The Handbook Of Mortgage-Backed Securities, 7Th Edition - Fabozzi Frank J. (Curatore) | Libro Oxford University Press 08/2016 - HOEPLI.it


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fabozzi frank j. (curatore) - the handbook of mortgage-backed securities, 7th edition

The Handbook of Mortgage-Backed Securities, 7th Edition




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Dettagli

Genere:Libro
Lingua: Inglese
Pubblicazione: 08/2016
Edizione: 7° edizione





Note Editore

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.




Sommario

1 - Mortgage Loans to Mortgage-Backed Securities
2 - Understanding the Prospectus and Prospectus Supplement for Mortgage-Backed Securities
3 - Cash Flow Mathematics For Agency Mortgage-Backed Securities
4 - New Regulations for Securitizations and Asset-Backed Securities
5 - Impact of the Credit Crisis on Mortgage-Backed Securities
6 - Agency Mortgage Passthrough Securities
7 - Hybrid ARMs
8 - Customized Mortgage-Backed Securities
9 - Single Family Rental Deals
10 - GSE Credit Risk Transfer Deals
11 - Agency Mortgage-Backed Securities: Performance, Valuation and Risk Premium Comparatives
12 - Agency Collateralized Mortgage Obligations
13 - Agency Planned Amortization Class Bonds
14 - Accrual Bonds/Z Bonds
15 - Support Bonds with Schedules
16 - Floating Rate Mortgage Securities
17 - Inverse Floating-Rate CMOs
18 - Stripped Mortgage-Backed Securities
19 - Lessons of the Financial Crisis for Private-Label MBS
20 - Credit Enhancement
21 - Introduction to Covered Bonds
22 - Agency Commercial Mortgage Securities
23 - CMBS Collateral Performance: Measures and Valuations
24 - Valuation of Agency Mortgage-Backed Securities
25 - Modeling Prepayments and Defaults for MBS Valuation
26 - Contemporary Challenges in Loan-Level Prepayment Modeling
27 - Issues and Challenges in Non-Agency Mortgage Securitizations
28 - Residential Mortgage Defaults, Foreclosures and Modifications
29 - Managing against the Barclays MBS Index: Prices and Returns
30 - MBS Index Replication with TBAs
31 - Alternative Methods for Estimating Duration for Mortgage-Backed Securities
32 - Hedging Agency Mortgage-Related Securities
33 - Dollar Rolls
34 - Credit Derivatives and Mortgage-Backed Securities
35 - A Framework for Determining Relative Value in the Agency MBS Market




Autore

Frank J. Fabozzi is editor of the Journal of Portfolio Management, Professor of Finance at EDHEC Business School, and a Senior Scientific Adviser at EDHEC-Risk Institute. A CFA holder, Professor Fabozzi is a trustee for the BlackRock closed-end fund complex. He received the CFA Institute's 'C. Stewart Sheppard Award' in 2007, as well as the 'James R. Vertin Award' in 2015. He was inducted into the Fixed Income Analysts Society Hall of Fame in November 2002. He has authored and edited numerous books in fixed income analysis and portfolio management.







Altre Informazioni

ISBN:

9780198785774

Condizione: Nuovo
Dimensioni: 246 x 46.5 x 187 mm Ø 1558 gr
Formato: Copertina rigida
Illustration Notes:Figures and Tables
Pagine Arabe: 832






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