Handbook of Mortgage Backed Securities / Edition 5

Handbook of Mortgage Backed Securities / Edition 5

by Frank J. Fabozzi, Frank Fabozzi
     
 

ISBN-10: 007135946X

ISBN-13: 9780071359467

Pub. Date: 04/28/2001

Publisher: McGraw-Hill Companies, The

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

Overview

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.

Product Details

ISBN-13:
9780071359467
Publisher:
McGraw-Hill Companies, The
Publication date:
04/28/2001
Edition description:
Older Edition
Pages:
877
Product dimensions:
6.38(w) x 9.30(h) x 2.53(d)

Table of Contents

Section 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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