Advances In The Valuation And Management Of Mortgage Backed Securities
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| Author | : Frank J. Fabozzi |
| Publisher | : John Wiley & Sons |
| Total Pages | : 340 |
| Release | : 1999-01-15 |
| Genre | : Business & Economics |
| ISBN | : 9781883249526 |
Advances in the Valuation and Management of Mortgage-Backed Securities details the latest developments for valuing mortgage-backed securities and measuring and controlling the interest rate risk of these securities. Complete coverage includes: decomposition of mortgage spreads, MBS index replication strategies and market neutral strategies, Monte Carlo/OAS methodology, valuation of inverse floaters and ARMs, relative value analysis, and hedging mortgage instruments against level risk and yield curve risk.
| Author | : Andrew S. Davidson |
| Publisher | : Irwin Professional Publishing |
| Total Pages | : 292 |
| Release | : 1994 |
| Genre | : Business & Economics |
| ISBN | : 9781557384409 |
| Author | : Andrew S. Davidson |
| Publisher | : Oxford University Press, USA |
| Total Pages | : 465 |
| Release | : 2014 |
| Genre | : Business & Economics |
| ISBN | : 0199998167 |
Valuation of mortgage-backed securities requires blending empirical analysis of borrower behavior and mathematical modeling of interest rates and home prices, with recognition of various prices of risk and uncertainty. This book offers a detailed description of the sophisticated theories and advanced methods used for the real-world valuation of MBS.
| Author | : Frank J. Fabozzi |
| Publisher | : John Wiley & Sons |
| Total Pages | : 270 |
| Release | : 1999-05-15 |
| Genre | : Business & Economics |
| ISBN | : 9781883249632 |
Duration, Convexity and other Bond Risk Measures offers the most comprehensive coverage of bond risk measures available. Financial expert Frank Fabozzi walks you through every aspect of bond risk measures from the price volatility characteristics of option-free bonds and bonds with embedded options to the proper method for calculating duration and convexity. Whether you're a novice trader or experienced money manager, if you need to understand the interest rate risk of a portfolio Duration, Convexity and other Bond Risk Measures is the only book you'll need.
| Author | : Frank J. Fabozzi |
| Publisher | : John Wiley & Sons |
| Total Pages | : 304 |
| Release | : 2000-06-15 |
| Genre | : Business & Economics |
| ISBN | : 9781883249762 |
Investors, shareholders, and corporate leaders looking for an edge in today's New Economy are moving beyond traditional accounting yardsticks toward new means of gauging performance and profitability. An increasing number of Wall Street analysts and corporate boards are adopting value-based metrics such as EVA, MVA, and CFROI as a measure of a firm's profitability because these standards adjust for all of the firm's cost of capital - equity as well as debt. James Grant tackled the issue of economic value added in its infancy with Foundations of Economic Value Added - one of the first primers on the topic, endorsed by its creator, G. Bennett Stewart. Now, in Value Based Metrics: Foundations and Practice, he and Frank Fabozzi head a team of some of the leading proponents of value based metrics on both the investment management side and the corporate side. This comprehensive reference outlines how corporations and analysts can use value based metrics to more accurately measure the financial performance of individual companies, industries, and economies, as well as how to get an edge in today's turbulent market.
| Author | : Frank J. Fabozzi |
| Publisher | : John Wiley & Sons |
| Total Pages | : 532 |
| Release | : 2000-02-15 |
| Genre | : Business & Economics |
| ISBN | : 9781883249687 |
Frank Fabozzi and Chuck Ramsey update their treatise on nonagency mortgage backed securities in this third edition of The Handbook of Nonagency Mortgage Backed Securities. Focused on an important investing area that continues to grow, this book provides comprehensive coverage of all aspects of this specialized market sector, including the mortgage-related asset-backed securities market and commercial mortgage-backed securities. There is information on raw products, such as jumbo loans, alternative A mortgages, and 125 LTV mortgages, as well as structured products, analytical techniques, prepayment characteristics, and credit issues. This fast-growing segment also includes nonagency pass through, nonagency collateralized mortgage obligations, home loan equity-backed securities, and manufacture housing loan backed securities.
| Author | : Frank J. Fabozzi |
| Publisher | : John Wiley & Sons |
| Total Pages | : 280 |
| Release | : 2000-06-15 |
| Genre | : Business & Economics |
| ISBN | : 9781883249779 |
In the turbulent marketplace of the New Economy, portfolio managers must expertly control risk for investors who demand better and better returns even from the safest investments. Finance and investing expert Frank Fabozzi leads a team of experts in the discussion of the key issues of fixed income portfolio management in the latest Perspectives title from his best-selling library. Perspectives on Fixed Income Portfolio Management covers topics on the frontiers of fixed income portfolio management with a focus on risk control, volatility framework for the corporate market, risk management for fixed income asset management, and credit derivatives in portfolio management. Other important topics include: attribution of portfolio performance relative to an index; quantitative analysis of fixed income portfolios; value-at-risk for fixed-income portfolios; methodological trade-offs. The book also provides a variety of illustrations.
| Author | : Frank J. Fabozzi |
| Publisher | : John Wiley & Sons |
| Total Pages | : 190 |
| Release | : 2001-07-02 |
| Genre | : Business & Economics |
| ISBN | : 9781883249960 |
Real Estate-Backed Securities provides today's most concise yet comprehensive understanding of passive real estate investing. Issues discussed include agency passthrough securities and mortgage strips, agency collateralized mortgage obligations, nonagency residential MBS, commercial mortgage-backed securities, and more.
| Author | : Frank J. Fabozzi |
| Publisher | : Oxford University Press |
| Total Pages | : 831 |
| Release | : 2016 |
| Genre | : Business & Economics |
| ISBN | : 0198785771 |
This edition, revised since the subprime mortgage crisis, is designed to provide not only the fundamentals of mortgage-backed securities and the investment characteristics that make them attractive to a broad range of investors, but also extensive coverage of state-of-the-art strategies for capitalizing on the opportunities in this market.
| Author | : Frank J. Fabozzi |
| Publisher | : John Wiley & Sons |
| Total Pages | : 580 |
| Release | : 2001-04-15 |
| Genre | : Business & Economics |
| ISBN | : 9781883249915 |
Credit analysis is an important factor in judging investment value. Fundamentally sound credit analysis can offer more insight into the value of an investment and lead to greater profits. This study presents a professional framework for understanding and managing a successful corporate or municipal bond analysis, while providing informative case studies from well-known private and government organizations.
