Fabozzi F., Kothari V. Introduction to Securitization

Hoboken, New Jersey: John Wiley & Sons, Inc., 2008. — 387 p.Background.
Structuring ABS Transactions.
Review of ABS Collateral.
Collateralized Debt Obligations.
Implications for Financial Markets.
Appendix A: Basics of Credit Derivatives.
Appendix B: Valuing Mortgage-Backed and Asset-Backed Securities.