The Handbook of Mortgage-Backed Securities

Hardcover | September 17, 2016

EditorFrank J. Fabozzi

not yet rated|write a review
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 alsoextensive 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 inthe evolution of the mortgage-backed securities market.

Pricing and Purchase Info

$104.95

Ships within 1-2 weeks
Ships free on orders over $25

From the Publisher

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 alsoextensive coverage on the state-of-the-art strate...

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 a...

other books by Frank J. Fabozzi

The Handbook of Fixed Income Securities, Eighth Edition
The Handbook of Fixed Income Securities, Eighth Edition

Hardcover|Jan 6 2012

$118.96 online$164.95list price(save 27%)
Fixed Income Mathematics, 4E: Analytical & Statistical Techniques
Fixed Income Mathematics, 4E: Analytical & Statistical ...

Hardcover|Jan 6 2006

$71.00 online$112.95list price(save 37%)
The Theory and Practice of Investment Management Workbook: Step-by-Step Exercises and Tests to Help…
The Theory and Practice of Investment Management Workbo...

Paperback|Feb 19 2004

$62.44 online$71.99list price(save 13%)
see all books by Frank J. Fabozzi
Format:HardcoverDimensions:848 pages, 9.69 × 6.73 × 0.01 inPublished:September 17, 2016Publisher:Oxford University PressLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:0198785771

ISBN - 13:9780198785774

Look for similar items by category:

Customer Reviews of The Handbook of Mortgage-Backed Securities

Extra Content

Table of Contents

PART ONE: BACKGROUND1. Bill Berliner, Adam Quinones and Anand K. Bhattacharya: Mortgage Loans to Mortgage-Backed Securities2. David M. Lukach,Thomas Knox, Eliza Kwong, and Anoop Lall: Understanding the Prospectus and Prospectus Supplement3. Frank J. Fabozzi: Cash Flow Mathematics For Agency Mortgage-Backed Securities4. Sharon Borwn-Hruska, and Georgi Tsvetkov: New Regulations for Securitizations and Asset-Backed Securities5. Andrew Carron, Anne Gron, and Thomas Schopflocher: Impact of the Credit Crisis on MBS MarketsPART TWO: AGENCY RMBS: BASIC PRODUCTS6. Frank J. Fabozzi, Glenn Schultz, and Linda Lowell: Agency Passthroughs7. Bill Berliner, Anand K. Bhattacharya, and Steve Banerjee: Hybrid ARMs8. Anand K. Bhattacharya, Bill Berliner, and Steve Banerjee: Customized Mortgage-Backed Securities9. Debra Chen: Single Family Rental Deals10. Debra Chen: Agency Credit Risk Sharing Deals11. Philip Obazee and Ion Dan: Agency Mortgage-Backed Securities: Performance, Valuation and Risk Premium ComparativesPART THREE: AGENCY RMBS: MUTLI-CLASS12. Frank J. Fabozzi: Agency CMOs13. William Irving, Linda Lowell, and Frank J. Fabozzi: Agency Planned Amortization Class Bonds14. Glenn Schultz, Linda Lowell, and Frank J. Fabozzi: Accrual Bonds/Z Bonds15. Linda Lowell, Glenn Schultz, and Frank J. Fabozzi: Support Bonds with Schedules16. Airat Chanyshev, Esther Bruegger, and Erin McHugh: Floating Rate Mortgage Securities: CMOs and RMBS17. Cyrus Mohebbi, Raymond Yu, Marc Barakat, and Paula Steisel Goldfarb: Inverse Floating-Rate CMOs18. Cyrus Mohebbi, Gary Li, and Todd White: Stripped Mortgage-Backed SecuritiesPART FOUR: PRIVATE LABEL MBS19. Mark Adelson: Lessons of the Financial Crisis for Private-Label MBS20. Frank J. Fabozzi and Bill Berliner: Credit Enhancement21. Thomas Schopflocher and Jordan Milev: Covered BondsPART FIVE: COMMERCIAL MORTGAGE-BACKED SECURITIES22. Ed Daingerfield: Agency Commercial Mortgage Securities23. Philip O. Obazee and Duane C. Hewlett: CMBS Collateral Performance: Measures and ValuationsPART SIX: VALUATION AND PREPAYMENT MODELING24. Rajashri (Priya) Joshi, Tom Davis, and Bill McCoy,: Valuation of Agency Mortgage-Backed Securities25. Jonathon Weiner: Prepayment Modeling26. Steve Banerjee, Anand K. Bhattacharya and Bill Berliner: Contemporary Challenges in Loan-Level Prepayment Modeling27. Bill Berliner and Anand Bhattacharya: Issues and Challenges in Non-Agency Mortgage Securitizations28. Faten Sabry, Ignacio Franceschelli, and Drew Claxton: Residential Mortgage Defaults, Foreclosures and ModificationsPART SEVEN: PORTFOLIO MANAGEMENT TOOLS AND TECHNIQUES29. Eric M. Wang and Bruce D. Phelps: Managing Against the Barclays Capital MBS Index: MBS Index Prices30. Nikki Stefanelli and Bruce D. Phelps: MBS Index Replication with TBAs31. Frank J. Fabozzi: Alternative Methods for Estimating Duration for Mortgage-Backed Securities32. Brett R. Dunn. Kenneth B. Dunn, Frank J. Fabozzi, and Roberto Sella: Hedging Agency Mortgage-Related Securities33. Bill Berliner and Anand Bhattacharaya: Dollar Rolls34. Chu Okongwu, Tim McKenna, Oksana Kitaychik, and Giulio Renzi Ricci: Credit Derivatives and MBS35. Mark Fontanilla: A Framework for Determining Relative Value in the Agency MBS Market