Holdings: Salomon Smith Barney guide to mortgage-backed and asset-backed securities

Salomon Smith Barney guide to mortgage-backed and asset-backed securities:

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Bibliographic Details
Format:	Book
Language:	English
Published:	New York [u.a.] Wiley 2001
Series:	Wiley finance
Subjects:	Asset-Backed Security Mortgage-Backed Security Lehrbuch
Online Access:	Inhaltsverzeichnis
Physical Description:	XI, 876 S. graph. Darst.
ISBN:	0471385875

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MARC


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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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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
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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
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