The Handbook of Mortgage-Backed Securities

Frank J. Fabozzi - Collection Investing and Finance

1238 pages, parution le 21/12/2005 (6^eme édition)

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Résumé

The definitive MBS guide, with fully updated material on the latest mortgage-backed products, methods, models, and portfolio strategies

By providing hands-on information vital to market participants, previous editions of The Handbook of Mortgage-Backed Securities were instrumental in fueling the growth of the mortgage-backed securities market. The sixth edition contains all the elements that made previous editions so successful and influential, and provides you with more than 25 new chapters on topics including collateralized mortgage obligations, prepayment derivatives, loan level determinants of repayments, new approaches to MBS valuation, and a survey of non-U.S. mortgage rates.

L'auteur - Frank J. Fabozzi

Frank J. Fabozzi, Ph.D., CFA, CPA, is the Frederick Frank Adjunct Professor of Finance at Yale University's School of Management. One of the world's foremost authorities on fixed income securities and derivative instruments, Dr. Fabozzi is editor of the Journal of Portfolio Management and the bestselling author of more than forty books, including the acclaimed The Handbook of Fixed Income Securities. Prior to joining the Yale faculty, he was on the faculty of MIT's Sloan School of Management.

Sommaire

Preface
Contributors
Mortgage-Backed Securities (MBS) Products and the Mortgage Market
Alternative Mortgage Products
Mortgage Derivatives: CMOs and Stripped MBS
Prepayment Models and Behavior
Portfolio Management Tools and Techniques
Hedging Tools and Approaches
Commercial Mortgage-Backed Securities
Index

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Mc Graw Hill
Auteur(s)	Frank J. Fabozzi
Collection	Investing and Finance
Parution	21/12/2005
Édition	6^eme édition
Nb. de pages	1238
Format	15,5 x 23,5
Couverture	Relié
Poids	1622g
Intérieur	Noir et Blanc
EAN13	9780071460743
ISBN13	978-0-07-146074-3