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| Introduction | |
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| An Overview of the Market | |
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| A Concise Guide to Mortgage-Backed Securities (MBSs) | |
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| An Introduction to the Asset-Backed Securities Market | |
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| The Mechanics of Investing in Mortgage- and Asset-Backed Securities | |
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| Prepayment Analysis and Modeling | |
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| Anatomy of Prepayments: The Salomon Smith Barney Prepayment Model | |
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| Random Error in Prepayment Projections | |
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| The Mortgage Origination Process | |
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| The Impact of the Internet on Prepayments | |
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| Collateral Sectors | |
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| Ginnie Mae Prepayment Behavior | |
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| Adjustable Rate Mortgages | |
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| Hybrid ARMs | |
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| Jumbo Loans | |
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| Alternative-A Loans | |
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| Option-Adjusted Spreads and Durations | |
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| The SSB Two-Factor Term Structure Model | |
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| Mortgage Durations and Price Moves | |
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| Agency Collateralized Mortgage Obligations (CMOs) | |
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| Structuring Mortgage Cash Flows | |
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| Commercial Mortgage-Backed Securities (CMBSs) | |
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| A Guide to Commercial Mortgage-Backed Securities | |
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| A Guide to CMBS 10 | |
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| A Guide to Fannie Mae DUS MBSs | |
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| Mortgage-Related Asset-Backed Securities | |
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| Home Equity Loan (HEL) Securities | |
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| Prepayments on RFC Fixed-Rate Subprime/HELs | |
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| Manufactured Housing Loan Securities | |
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| Nonmortgage-Related Asset-Backed Securities | |
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| Class C Notes: Opening the Next Frontier in Credit Card Asset-Backed Securities | |
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| A Fresh Look at Credit Card Subordinate Classes | |
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| Recreational Vehicle and Boat Loan ABSs: A Prepayment Analysis | |
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| The ABCs of CDO Equity | |
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| Student Loans | |
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| Non-U.S. Markets | |
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| The Mortgage Market in the United Kingdom | |
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| The CMBS Market in the United Kingdom | |
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| The Mortgage Market in Australia | |
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| Glossary | |
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| Mortgage Mathematics | |
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| Standard Agency Definitions of CMO Bond Types | |
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| Risk-Based Capital Standards | |
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| Settlement Dates | |
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| Resources for MBS and ABS Investors | |
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| Index | |