Hybrids: product performance, investor base, and frameworks to assess relative value

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Bibliographische Detailangaben
Veröffentlicht in:	The handbook of mortgage-backed securities
1. Verfasser:	Mansukhani, Satish (VerfasserIn)
Weitere Verfasser:	Kah, Adama (VerfasserIn), Qubbaj, Mut̕az (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2006
Schlagworte:	Aufsatz im Buch
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Titel	Jahr	Verfasser
Defining nonagency MBS	2006	Zimmermann, Thomas
Credit enhancements for nonagency MBS products	2006	Fabozzi, Frank J.
Hybrids: product performance, investor base, and frameworks to assess relative value	2006	Mansukhani, Satish
Z bonds	2006	Lowell, Linda
Prepayment models to value nonagency MBS	2006	Westhoff, Dale
Dollar rolls	2006	Fabozzi, Frank J.
Mortgage credit quantified	2006	Zimmerman, Thomas
Specified pool trades : ranking the alternatives	2006	Goodman, Laurie Sharon
Analysis of cleanup calls	2006	Gauthier, Laurent
Mortgage options	2006	Prendergast, Joseph R.
Prepayment-linked notes	2006	Goodman, Laurie Sharon
Value and sensitivity analysis of CMBS IOs	2006	Obazee, Philip O.
Cash-flow CDOs for CMBS investors	2006
Mortgage pass-through securities	2006	Lowell, Linda
Trading, settlement, and clearing procedures for agency MBS	2006	Biby, Jeffrey D.
Understanding the prospectus and prospectus supplement	2006
Stripped mortgage-backed securities	2006	Mohebbi, Cyrus
Overview of recent prepayment behavior and advances in its modeling and valuation	2006	Bykhovsky, Michael
Valuation of mortgage-backed securities	2006	Fabozzi, Frank J.
An option-theoretic approach to MBS valuation	2006	Kalotay, Andrew J.