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Pt. 1 Mortgage Credit 1
Ch. 1 Overview of the Nonagency Mortgage Market 3
Ch. 2 First Lien Mortgage Credit 27
Ch. 3 Second Lien Mortgage Credit 73
Pt. 2 Mortgage Securitizations 87
Ch. 4 Features of Excess Spread/Overcollateralization: The Principle Subprime Structure 88
Ch. 5 Subprime Triggers and Step-Downs 111
Pt. 3 Credit Default Swaps on Mortgage Securities 123
Ch. 6 Introduction to Credit Default Swap on ABS CDS 125
Ch. 7 The ABX and TABX Indices 145
Ch. 8 Relationship among Cash, ABCDS, and the ABX 161
Ch. 9 Credit Default Swaps on CDOs 177
Pt. 4 Loss Projection and Security Valuation 191
Ch. 10 Loss Projection for Subprime, Alt-A, and Second Lien Mortgages 183
Ch. 11 Valuing the ABX 211
Ch. 12 ABS CDO Losses and Valuation 269
Pt. 5 Subprime Meltdown 293
Ch. 13 The Great Subprime Meltdown of 2007 295
Index 319
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