Securitization : structuring and investment analysis
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書誌事項
Securitization : structuring and investment analysis
Wiley, c2003
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注記
Bibliography: p. 527-530
Includes index
Includes CD-ROM
内容説明・目次
内容説明
A complete guide to securitization.
* Analyzes leases, tax liens, and other new securitization markets developing globally.
* Contains exercises and examples taken from real transactions.
* Companion CD-ROM includes calculation tools and examples, data for models, ongoing updates on models, and Q&A with authors to address complex securitization questions.
目次
PART ONE Introduction to Securitization
CHAPTER 1 The Role of Securitization 3
CHAPTER 2 Fundamentals of Structuring 15
CHAPTER 3 Fundamentals of Investment Analysis 29
CHAPTER 4 Historical Performance of Asset-Backed Securities and Mortgage-Backed Securities 41
PART TWO Agency Mortgage-Backed Securities
CHAPTER 5 Mortgage Loans: The Basis of Mortgage-Backed Securities 51
CHAPTER 6 Agency Pass-Throughs 75
CHAPTER 7 Fundamentals of the Interest-Rate Market 89
CHAPTER 8 Static Analysis for Mortgage Pass-Through Securities 109
CHAPTER 9 Mortgage-Backed Securities Prepayments 131
CHAPTER 10 Total-Return Scenario Analysis 155
PART THREE Advanced Mortgage-Backed Securities and Analysis
CHAPTER 11 Structuring CMOs, IOs, and POs 185
CHAPTER 12 Interest-Rate Volatility, Options, and Models 215
CHAPTER 13 Option-Adjusted Spread 249
CHAPTER 14 Comparing Investment Alternatives 275
PART FOUR Non-Agency Mortgage-Backed Securities and Analyzing Credit Risk
CHAPTER 15 Non-Agency Mortgage-Backed Securities 287
CHAPTER 16 Collateral Performance 303
CHAPTER 17 Home Equity and Subprime Loans 325
CHAPTER 18 Analysis of Credit-Sensitive Mortgage-Backed Securities 337
PART FIVE Asset-Backed Securities
CHAPTER 19 Auto-Loan Asset-Backed Securities 355
CHAPTER 20 Credit-Card Asset-Backed Securities 367
CHAPTER 21 Manufactured-Housing Asset-Backed Securities 379
PART SIX Commercial Mortgages
CHAPTER 22 Commercial Loans 391
CHAPTER 23 Commercial Mortgage-Backed Securities 409
CHAPTER 24 The Role of Real Estate Investment Trusts (REITs) 429
PART SEVEN The European Securitization Market
CHAPTER 25 Development of a Market 447
CHAPTER 26 European Residential Mortgages 465
CHAPTER 27 European Securitization Legislation 489
CHAPTER 28 Structuring Asset-Backed Securities in Europe 503
Bibliography 527
Additional Resources 531
About the CD-ROM 533
Index 537
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