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Thomas A. Zimmerman

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Publication

Featured researches published by Thomas A. Zimmerman.

Archive | 2008

Subprime Mortgage Credit Derivatives

Laurie S. Goodman; Shumin Li; Douglas J. Lucas; Thomas A. Zimmerman; Frank J. Fabozzi

Archive | 2008

Subprime Mortgage Credit Derivatives: Goodman/Subprime

Laurie S. Goodman; Shumin Li; Douglas J. Lucas; Thomas A. Zimmerman; Frank J. Fabozzi

Archive | 2011

Loss Projection for Subprime, Alt‐A, and Second Lien Mortgages

Laurie S. Goodman; Shumin Li; Douglas J. Lucas; Thomas A. Zimmerman; Frank J. Fabozzi

Archive | 2011

First Lien Mortgage Credit

Laurie S. Goodman; Shumin Li; Douglas J. Lucas; Thomas A. Zimmerman; Frank J. Fabozzi

Archive | 2011

Introduction to Credit Default Swap on ABS CDS

Laurie S. Goodman; Shumin Li; Douglas J. Lucas; Thomas A. Zimmerman; Frank J. Fabozzi

Archive | 2011

Features of Excess Spread/Overcollateralization: The Principle Subprime Structure

Laurie S. Goodman; Shumin Li; Douglas J. Lucas; Thomas A. Zimmerman; Frank J. Fabozzi

Archive | 2011

Overview of the Nonagency Mortgage Market

Laurie S. Goodman; Shumin Li; Douglas J. Lucas; Thomas A. Zimmerman; Frank J. Fabozzi

Archive | 2011

Relationship among Cash, ABCDS, and the ABX

Laurie S. Goodman; Shumin Li; Douglas J. Lucas; Thomas A. Zimmerman; Frank J. Fabozzi

Archive | 2011

The ABX and TABX Indices

Laurie S. Goodman; Shumin Li; Douglas J. Lucas; Thomas A. Zimmerman; Frank J. Fabozzi

Archive | 2011

Credit Default Swaps on CDOs

Laurie S. Goodman; Shumin Li; Douglas J. Lucas; Thomas A. Zimmerman; Frank J. Fabozzi

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Collaboration

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Laurie S. Goodman

Urban Institute

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Frank J. Fabozzi

EDHEC Business School

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Douglas J. Lucas

UBS

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Douglas J. Lucas

UBS

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