The Handbook Of Nonagency Mortgage Backed Securities

Author : Frank J. Fabozzi,Chuck Ramsey,Michael Marz
Publisher : John Wiley & Sons
Page : 532 pages
File Size : 55,6 Mb
Release : 2000-02-15
Category : Business & Economics
ISBN : 1883249686

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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 J. Fabozzi
Publisher : Oxford University Press
Page : 831 pages
File Size : 51,6 Mb
Release : 2016
Category : Business & Economics
ISBN : 9780198785774

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

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

Author : Frank J. Fabozzi
Publisher : McGraw-Hill Companies
Page : 0 pages
File Size : 50,8 Mb
Release : 2001
Category : Mortgage bonds
ISBN : 007135946X

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

The classic -- and single best -- resource for understanding and trading mortgage-backed securities has been brought fully up to date with The Handbookof 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 ofboth 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 : Oxford University Press
Page : 864 pages
File Size : 54,7 Mb
Release : 2016-09-01
Category : Business & Economics
ISBN : 9780191088780

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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 : Frank J. Fabozzi,Anand K. Bhattacharya,William S. Berliner
Publisher : John Wiley & Sons
Page : 358 pages
File Size : 49,9 Mb
Release : 2011-08-31
Category : Business & Economics
ISBN : 9781118149294

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Mortgage-Backed Securities by Frank J. Fabozzi,Anand K. Bhattacharya,William S. Berliner Pdf

An up-to-date look at the latest innovations in mortgage-backed securities Since the last edition of Mortgage-Backed Securities was published over three years ago, much has changed in the structured credit market. Frank Fabozzi, Anand Bhattacharya, and William Berliner all have many years of experience working in the fixed-income securitization markets, and have witnessed many cycles of change in the mortgage and MBS sectors. And now, with the Second Edition of Mortgage-Backed Securities, they share their knowledge on many of the products and structuring innovations that have taken place since the financial crisis and fiscal reform. Written in a straightforward and accessible style, and containing numerous illustrations, this timely guide skillfully addresses the investment characteristics, creation, and analysis of mortgage-backed securities. Each chapter contains cutting-edge concepts that you'll need to understand in order to thrive within this arena. Discusses the dynamic interaction between the mortgage industry, home prices, and credit performance Addresses revised valuation techniques in which all non-agency MBS must be treated as credit pieces Examines the shift in this marketplace since the crisis and the impact on industry and investors Filled with in-depth insights and expert advice, Mortgage-Backed Securities, Second Edition offers you a realistic assessment of this field and outlines the products, structures, and analytical techniques you need to know about in this evolving arena.

Author : Frank J. Fabozzi,David P. Jacob
Publisher : John Wiley & Sons
Page : 522 pages
File Size : 50,7 Mb
Release : 1998-09-15
Category : Business & Economics
ISBN : 188324949X

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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 : Jess Lederman
Publisher : Prentice Hall
Page : 582 pages
File Size : 47,7 Mb
Release : 1990
Category : Business & Economics
ISBN : STANFORD:36105060045627

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The Handbook of Asset-backed Securities by Jess Lederman Pdf

Author : Charles Austin Stone,Anne Zissu
Publisher : John Wiley & Sons
Page : 333 pages
File Size : 42,5 Mb
Release : 2010-05-18
Category : Business & Economics
ISBN : 9780470882832

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

In this long-awaited handbook, noted experts Charles Stone and Anne Zissu provide an enlightening overview of how securitization works and explain how future cash flows from various asset classes—from credit card receipts to mortgage payments—can be packaged into bond-like products and sold to investors. Once a marginal source of funds, securitization is now an essential corporate funding technique widely adopted by financial and industrial companies throughout the world to finance both working capital and capital budgets. It is also used as a risk-management tool and a source of liquidity. Securitization has been adapted to fund corporate acquisitions, to capitalize future streams of revenue, and to liquidate pools of nonperforming loans. With examples from companies such as GE Capital, Ford Motor Credit, Countrywide Home Loans, and D&K Healthcare, The Securitization Markets Handbook provides descriptions of all major classes of asset-backed securities and offers a practice-oriented commentary on trends in securitization and the value of asset- and mortgage-backed securities across industries and throughout the global markets. The authors approach the topic from both sides of the market: the supply side, where assets are securitized and mortgage- and asset-backed securities are issued, and the demand side, where investors choose which classes of mortgage and asset-backed securities will enhance their portfolios or serve as efficient hedges. The book’s detailed explanations and practical examples make it a valuable guide both for experienced money managers trying to put a securitization strategy into place and for those new to securitization looking to acquire a broad and strong foundation in the subject.

Author : Frank J. Fabozzi
Publisher : Irwin Professional Publishing
Page : 656 pages
File Size : 47,5 Mb
Release : 1985
Category : Business & Economics
ISBN : IND:39000008208162

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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 Fabozzi,Frank J. Fabozzi
Publisher : McGraw Hill Professional
Page : 18 pages
File Size : 53,9 Mb
Release : 2005-04-15
Category : Business & Economics
ISBN : 9780071715270

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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 : 54,9 Mb
Release : 2001-05-14
Category : Business & Economics
ISBN : 0071663231

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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 Fabozzi,Frank J. Fabozzi
Publisher : McGraw Hill Professional
Page : 31 pages
File Size : 48,5 Mb
Release : 2005-04-15
Category : Business & Economics
ISBN : 9780071718196

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The Handbook of Fixed Income Securities, Chapter 23 - Agency 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 Fabozzi,Frank J. Fabozzi
Publisher : McGraw Hill Professional
Page : 27 pages
File Size : 42,7 Mb
Release : 2005-04-15
Category : Business & Economics
ISBN : 9780071715348

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The Handbook of Fixed Income Securities, Chapter 38 - Valuation of 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 : Arnaud de Servigny,Norbert Jobst
Publisher : McGraw Hill Professional
Page : 54 pages
File Size : 55,9 Mb
Release : 2007-01-22
Category : Business & Economics
ISBN : 9780071715799

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The Handbook of Structured Finance, Chapter 12 - Residential Mortgage-Backed Securities by Arnaud de Servigny,Norbert Jobst Pdf

This chapter comes from the book The Handbook of Structured Finance, a complete guide to the major issues facing investors in the structured finance market. Comprehensive and accessible, it provides the latest techniques for measuring and managing risk, finding optimum pricing, and taking advantage of leverage and market incompleteness, as well as models for debt and equity modeling.

Author : Frank J. Fabozzi,Chuck Ramsey
Publisher : John Wiley & Sons
Page : 272 pages
File Size : 48,5 Mb
Release : 1999-07-15
Category : Business & Economics
ISBN : 1883249627

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Collateralized Mortgage Obligations by Frank J. Fabozzi,Chuck Ramsey Pdf

Financial experts Chuck Ramsey and Frank Ramirez join Frank Fabozzi for the third edition of Collateralized Mortgage Obligations: Structure & Analysis. Because of the complexity and the risk associated with CMOs, portfolio managers need specific keys to understand and unlock the potential of these unique investment tools. Fabozzi and company provide this understanding with detailed explanations of all aspects of CMOs, including factors affecting prepayment behavior; whole loan CMO structures; and accounting for CMO investments. Filled with relevant examples and in-depth discussions, Collateralized Mortgage Obligations: Structure & Analysis sheds light on this somewhat controversial and highly technical subject-which is one of the fastest-growing sectors of the fixed-income securities market.