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Securitization: Structuring and Investment Analysis By: Andrew Davidson, Anthony Sanders, Lan-Ling Wolff, Anne Ching Normal price: 90.5 Our price: 76.93 + postage Bargain: save £13.57 ! Product code: 15957 ISBN: 0471022608 576 pages Format: Hb Published by: John Wiley & Sons, 2003 There are no reviews available for this book Description of Securitization: Structuring and Investment Analysis - 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. Securitization: Structuring and Investment Analysis - Chapter headings PART I: INTRODUCTION TO SECURITIZATION The Role of Securitization Fundamentals of Structuring Fundamentals of Investment Analysis Historical Performance of Asset-Backed Securities and Mortgage-Backed Securities PART II: AGENCY MORTGAGE BACKED SECURITIES Mortgage Loans Agency Passthroughs Fundamentals of the Interest Rate Market Static Analysis for Mortgage Passthrough Securities MBS Prepayments Total Return Scenario Analysis PART III: ADVANCED MBS AND ANALYSIS Structuring CMOs, IOs, and POs Interest-Rate Volatility, Options and Models Option-Adjusted Spread Comparing Investment Alternatives PART IV: NON-AGENCY MBS AND ANALYZING CREDIT RISK Non-Agency Mortgage Backed Securities Collateral Performance Home Equity and Sub-Prime Loans Analysis of Credit ensitive MBS PART V: ASSET-BACKED SECURITIES Auto Loan ABS Credit Card ABS Manufactured Housing ABS PART VI: COMMERCIAL MORTGAGE Commercial Loans Commercial Mortgage Backed Securities The Role of Real Estate Investment Trusts (REITs) PART VII: EUROPEAN SECURITIZATION MARKET Development of a Market European Residential Mortgages European Securitization Legislation Structuring ABS in Europe Bibliography