Mortgage backed securities: Products structuring and analytical techniques

By:

Fabozzi, Frank J et al

Material type: Text

TextPublication details: 2007 John Wiley & Sons ChichesterDescription: 318 p. 24 c; PbkISBN:

978-0-470-04773-6

Subject(s):

Derivatives

Contents:

Preface. PART ONE: Introduction to Mortgage and MBS Markets. 1: Overview of Mortgages and the Consumer Mortgage Market 2: Overview of the Mortgage-Backed Securities Market PART TWO: Prepayment and Default Metrics and Behavior 3: Measurement of Prepayments and Defaults 4: Prepayment Behavior and Performance PART THREE: Structuring. 5: Introduction to MBS Structuring Techniques 6: Fundamental MBS Structuring Techniques 7: Fundamental MBS Structuring Techniques: Divisions of Interest 8: Structuring Private Label CMOs 9: The Structuring of Mortgage ABS Deals PART FOUR: Valuation and Analysis. 10: Techniques for Valuing MBS 11: Measuring MBS Interest Rate Risk 12: Evaluating Senior MBS and CMOs APPENDIX: An Option-Theoretic Approach to Valuing MBS. INDEX.

Summary: "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.

Tags from this library: No tags from this library for this title. Log in to add tags.

Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode
Books	H.T. Parekh Library	GSB Collection	332.645 FAB (Browse shelf(Opens below))	Available		32579

79.95$

Preface.
PART ONE: Introduction to Mortgage and MBS Markets.
1: Overview of Mortgages and the Consumer Mortgage Market
2: Overview of the Mortgage-Backed Securities Market
PART TWO: Prepayment and Default Metrics and Behavior
3: Measurement of Prepayments and Defaults
4: Prepayment Behavior and Performance
PART THREE: Structuring.
5: Introduction to MBS Structuring Techniques
6: Fundamental MBS Structuring Techniques
7: Fundamental MBS Structuring Techniques: Divisions of Interest
8: Structuring Private Label CMOs
9: The Structuring of Mortgage ABS Deals
PART FOUR: Valuation and Analysis.
10: Techniques for Valuing MBS
11: Measuring MBS Interest Rate Risk
12: Evaluating Senior MBS and CMOs
APPENDIX: An Option-Theoretic Approach to Valuing MBS. INDEX.

"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.

There are no comments on this title.

to post a comment.