The Handbook Of Commercial Mortgage Backed Securities

Author : Frank J. Fabozzi,David P. Jacob
Publisher : John Wiley & Sons
Page : 522 pages
File Size : 45,9 Mb
Release : 1998-09-15
Category : Business & Economics
ISBN : 188324949X

Get Book

The Handbook of Commercial Mortgage-Backed Securities by Frank J. Fabozzi,David P. Jacob Pdf

The Handbook of Commercial Mortgage-Backed Securities is a cornerstone reference in this emerging sector of the structured finance market. This Second Edition provides updated coverage of the market, the instruments, the tools used to assess these securities, and tax accounting issues. In addition to an overview of the commercial real estate finance and commercial property markets, this book also covers property-market framework for bond investors, the role of the servicer, an investor's perspective on commercial mortgage-backed coupon strips, defaults on commercial mortgages, assessing credit risk, an options approach to valuation and risk analysis, legal perspectives on disclosure issues, and federal income taxation.

Author : Frank J. Fabozzi
Publisher : John Wiley & Sons
Page : 276 pages
File Size : 50,6 Mb
Release : 2000-12-15
Category : Business & Economics
ISBN : 1883249880

Get Book

Investing in Commercial Mortgage-Backed Securities by Frank J. Fabozzi Pdf

Commercial mortgage-backed securities (CMBS)-securitizations of mortgage loans backed by commercial real estate-have become compelling devices for fixed income investing. This title, edited by renowned financial expert Frank Fabozzi, describes the structure, valuation, and performance of CMBS, illustrates an empirical framework for estimating CMBS defaults, instructs how to value prepayment and credit risks of CMBS, and more.

Author : Frank J. Fabozzi,Chuck Ramsey,Michael Marz
Publisher : John Wiley & Sons
Page : 532 pages
File Size : 42,7 Mb
Release : 2000-02-15
Category : Business & Economics
ISBN : 1883249686

Get Book

The Handbook of Nonagency Mortgage-Backed Securities by Frank J. Fabozzi,Chuck Ramsey,Michael Marz Pdf

Frank Fabozzi and Chuck Ramsey update their treatise on nonagency mortgage backed securities in this third edition of The Handbook of Nonagency Mortgage Backed Securities. Focused on an important investing area that continues to grow, this book provides comprehensive coverage of all aspects of this specialized market sector, including the mortgage-related asset-backed securities market and commercial mortgage-backed securities. There is information on raw products, such as jumbo loans, alternative A mortgages, and 125 LTV mortgages, as well as structured products, analytical techniques, prepayment characteristics, and credit issues. This fast-growing segment also includes nonagency pass through, nonagency collateralized mortgage obligations, home loan equity-backed securities, and manufacture housing loan backed securities.

Author : Frank Fabozzi,Frank J. Fabozzi
Publisher : McGraw Hill Professional
Page : 18 pages
File Size : 42,5 Mb
Release : 2005-04-15
Category : Business & Economics
ISBN : 9780071715270

Get Book

The Handbook of Fixed Income Securities, Chapter 27 - Commercial Mortgage-Backed Securities by Frank Fabozzi,Frank J. Fabozzi Pdf

From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. This comprehensive survey of current knowledge features contributions from leading academics and practitioners and is not equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh edition gives you the facts and formulas you need to compete in today's transformed marketplace. It places increased emphasis on applications, electronic trading, and global portfolio management.

Author : Frank J. Fabozzi
Publisher : McGraw Hill Professional
Page : 912 pages
File Size : 45,7 Mb
Release : 2001-05-14
Category : Business & Economics
ISBN : 0071663231

Get Book

Handbook of Mortgage Backed Securities by Frank J. Fabozzi Pdf

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.

Author : Frank J. Fabozzi
Publisher : McGraw Hill Professional
Page : 1270 pages
File Size : 55,5 Mb
Release : 2005-12-30
Category : Business & Economics
ISBN : 9780071476836

Get Book

The Handbook of Mortgage-Backed Securities by Frank J. Fabozzi Pdf

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.

Author : Frank J. Fabozzi
Publisher : John Wiley & Sons
Page : 268 pages
File Size : 52,8 Mb
Release : 1998-06-20
Category : Business & Economics
ISBN : 1883249457

Get Book

Trends in Commercial Mortgage-Backed Securities by Frank J. Fabozzi Pdf

Mortgage-backed securities are becoming an increasingly popular tool for constructing a solid portfolio in today's turbulent market. Frank Fabozzi leads more than a dozen experts in examining all the latest trends of this investment strategy, providing in-depth insight and explaining key areas of the commercial mortgage-backed securities landscape. Topics covered include measuring risks in the whole-loan commercial market, multi-family mortgage-backed securities, and B Pieces. Following on the heels of Advances in Mortgage-Backed Securities and The Handbook of Commercial Mortgage-Backed Securities, Trends in Commercial Mortgage-Backed Securities further demonstrates editor Fabozzi's authority in the subject.

Author : Frank J. Fabozzi
Publisher : Oxford University Press
Page : 831 pages
File Size : 47,8 Mb
Release : 2016
Category : Business & Economics
ISBN : 9780198785774

Get Book

The Handbook of Mortgage-backed Securities by Frank J. Fabozzi Pdf

Previous edition: New York: McGraw-Hill, 2006.

Author : Frank J. Fabozzi
Publisher : Oxford University Press
Page : 864 pages
File Size : 51,7 Mb
Release : 2016-09-01
Category : Business & Economics
ISBN : 9780191088780

Get Book

The Handbook of Mortgage-Backed Securities, 7th Edition by Frank J. Fabozzi Pdf

This edition of The Handbook of Mortgage-Backed Securities, the first revision following the subprime mortgage crisis, is designed to provide not only the fundamentals of these securities and the investment characteristics that make them attractive to a broad range of investors, but also extensive coverage on the state-of-the-art strategies for capitalizing on the opportunities in this market. The book is intended for both the individual investor and the professional manager. The volume includes contributions from a wide range of experts most of whom have been actively involved in the evolution of the mortgage-backed securities market.

Author : Jess Lederman
Publisher : Prentice Hall
Page : 582 pages
File Size : 48,9 Mb
Release : 1990
Category : Business & Economics
ISBN : STANFORD:36105060045627

Get Book

The Handbook of Asset-backed Securities by Jess Lederman Pdf

Author : Charles Austin Stone,Anne Zissu
Publisher : John Wiley & Sons
Page : 469 pages
File Size : 44,8 Mb
Release : 2012-09-25
Category : Business & Economics
ISBN : 9781118006740

Get Book

The Securitization Markets Handbook by Charles Austin Stone,Anne Zissu Pdf

A comprehensive guide to the continuously evolving world of securitization The Second Edition of The Securitization Markets Handbook is a valuable resource for both experienced money managers trying to put a securitization strategy into place as well as newcomers looking to acquire a broad and strong foundation in this discipline. This edition takes a close look at the pre- and post-crash mortgage market and the mortgage-backed securities based on those mortgages, as well as other asset-backed securities including commercial paper or credit cards. The crash of the subprime market and the failure of the asset-backed markets offer an opportunity to learn about banking finance, specifically off-balance sheet finance, and the many costly mistakes that resulted in one of the most severe downturns in financial markets. With this book, you'll discover why certain mortgage and asset-backed securities imploded and others didn't. This new edition examines why the market failed and how the next crisis can be averted or made less severe. It also explains why securitization remains a primary source of capital for the mortgage market, credit card market, home equity market, auto loan market, and segments of the commercial paper market. Offers an informed overview of how the securitization market works, how to make money in it, and what's next for asset- and mortgage-backed securities after the crisis Contains new chapters on CDOs and SIVs, along with a history of the growth and crash of the subprime market, asset-backed securities, and home equity lines of credit Written by securitization experts Charles Stone and Anne Zissu Updated to reflect the current market environment, the Second Edition of The Securitization Markets Handbook offers clear, comprehensive guidance to these complex markets.

Author : Frank Fabozzi
Publisher : McGraw Hill Professional
Page : 31 pages
File Size : 50,7 Mb
Release : 2005-04-15
Category : Business & Economics
ISBN : 9780071716390

Get Book

The Handbook of Fixed Income Securities, Chapter 1 - Overview of the Types and Features of Fixed Income Securities by Frank Fabozzi Pdf

From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. This comprehensive survey of current knowledge features contributions from leading academics and practitioners and is not equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh edition gives you the facts and formulas you need to compete in today's transformed marketplace. It places increased emphasis on applications, electronic trading, and global portfolio management.

Author : Richard K. Green
Publisher : Academic Press
Page : 249 pages
File Size : 51,9 Mb
Release : 2013-11-21
Category : Business & Economics
ISBN : 9780124045934

Get Book

Introduction to Mortgages and Mortgage Backed Securities by Richard K. Green Pdf

In Introduction to Mortgages & Mortgage Backed Securities, author Richard Green combines current practices in real estate capital markets with financial theory so readers can make intelligent business decisions. After a behavioral economics chapter on the nature of real estate decisions, he explores mortgage products, processes, derivatives, and international practices. By focusing on debt, his book presents a different view of the mortgage market than is commonly available, and his primer on fixed-income tools and concepts ensures that readers understand the rich content he covers. Including commercial and residential real estate, this book explains how the markets work, why they collapsed in 2008, and what countries are doing to protect themselves from future bubbles. Green's expertise illuminates both the fundamentals of mortgage analysis and the international paradigms of products, models, and regulatory environments. Written for buyers of real estate, not mortgage lenders Balances theory with increasingly complex practices of commercial and residential mortgage lending Emphasizes international practices, changes caused by the 2008-11 financial crisis, and the behavioral aspects of mortgage decision making

Author : Frank J. Fabozzi
Publisher : Irwin Professional Publishing
Page : 656 pages
File Size : 55,8 Mb
Release : 1985
Category : Business & Economics
ISBN : IND:39000008208162

Get Book

The Handbook of Mortgage-backed Securities by Frank J. Fabozzi Pdf

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.

Author : Anonim
Publisher : Unknown
Page : 836 pages
File Size : 50,5 Mb
Release : 2006
Category : Mortgage-backed securities
ISBN : STANFORD:36105064127991

Get Book

Mortgage-backed Securities by Anonim Pdf