Subprime Mortgage Credit Derivatives

by Thomas A. Zimmerman, Laurie S. Goodman, Douglas J. Lucas, et al.

Mortgage 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...

• Format: Hardcover
• Language: English
• ISBN: 047024366X
• ISBN13: 9780470243664
• Release Date: June 2008
• Publisher: John Wiley & Sons
• Length: 334 Pages
• Weight: 1.24 lbs.
• Dimensions: 1.2" x 6.6" x 9.2"