Mortgage backed securities: Products structuring and analytical techniques (Record no. 92949)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01779nam a2200157Ia 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 978-0-470-04773-6 |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Fabozzi, Frank J et al. |
| 245 ## - TITLE STATEMENT | |
| Title | Mortgage backed securities: Products structuring and analytical techniques |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. | |
| Date of publication, distribution, etc. | 2007 |
| Name of publisher, distributor, etc. | John Wiley & Sons |
| Place of publication, distribution, etc. | Chichester |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 318 p. |
| Other physical details | 24 c; Pbk |
| 500 ## - GENERAL NOTE | |
| General note | 79.95$ |
| 505 ## - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Preface. <br/>PART ONE: Introduction to Mortgage and MBS Markets. <br/> 1: Overview of Mortgages and the Consumer Mortgage Market<br/> 2: Overview of the Mortgage-Backed Securities Market<br/>PART TWO: Prepayment and Default Metrics and Behavior<br/> 3: Measurement of Prepayments and Defaults<br/> 4: Prepayment Behavior and Performance<br/>PART THREE: Structuring. <br/> 5: Introduction to MBS Structuring Techniques<br/> 6: Fundamental MBS Structuring Techniques <br/> 7: Fundamental MBS Structuring Techniques: Divisions of Interest<br/> 8: Structuring Private Label CMOs<br/> 9: The Structuring of Mortgage ABS Deals<br/>PART FOUR: Valuation and Analysis. <br/> 10: Techniques for Valuing MBS<br/> 11: Measuring MBS Interest Rate Risk<br/> 12: Evaluating Senior MBS and CMOs<br/>APPENDIX: An Option-Theoretic Approach to Valuing MBS. INDEX. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | "Written in a straightforward and accessible style, and containing numerous illustrations, this timely guide 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 - including detailed explanations of how MBS products, such as agency CMOs and mortgage ABS, are structured - as well as in-depth discussions of option-adjusted spreads, a variety of duration measures, and other analytical approaches used to assess relative value."--Jacket. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | Derivatives |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Koha item type | Books |
| Withdrawn status | Lost status | Damaged status | Not for loan | Collection code | Home library | Current library | Shelving location | Date acquired | Total Checkouts | Full call number | Barcode | Date last seen | Date last checked out | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GSB Collection | 25/03/2010 | 1 | 332.645 FAB | 32579 | 01/10/2011 | 29/09/2011 | 22/06/2019 | Books |