D3.0 cm 551 g
- Gewicht: 551
Über den Autor
LAURIE S. GOODMAN, PhD, is Managing Director and cohead of Global Fixed Income Research at UBS.SHUMIN LI is Executive Director in the U.S. Securitized Products Strategy Group at UBS.DOUGLAS J. LUCAS is Executive Director and head of CDO research at UBS.THOMAS A. ZIMMERMAN is Managing Director in the U.S. Securitized Products Strategy Group at UBS.FRANK J. FABOZZI, PhD, CFA, is Professor in the Practice of Finance at Yale University's School of Management and the Editor of the Journal of Portfolio Management.
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