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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 | |