Mortgage-backed securities : products, structuring, and analytical techniques /
An in-depth look at the latest innovations in mortgage-backed securitiesThe largest sector of the fixed-income market is the mortgage market. Understanding this market is critical for portfolio managers, as well as issuers who must be familiar with how these securities are structured. Mortgage-Backe...
Call Number: | Libro Electrónico |
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Main Author: | |
Other Authors: | , |
Format: | Electronic eBook |
Language: | Inglés |
Published: |
Hoboken, N.J. :
Wiley,
©2007.
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Series: | Frank J. Fabozzi series.
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Subjects: | |
Online Access: | Texto completo (Requiere registro previo con correo institucional) |
Table of Contents:
- Mortgage-Backed Securities; Contents; Preface; About the Authors; Part One: Introduction to Mortgage and MBS Markets; Chapter 1: Overview of Mortgages and the Consumer Mortgage Market; Chapter 2: Overview of the Mortgage-Backed Securities Market; Part Two: Prepayment and Default Metrics and Behavior; Chapter 3: Measurement of Prepayments and Defaults; Chapter 4: Prepayment Behavior and Performance; Part Three: Structuring; Chapter 5: Introduction to MBS Structuring Techniques; Chapter 6: Fundamental MBS Structuring Techniques: Divisions of Principal.