http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
structures and dynamics of mortgage- and asset-backed securities
xxviii, 296 pages : illustrations ; 25 cm.
Mortgage-backed securities -- Price dynamics of mortgages and cash flows -- Valuation of mortgage- and asset-backed securities -- Other structures in asset-based securities: CMOs, PACs, floaters, and inverse floaters -- How Ford Motor Credit Corporation has used securitization -- Asset-backed commercial paper -- Dealer floor plan loans -- Credit card receivables -- Investment, speculation, and hedging -- Credit risk.
Includes bibliographical references and index.