Mortgage-backed securities products, structuring, and analytical techniques
An in-depth look at the latest innovations in mortgage-backed securities The 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-Back...
| Otros Autores: | , , |
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Hoboken, New Jersey :
John Wiley & Sons, Inc
2007.
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| Edición: | 1st edition |
| Colección: | Frank J. Fabozzi series.
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009627221606719 |
Tabla de Contenidos:
- 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
- Chapter 7: Fundamental MBS Structuring Techniques: Divisions of InterestChapter 8: Structuring Private Label CMOs; Chapter 9: The Structuring of Mortgage ABS Deals; Part Four: Valuation and Analysis; Chapter 10: Techniques for Valuing MBS; Chapter 11: Measuring MBS Interest Rate Risk; Chapter 12: Evaluating Senior MBS and CMOs; Appendix: An Option-Theoretic Approach to Valuing MBS*; OPTION-THEORETIC MODELS FOR VALUING MBS; AN OPTION-BASED PREPAYMENT MODEL FOR MORTGAGES; VALUATION OF MORTGAGES; A CLOSER LOOK AT LEAPERS AND LAGGARDS; VALUATION OF MBS; SUMMARY; Index
