Profit and Risk under Subprime Mortgage Securitization

Profit and Risk under Subprime Mortgage Securitization

We investigate the securitization of subprime residential mortgage loans into structured products such as subprime residential mortgage-backed securities (RMBSs) and collateralized debt obligations (CDOs). Our deliberations focus on profit and risk in a discrete-time framework as they are related to...

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Bibliographic Details
Main Authors: M. A. Petersen, J. Mukuddem-Petersen, B. De Waal, M. C. Senosi, S. Thomas
Format: Article
Language:English
Published: Wiley 2011-01-01
Series:Discrete Dynamics in Nature and Society
Online Access:http://dx.doi.org/10.1155/2011/849342
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