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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...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Fabozzi, Frank J.
Other Authors: Bhattacharya, Anand K., Berliner, William S.
Format: Electronic eBook
Language:Inglés
Published: Hoboken, N.J. : Wiley, ©2007.
Series:Frank J. Fabozzi series.
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.