Salomon Smith Barney guide to mortgage-backed and asset-backed securities:
Gespeichert in:
Format: | Buch |
---|---|
Sprache: | English |
Veröffentlicht: |
New York [u.a.]
Wiley
2001
|
Schriftenreihe: | Wiley finance
|
Schlagworte: | |
Online-Zugang: | Inhaltsverzeichnis |
Beschreibung: | XI, 876 S. graph. Darst. |
ISBN: | 0471385875 |
Internformat
MARC
LEADER | 00000nam a2200000 c 4500 | ||
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245 | 1 | 0 | |a Salomon Smith Barney guide to mortgage-backed and asset-backed securities |c Lakhbir Hayre (ed.) |
246 | 1 | 3 | |a Guide to mortgage backed and asset backed securities |
246 | 1 | 3 | |a Guide to mortgage-backed and asset-backed securities |
246 | 1 | 3 | |a Mortgage backed and asset backed securities |
246 | 1 | 3 | |a Mortgage-backed and asset-backed securities |
264 | 1 | |a New York [u.a.] |b Wiley |c 2001 | |
300 | |a XI, 876 S. |b graph. Darst. | ||
336 | |b txt |2 rdacontent | ||
337 | |b n |2 rdamedia | ||
338 | |b nc |2 rdacarrier | ||
490 | 0 | |a Wiley finance | |
650 | 0 | 7 | |a Asset-Backed Security |0 (DE-588)4343344-3 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Mortgage-Backed Security |0 (DE-588)4593741-2 |2 gnd |9 rswk-swf |
655 | 7 | |0 (DE-588)4123623-3 |a Lehrbuch |2 gnd-content | |
689 | 0 | 0 | |a Asset-Backed Security |0 (DE-588)4343344-3 |D s |
689 | 0 | 1 | |a Mortgage-Backed Security |0 (DE-588)4593741-2 |D s |
689 | 0 | |5 DE-604 | |
700 | 1 | |a Hayre, Lakhbir |e Sonstige |4 oth | |
856 | 4 | 2 | |m Digitalisierung UB Regensburg |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009711637&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
999 | |a oai:aleph.bib-bvb.de:BVB01-009711637 |
Datensatz im Suchindex
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---|---|
adam_text | contents
INTRODUCTION
Lakhbir Hay re
PART ONE
An Overview of the Market
7
CHAPTER
1
A Concise Guide to Mortgage-Backed Securities (MBSs)
9
Lakhbir Hayre
CHAPTER
2
An Introduction to the Asset-Backed Securities Market
69
Mary E. Kane
CHAPTER
3
The Mechanics of Investing in Mortgage- and Asset-Backed Securities
105
Robert Young and Lakhbir Hayre
PART TWO
Prepayment Analysis and Modeling
129
CHAPTER
4
Anatomy of Prepayments: The Salomon Smith Barney
Prepayment Model
131
Lakhbir Hayre and Robert Young
CHAPTERS
Random Error in Prepayment Projections
193
Lakhbir Hayre
vii
VIII
CONTENTS
CHAPTER
6
The Mortgage Origination Process
206
Lakhbir Hayre
CHAPTER
7
The Impact of the Internet on Prepayments
220
Lakhbir Hayre and Sergei
Ivanov
PART THREE
Collateral Sectors
231
CHAPTERS
Ginnie Mae Prepayment Behavior
233
Lakhbir Hayre, Robert Young, and
Vera
Chen
CHAPTERS
Adjustable Rate Mortgages
254
Lakhbir Hayre and Debashis Bhattacharya
CHAPTER
10
Hybrid ARMS
259
Debashis Bhattacharya and Lakhbir Hayre
CHAPTER
11
Jumbo Loans
277
Lakhbir Hayre and Robert Young
CHAPTER
12
Alternative-A
Loans
281
Peter A. DiMartino
PART FOUR
Option-Adjusted Spreads and Durations
313
CHAPTER
13
The SSB Two-Factor Term Structure Model
315
Y.K. Chan and Robert A. Russell
Contents
ЇХ
CHAPTER
14
Mortgage Durations and Price Moves
347
Lakhbir Hayre
PART FIVE
Agency Coilateraiized Mortgage Obligations (CMOs)
367
CHAPTER IS
Structuring Mortgage Cash Flows
369
Bob Kulason
PART SIX
Commercial Mortgage-Backed Securities (CMBSs)
399
CHAPTER
16
A Guide to Commercial Mortgage-Backed Securities
401
Darrell Wheeler
CHAPTER
17
A Guide to CMBS
10 452
Darrell Wheeler and Jeffrey Berenbaum
CHAPTER
18
A Guide to Fannie Mae
DUS
MBSs
476
Darrell Wheeler
PART SEVEN
Mortgage-Related Asset-Backed Securities
489
CHAPTER
19
Home Equity Loan
(HEL)
Securities
491
Ivan Gjaja and Lakhbir Hayre
CHAPTER
20
Prepayments on RFC Fixed-Rate Subprlme/HELs
519
Ivan Gjaja
CONTENTS
CHAPTER
21
Manufactured Housing Loan Securities
559
Ivan Gjaja, Lakhbir Hayre, and Arvind
Rajan
PART EIGHT
Nonmortgage-Related Asset-Backed Securities
625
CHAPTER
22
Class
С
Notes: Opening the Next Frontier in Credit Card
Asset-Backed Securities
627
Paul Jablansky and Ronald E. Thompson, Jr.
CHAPTER
23
A Fresh Look at Credit Card Subordinate Classes
643
Peter DiMartino and Mary E. Kane
CHAPTER
24
Recreational Vehicle and Boat Loan ABSs: A Prepayment Analysis
656
Ronald E. Thompson, Jr. and Ivan Gjaja
CHAPTER
25
The ABCs of CDO Equity
663
Glen McDermott
CHAPTER
26
Student Loans
692
Frank
Tallerico
and Ivan Gjaja
PARTNNE
Non-U.S. Markets
733
CHAPTER
27
The Mortgage Market in the United Kingdom
735
Lakhbir Hayre and Ronald E. Thompson, Jr.
CHAPTER
28
The CMBS Market in the United Kingdom
757
Darrell Wheeler
Contents Xi
CHAPTER
29
The Mortgage Market in Australia 77S
Peter DiMartino and Robert Young
GLOSSARY
832
Lakhbir Hayre and Robert Young
APPENDIX A
Mortgage Mathematics
839
Lakhbir Hayre
APPENDIX
В
Standard Agency Definitions of CMO Bond Types
844
APPENDIX
С
Risk-Based Capital Standards
845
Lakhbir Hayre and Robert Young
APPENDIX
D
Settlement Dates
849
Lakhbir Hayre and Robert Young
APPENDIXE
Resources for MBS and
ABS
Investors
851
Lakhbir Hayre and Robert Young
INDEX
855
|
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discipline | Wirtschaftswissenschaften |
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illustrated | Illustrated |
indexdate | 2024-07-09T18:58:54Z |
institution | BVB |
isbn | 0471385875 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009711637 |
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physical | XI, 876 S. graph. Darst. |
publishDate | 2001 |
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publisher | Wiley |
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series2 | Wiley finance |
spelling | Salomon Smith Barney guide to mortgage-backed and asset-backed securities Lakhbir Hayre (ed.) Guide to mortgage backed and asset backed securities Guide to mortgage-backed and asset-backed securities Mortgage backed and asset backed securities Mortgage-backed and asset-backed securities New York [u.a.] Wiley 2001 XI, 876 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Wiley finance Asset-Backed Security (DE-588)4343344-3 gnd rswk-swf Mortgage-Backed Security (DE-588)4593741-2 gnd rswk-swf (DE-588)4123623-3 Lehrbuch gnd-content Asset-Backed Security (DE-588)4343344-3 s Mortgage-Backed Security (DE-588)4593741-2 s DE-604 Hayre, Lakhbir Sonstige oth Digitalisierung UB Regensburg application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009711637&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
spellingShingle | Salomon Smith Barney guide to mortgage-backed and asset-backed securities Asset-Backed Security (DE-588)4343344-3 gnd Mortgage-Backed Security (DE-588)4593741-2 gnd |
subject_GND | (DE-588)4343344-3 (DE-588)4593741-2 (DE-588)4123623-3 |
title | Salomon Smith Barney guide to mortgage-backed and asset-backed securities |
title_alt | Guide to mortgage backed and asset backed securities Guide to mortgage-backed and asset-backed securities Mortgage backed and asset backed securities Mortgage-backed and asset-backed securities |
title_auth | Salomon Smith Barney guide to mortgage-backed and asset-backed securities |
title_exact_search | Salomon Smith Barney guide to mortgage-backed and asset-backed securities |
title_full | Salomon Smith Barney guide to mortgage-backed and asset-backed securities Lakhbir Hayre (ed.) |
title_fullStr | Salomon Smith Barney guide to mortgage-backed and asset-backed securities Lakhbir Hayre (ed.) |
title_full_unstemmed | Salomon Smith Barney guide to mortgage-backed and asset-backed securities Lakhbir Hayre (ed.) |
title_short | Salomon Smith Barney guide to mortgage-backed and asset-backed securities |
title_sort | salomon smith barney guide to mortgage backed and asset backed securities |
topic | Asset-Backed Security (DE-588)4343344-3 gnd Mortgage-Backed Security (DE-588)4593741-2 gnd |
topic_facet | Asset-Backed Security Mortgage-Backed Security Lehrbuch |
url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009711637&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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