The Handbook of Mortgage-Backed Securities, 7th Edition

Name: The Handbook of Mortgage-Backed Securities, 7th Edition
Brand: OUP eBook
Price: 128.99 EUR
Availability: OnlineOnly

Frank J. Fabozzi(Herausgeber*in)

OUP eBook (Verlag)

7. Auflage

Erschienen am 1. September 2016

864 Seiten

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978-0-19-108878-0 (ISBN)

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PART ONE: BACKGROUND
1: Bill Berliner, Adam Quinones and Anand K. Bhattacharya: Mortgage Loans to Mortgage-Backed Securities
2: David M.Lukach,Thomas Knox, Eliza Kwong, and Anoop Lall: Understanding the Prospectus and Prospectus Supplement for Mortgage-Backed Securities
3: Frank J. Fabozzi: Cash Flow Mathematics For Agency Mortgage-Backed Securities
4: Sharon Brown-Hruska, Georgi Tsvetkov, and Trevor Wagener: New Regulations for Securitizations and Asset-Backed Securities
5: Andrew Carron, Anne Gron and Thomas Schopflocher: Impact of the Credit Crisis on Mortgage-Backed Securities
PART TWO: AGENCY RMBS: BASIC PRODUCTS
6: Frank J. Fabozzi, Glenn Schultz, and Linda Lowell: Agency Mortgage Passthrough Securities
7: Bill Berliner, Anand K. Bhattacharya, and Steve Banerjee: Hybrid ARMs
8: Anand K. Bhattacharya, Bill Berliner, and Steve Banerjee: Customized Mortgage-Backed Securities
9: Debra Chen: Single Family Rental Deals
10: Debra Chen: GSE Credit Risk Transfer Deals
11: Philip Obazee and Ion Dan: Agency Mortgage-Backed Securities: Performance, Valuation and Risk Premium Comparatives
PART THREE: AGENCY RMBS: MUTLI-CLASS
12: Frank J. Fabozzi: Agency Collateralized Mortgage Obligations
13: William Irving, Linda Lowell, and Frank J. Fabozzi: Agency Planned Amortization Class Bonds
14: Glenn Schultz, Linda Lowell, and Frank J. Fabozzi: Accrual Bonds/Z Bonds
15: Linda Lowell, Glenn Schultz, and Frank J. Fabozzi: Support Bonds with Schedules
16: Airat Chanyshev, Esther Bruegger, and Erin McHugh: Floating Rate Mortgage Securities
17: Cyrus Mohebbi, Raymond Yu, Marc Barakat, and Paula Steisel Goldfarb: Inverse Floating-Rate CMOs
18: Cyrus Mohebbi, Raymond Yu, Ardeshir Shahmaei, and Paula Steisel Goldfarb: Stripped Mortgage-Backed Securities
PART FOUR: PRIVATE LABEL MBS
19: Mark Adelson: Lessons of the Financial Crisis for Private-Label MBS
20: Frank J. Fabozzi and Bill Berliner: Credit Enhancement
21: Thomas Schopflocher and Jordan Milev: Introduction to Covered Bonds
PART FIVE: COMMERCIAL MORTGAGE-BACKED SECURITIES
22: Ed Daingerfield: Agency Commercial Mortgage Securities
23: Philip O. Obazee and Duane C. Hewlett: CMBS Collateral Performance: Measures and Valuations
PART SIX: VALUATION AND PREPAYMENT MODELING
24: Rajashri (Priya) Joshi, Tom Davis, and Bill McCoy,: Valuation of Agency Mortgage-Backed Securities
25: Jonathon Weiner: Modeling Prepayments and Defaults for MBS Valuation
26: Steve Banerjee, Anand K. Bhattacharya and Bill Berliner: Contemporary Challenges in Loan-Level Prepayment Modeling
27: Bill Berliner and Anand Bhattacharya: Issues and Challenges in Non-Agency Mortgage Securitizations
28: Faten Sabry, Ignacio Franceschelli, and Drew Claxton: Residential Mortgage Defaults, Foreclosures and Modifications
PART SEVEN: PORTFOLIO MANAGEMENT TOOLS AND TECHNIQUES
29: Eric M. Wang and Bruce D. Phelps: Managing against the Barclays MBS Index: Prices and Returns
30: Nikki Stefanelli and Bruce D. Phelps: MBS Index Replication with TBAs
31: Frank J. Fabozzi: Alternative Methods for Estimating Duration for Mortgage-Backed Securities
32: Brett R. Dunn. Kenneth B. Dunn, Frank J. Fabozzi, and Roberto Sella: Hedging Agency Mortgage-Related Securities
33: Bill Berliner and Anand Bhattacharaya: Dollar Rolls
34: Chudozie Okongwu, Timothy McKenna, Oksana Kitaychik, and Giulio Renzi-Ricci: Credit Derivatives and Mortgage-Backed Securities
35: Mark Fontanilla: A Framework for Determining Relative Value in the Agency MBS Market

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