Handbook of Mortgage Backed Securities / Edition 5by Frank J. Fabozzi, Frank Fabozzi
Pub. Date: 04/28/2001
Publisher: McGraw-Hill Companies, The
The classic and single best resource for understanding and trading mortgage-backed securities has been brought fully up to date with The Handbook of Mortgage-Backed Securities, Fifth Edition, giving you timely insights into everything from fundamentals to investment
The definitive guide to mortgage-backed securities now revised and updated
The classic and single best resource for understanding and trading mortgage-backed securities has been brought fully up to date with The Handbook of Mortgage-Backed Securities, Fifth Edition, giving you timely insights into everything from fundamentals to investment characteristics of mortgage-backed securities, as well as state-of-the-art strategies for capitalizing on opportunities.
The Handbook's seven sections bring you up to speed on mortgages and pass-through securities; stripped mortgage-backed securities and collateralized mortgage obligations; credit-sensitive mortgage-backed securities; prepayment modeling; valuation techniques, relative value analysis, and portfolio strategies; commercial mortgage-backed securities; and non-U.S. mortgage-backed securities.
This edition is more than just a revised edition – it's practically a new book: twenty-nine of the chapters are either new or have been substantially revised, reflecting the most recent developments in the mortgage-backed securities market, in terms of both product development and financial technology. These entirely new sections give you a seamless transition into the 24-hour, global financial markets of the 21st century.
- McGraw-Hill Companies, The
- Publication date:
- Edition description:
- Older Edition
- Product dimensions:
- 6.38(w) x 9.30(h) x 2.53(d)
Table of ContentsSection I: Mortgages and Pass-Through Securities.Chapter 1: Overview of the Mortgage Market. Chapter 2: Mortgage Pass-Through Securities. Chapter 3: Securities Backed by Adjustable-Rate Mortgages. Chapter 4: Prepayment Penalty Mortgage-Backed Securities. Chapter 5: Trading, Settlement, and Clearing Procedures for Agency MBS. Chapter 6: Building an MBS Index: Conventions and Calculations. Chapter 7: Collateralized Borrowing via Dollar Rolls. Section II: Stripped Mortgage-Backed Securities and Collateralized Mortgage Obligations. Chapter 8: Stripped Mortgage-Backed Securities. Chapter 9: Collateralized Mortgage Obligations. Chapter 10: The Effect of PAC Bond Features on Performance. Chapter 11: Z Bonds. Chapter 12: Companions with Schedules. Chapter 13: Inverse Floating-Rate CMOs. Section III: Credit-Sensitive Mortgage-Backed Securities. Chapter 14: Nonagency CMOs. Chapter 15: Securities Backed by Closed-End Home Equity Loans. (and more...)
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