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The Handbook of Mortgage-Backed Securities

by Frank J. Fabozzi

2020-11-23 17:55:00

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The definitive MBS guide, with fully updated material on the latest mortgage-backed products, methods, models, and portfolio strategies By providing hands-on information vital to market participants, previous editions of The Handbook of Mortgage-Bac... Read more

The definitive MBS guide, with fully updated material on the latest mortgage-backed products, methods, models, and portfolio strategies

By providing hands-on information vital to market participants, previous editions of The Handbook of Mortgage-Backed Securities were instrumental in fueling the growth of the mortgage-backed securities market. The sixth edition contains all the elements that made previous editions so successful and influential, and provides you with more than 25 new chapters on topics including collateralized mortgage obligations, prepayment derivatives, loan level determinants of repayments, new approaches to MBS valuation, and a survey of non-U.S. mortgage rates.

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Book Details

File size9.2 X 6.7 X 2.62 in
Print pages848
PublisherMcGraw-Hill Education
Publication date January 11, 2006
LanguageEnglish
ISBN9780071460743
autor-image
Frank J. Fabozzi
Author
Frank J. Fabozzi, Ph.D., C.F.A., is editor of the Journal of Portfolio Management, the Frederick Frank Adjunct Professor of Finance at Yale University's School of Management, and one of the world's fo...

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