The Handbook of Mortgage-backed Securities

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Author :
Publisher : Oxford University Press
ISBN 13 : 0198785771
Total Pages : 831 pages
Book Rating : 4.1/5 (987 download)

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Book Synopsis The Handbook of Mortgage-backed Securities by : Frank J. Fabozzi

Download or read book The Handbook of Mortgage-backed Securities written by Frank J. Fabozzi and published by Oxford University Press. This book was released on 2016 with total page 831 pages. Available in PDF, EPUB and Kindle. Book excerpt: Previous edition: New York: McGraw-Hill, 2006.

The Handbook of Mortgage-Backed Securities, 7th Edition

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Author :
Publisher : Oxford University Press
ISBN 13 : 0191088781
Total Pages : 864 pages
Book Rating : 4.1/5 (91 download)

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

Download or read book The Handbook of Mortgage-Backed Securities, 7th Edition written by Frank J. Fabozzi and published by Oxford University Press. This book was released on 2016-09-01 with total page 864 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

The Handbook of Mortgage-Backed Securities

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Author :
Publisher : McGraw-Hill Education
ISBN 13 : 9780071460743
Total Pages : 0 pages
Book Rating : 4.4/5 (67 download)

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Book Synopsis The Handbook of Mortgage-Backed Securities by : Frank J. Fabozzi

Download or read book The Handbook of Mortgage-Backed Securities written by Frank J. Fabozzi and published by McGraw-Hill Education. This book was released on 2006-01-11 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Handbook of Mortgage Backed Securities

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Author :
Publisher : McGraw Hill Professional
ISBN 13 : 9780071663236
Total Pages : 912 pages
Book Rating : 4.6/5 (632 download)

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Book Synopsis Handbook of Mortgage Backed Securities by : Frank J. Fabozzi

Download or read book Handbook of Mortgage Backed Securities written by Frank J. Fabozzi and published by McGraw Hill Professional. This book was released on 2001-05-14 with total page 912 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

The Handbook of Mortgage-backed Securities

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Author :
Publisher : Irwin Professional Publishing
ISBN 13 :
Total Pages : 656 pages
Book Rating : 4.3/5 (9 download)

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Book Synopsis The Handbook of Mortgage-backed Securities by : Frank J. Fabozzi

Download or read book The Handbook of Mortgage-backed Securities written by Frank J. Fabozzi and published by Irwin Professional Publishing. This book was released on 1985 with total page 656 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

The Handbook of Nonagency Mortgage-Backed Securities

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Author :
Publisher : John Wiley & Sons
ISBN 13 : 9781883249687
Total Pages : 532 pages
Book Rating : 4.2/5 (496 download)

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Book Synopsis The Handbook of Nonagency Mortgage-Backed Securities by : Frank J. Fabozzi

Download or read book The Handbook of Nonagency Mortgage-Backed Securities written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 2000-02-15 with total page 532 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Mortgage-Backed Securities

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Author :
Publisher : John Wiley & Sons
ISBN 13 : 1118149297
Total Pages : 358 pages
Book Rating : 4.1/5 (181 download)

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Book Synopsis Mortgage-Backed Securities by : Frank J. Fabozzi

Download or read book Mortgage-Backed Securities written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 2011-08-31 with total page 358 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Salomon Smith Barney Guide to Mortgage-Backed and Asset-Backed Securities

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Author :
Publisher : John Wiley & Sons
ISBN 13 : 9780471385875
Total Pages : 896 pages
Book Rating : 4.3/5 (858 download)

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Book Synopsis Salomon Smith Barney Guide to Mortgage-Backed and Asset-Backed Securities by : Lakhbir Hayre

Download or read book Salomon Smith Barney Guide to Mortgage-Backed and Asset-Backed Securities written by Lakhbir Hayre and published by John Wiley & Sons. This book was released on 2001-05-07 with total page 896 pages. Available in PDF, EPUB and Kindle. Book excerpt: Der Markt für hypothekarisch gedeckte und forderungsbesicherte Wertpapiere ist seit 1980 von etwa 1 Milliarde US Dollar auf über 2,5 Billionen US Dollar angestiegen. Der "Salomon Smith Barney Guide to Mortgaged-Backed and Asset-Backed Securities" trägt dieser Entwicklung Rechnung. Autor Lakhbir Hayre, Mitarbeiter von Salomon Smith Barney, New York, erläutert dieses Thema anhand von unternehmeninternem Material anschaulich, zusammenhängend, praxisnah und umfassend. Dieses Buch ist nicht nur ein nützlicher Leitfaden für die Praxis, sondern auch ein ideales Übungsbuch und Nachschlagewerk für alle Investmentprofis, institutionelle Anleger und Anleger in Pensionsfonds und Hedge Funds.

The Handbook of Commercial Mortgage-Backed Securities

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Author :
Publisher : John Wiley & Sons
ISBN 13 : 9781883249496
Total Pages : 522 pages
Book Rating : 4.2/5 (494 download)

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Book Synopsis The Handbook of Commercial Mortgage-Backed Securities by : Frank J. Fabozzi

Download or read book The Handbook of Commercial Mortgage-Backed Securities written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 1998-09-15 with total page 522 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

The Handbook of Fixed Income Securities, Chapter 1 - Overview of the Types and Features of Fixed Income Securities

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Author :
Publisher : McGraw Hill Professional
ISBN 13 : 0071716394
Total Pages : 31 pages
Book Rating : 4.0/5 (717 download)

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

Download or read book The Handbook of Fixed Income Securities, Chapter 1 - Overview of the Types and Features of Fixed Income Securities written by Frank Fabozzi and published by McGraw Hill Professional. This book was released on 2005-04-15 with total page 31 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

The Handbook of Mortgage-Backed Securities, 7th Edition

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Author :
Publisher : Oxford University Press
ISBN 13 : 0191088773
Total Pages : 864 pages
Book Rating : 4.1/5 (91 download)

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

Download or read book The Handbook of Mortgage-Backed Securities, 7th Edition written by Frank J. Fabozzi and published by Oxford University Press. This book was released on 2016-08-11 with total page 864 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

The Handbook of Fixed Income Securities, Ninth Edition

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Author :
Publisher : McGraw Hill Professional
ISBN 13 : 1260473902
Total Pages : 1840 pages
Book Rating : 4.2/5 (64 download)

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Book Synopsis The Handbook of Fixed Income Securities, Ninth Edition by : Frank J. Fabozzi

Download or read book The Handbook of Fixed Income Securities, Ninth Edition written by Frank J. Fabozzi and published by McGraw Hill Professional. This book was released on 2021-07-09 with total page 1840 pages. Available in PDF, EPUB and Kindle. Book excerpt: The definitive guide to fixed income securities―updated and revised with everything you need to succeed in today’s market The Handbook of Fixed Income Securities has been the most trusted resource for fixed income investing for decades, providing everything sophisticated investors need to analyze, value, and manage fixed income instruments and their derivatives. But this market has changed dramatically since the last edition was published, so the author has revised and updated his classic guide to put you ahead of the curve. With chapters written by the leading experts in their fields, The Handbook of Fixed Income Securities, Ninth Edition provides expert discussions about: Basics of Fixed Income Analytics Treasuries, Agency, Municipal, and Corporate Bonds Mortgage-Backed and Asset-Backed Securities The Yield Curve and the Term Structure Valuation and Relative Value Credit Analysis Portfolio Management and Strategies Derivative Instruments and their Applications Performance Attribution Analysis The Handbook of Fixed Income Securities is the most inclusive, up-to-date source available for fixed income facts and analyses. Its invaluable perspective and insights will help you enhance investment returns and avoid poor performance in the fixed income market.

Investing in Mortgage-Backed and Asset-Backed Securities

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Author :
Publisher : John Wiley & Sons
ISBN 13 : 1119221501
Total Pages : 532 pages
Book Rating : 4.1/5 (192 download)

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Book Synopsis Investing in Mortgage-Backed and Asset-Backed Securities by : Glenn M. Schultz

Download or read book Investing in Mortgage-Backed and Asset-Backed Securities written by Glenn M. Schultz and published by John Wiley & Sons. This book was released on 2016-01-19 with total page 532 pages. Available in PDF, EPUB and Kindle. Book excerpt: A complete guide to investing in and managing a portfolio of mortgage- and asset-backed securities Mortgage- and asset-backed securities are not as complex as they might seem. In fact, all of the information, financial models, and software needed to successfully invest in and manage a portfolio of these securities are available to the investment professional through open source software. Investing in Mortgage and Asset-Backed Securities + Website shows you how to achieve this goal. The book draws entirely on publicly available data and open source software to construct a complete analytic framework for investing in these securities. The analytic models used throughout the book either exist in the quantlib library, as an R package, or are programmed in R and incorporated into the analytic framework used. Examines the valuation of fixed-income securities—metrics, valuation framework, and return analysis Covers residential mortgage-backed securities—security cash flow, mortgage dollar roll, adjustable rate mortgages, and private label MBS Discusses prepayment modeling and the valuation of mortgage credit Presents mortgage-backed securities valuation techniques—pass-through valuation and interest rate models Engaging and informative, this book skillfully shows you how to build, rather than buy, models and proprietary analytical platforms that will allow you to invest in mortgage- and asset-backed securities.

The Handbook of Fixed Income Securities, Chapter 27 - Commercial Mortgage-Backed Securities

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Author :
Publisher : McGraw Hill Professional
ISBN 13 : 0071715274
Total Pages : 18 pages
Book Rating : 4.0/5 (717 download)

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Book Synopsis The Handbook of Fixed Income Securities, Chapter 27 - Commercial Mortgage-Backed Securities by : Frank Fabozzi

Download or read book The Handbook of Fixed Income Securities, Chapter 27 - Commercial Mortgage-Backed Securities written by Frank Fabozzi and published by McGraw Hill Professional. This book was released on 2005-04-15 with total page 18 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

The Handbook of Fixed Income Securities, Chapter 23 - Agency Mortgage-Backed Securities

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Author :
Publisher : McGraw Hill Professional
ISBN 13 : 0071718192
Total Pages : 31 pages
Book Rating : 4.0/5 (717 download)

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Book Synopsis The Handbook of Fixed Income Securities, Chapter 23 - Agency Mortgage-Backed Securities by : Frank Fabozzi

Download or read book The Handbook of Fixed Income Securities, Chapter 23 - Agency Mortgage-Backed Securities written by Frank Fabozzi and published by McGraw Hill Professional. This book was released on 2005-04-15 with total page 31 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Quantitative Management of Bond Portfolios

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Author :
Publisher : Princeton University Press
ISBN 13 : 0691210616
Total Pages : 1000 pages
Book Rating : 4.6/5 (912 download)

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Book Synopsis Quantitative Management of Bond Portfolios by : Lev Dynkin

Download or read book Quantitative Management of Bond Portfolios written by Lev Dynkin and published by Princeton University Press. This book was released on 2020-05-26 with total page 1000 pages. Available in PDF, EPUB and Kindle. Book excerpt: The practice of institutional bond portfolio management has changed markedly since the late 1980s in response to new financial instruments, investment methodologies, and improved analytics. Investors are looking for a more disciplined, quantitative approach to asset management. Here, five top authorities from a leading Wall Street firm provide practical solutions and feasible methodologies based on investor inquiries. While taking a quantitative approach, they avoid complex mathematical derivations, making the book accessible to a wide audience, including portfolio managers, plan sponsors, research analysts, risk managers, academics, students, and anyone interested in bond portfolio management. The book covers a range of subjects of concern to fixed-income portfolio managers--investment style, benchmark replication and customization, managing credit and mortgage portfolios, managing central bank reserves, risk optimization, and performance attribution. The first part contains empirical studies of security selection versus asset allocation, index replication with derivatives and bonds, optimal portfolio diversification, and long-horizon performance of assets. The second part covers portfolio management tools for risk budgeting, bottom-up risk modeling, performance attribution, innovative measures of risk sensitivities, and hedging risk exposures. A first-of-its-kind publication from a team of practitioners at the front lines of financial thinking, this book presents a winning combination of mathematical models, intuitive examples, and clear language.

Duration, Convexity, and Other Bond Risk Measures

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Author :
Publisher : John Wiley & Sons
ISBN 13 : 9781883249632
Total Pages : 270 pages
Book Rating : 4.2/5 (496 download)

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Book Synopsis Duration, Convexity, and Other Bond Risk Measures by : Frank J. Fabozzi

Download or read book Duration, Convexity, and Other Bond Risk Measures written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 1999-05-15 with total page 270 pages. Available in PDF, EPUB and Kindle. Book excerpt: Duration, Convexity and other Bond Risk Measures offers the most comprehensive coverage of bond risk measures available. Financial expert Frank Fabozzi walks you through every aspect of bond risk measures from the price volatility characteristics of option-free bonds and bonds with embedded options to the proper method for calculating duration and convexity. Whether you're a novice trader or experienced money manager, if you need to understand the interest rate risk of a portfolio Duration, Convexity and other Bond Risk Measures is the only book you'll need.