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Handbook of Mortgage Backed Securities

Handbook of Mortgage Backed Securities


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About the Book

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.

About the Author :
Frank J. Fabozzi, Ph.D., is adjunct professor of finance at Yale's School of Management and is editor of The Journal of Portfolio Management. Dr. Fabozzi--a Chartered Financial Analyst and Certified Public Accountant, and the editor or author of dozens of acclaimed financial books--is widely regarded as one of the world's foremost authorities on fixed income securities. Prior to joining Yale's faculty, he was on the faculty of MIT's Sloan School of Management.


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Product Details
  • ISBN-13: 9780071663236
  • Publisher: McGraw-Hill Education
  • Publisher Imprint: Mcgraw-Hill Education
  • Language: English
  • ISBN-10: 0071663231
  • Publisher Date: 14 May 2001
  • Binding: Digital (delivered electronically)
  • No of Pages: 877


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