Trends In Commercial Mortgage Backed Securities

Author : Frank J. Fabozzi
Publisher : John Wiley & Sons
Page : 268 pages
File Size : 49,8 Mb
Release : 1998-06-20
Category : Business & Economics
ISBN : 1883249457

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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 : Insight Information Inc
Publisher : Unknown
Page : 312 pages
File Size : 55,9 Mb
Release : 2002
Category : Commercial loans
ISBN : 1552643123

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Commercial Mortgage Backed Securities, Canada 2001 : Analysis of Market Trends and Strategies by Insight Information Inc Pdf

Author : Frank J. Fabozzi,David P. Jacob
Publisher : John Wiley & Sons
Page : 522 pages
File Size : 47,9 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 : Frank J. Fabozzi
Publisher : John Wiley & Sons
Page : 276 pages
File Size : 43,5 Mb
Release : 2000-12-15
Category : Business & Economics
ISBN : 1883249880

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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 : Anonim
Publisher : Unknown
Page : 900 pages
File Size : 48,5 Mb
Release : 2001
Category : Mortgage-backed securities
ISBN : STANFORD:36105060232845

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Mortgage-backed Securities by Anonim Pdf

Author : Kenneth G. Lore
Publisher : Unknown
Page : 884 pages
File Size : 40,7 Mb
Release : 1986
Category : Secondary mortgage market
ISBN : UOM:35128000919785

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Mortgage-backed Securities by Kenneth G. Lore Pdf

Author : Anand K. Bhattacharya,Frank J. Fabozzi
Publisher : John Wiley & Sons
Page : 436 pages
File Size : 49,7 Mb
Release : 1996-09-15
Category : Business & Economics
ISBN : 1883249104

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Asset-Backed Securities by Anand K. Bhattacharya,Frank J. Fabozzi Pdf

Asset-Backed Securities provides comprehensive coverage of the major asset-backed securities, structuring issues, and relative value analysis from the leading experts in the field. Comprehensive coverage includes the expanding frontiers of asset securitization, introduction to ABS accounting, trends in the structuring of ABSs, and prepayment nomenclature in the ABS market.

Author : Frank Fabozzi,Frank J. Fabozzi
Publisher : McGraw Hill Professional
Page : 18 pages
File Size : 40,9 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 : Charles Austin Stone,Anne Zissu
Publisher : John Wiley & Sons
Page : 333 pages
File Size : 50,5 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 : McGraw Hill Professional
Page : 912 pages
File Size : 54,7 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 : Kenneth G. Lore,Cowan, Cameron L.
Publisher : Unknown
Page : 128 pages
File Size : 53,9 Mb
Release : 1997
Category : Mortgage-backed securities
ISBN : 083661125X

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Mortgage-backed Securities by Kenneth G. Lore,Cowan, Cameron L. Pdf

Author : Frank J. Fabozzi,Anand K. Bhattacharya,William S. Berliner
Publisher : John Wiley & Sons
Page : 302 pages
File Size : 49,7 Mb
Release : 2010-12-30
Category : Business & Economics
ISBN : 9781118044711

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

An in-depth look at the latest innovations in mortgage-backed securities The largest sector of the fixed-income market is the mortgage market. Understanding this market is critical for portfolio managers, as well as issuers who must be familiar with how these securities are structured. Mortgage-Backed Securities is a timely guide to the investment characteristics, creation, and analysis of residential real estate-backed securities. Each chapter contains cutting-edge information for investors, traders, and other professionals involved in this market, including discussions of structuring mortgage products-such as agency CMOs and new types of mortgages-and an in-depth explanation of the concept of option-adjusted spreads and other analytical concepts used to assess relative value.

Author : Frank J. Fabozzi,John N. Dunlevy
Publisher : John Wiley & Sons
Page : 190 pages
File Size : 40,8 Mb
Release : 2001-07-02
Category : Business & Economics
ISBN : 1883249961

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Real Estate-Backed Securities by Frank J. Fabozzi,John N. Dunlevy Pdf

Real Estate-Backed Securities provides today's most concise yet comprehensive understanding of passive real estate investing. Issues discussed include agency passthrough securities and mortgage strips, agency collateralized mortgage obligations, nonagency residential MBS, commercial mortgage-backed securities, and more.

Author : Frank J. Fabozzi,Chuck Ramsey,Michael Marz
Publisher : John Wiley & Sons
Page : 532 pages
File Size : 51,8 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 : John Wiley & Sons
Page : 340 pages
File Size : 45,5 Mb
Release : 1999-01-15
Category : Business & Economics
ISBN : 188324952X

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Advances in the Valuation and Management of Mortgage-Backed Securities by Frank J. Fabozzi Pdf

Advances in the Valuation and Management of Mortgage-Backed Securities details the latest developments for valuing mortgage-backed securities and measuring and controlling the interest rate risk of these securities. Complete coverage includes: decomposition of mortgage spreads, MBS index replication strategies and market neutral strategies, Monte Carlo/OAS methodology, valuation of inverse floaters and ARMs, relative value analysis, and hedging mortgage instruments against level risk and yield curve risk.