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The handbook of nonagency mortgage-backed securities 2nd ed

The handbook of nonagency mortgage-backed securities 2nd ed (1회 대출)

자료유형
단행본
개인저자
Fabozzi, Frank J. Ramsey, Chuck. Marz, Michael.
서명 / 저자사항
The handbook of nonagency mortgage-backed securities / edited by Frank J. Fabozzi, Chuck Ramsey, Michael Marz.
판사항
2nd ed.
발행사항
New Hope, Pa. :   Frank J. Fabozzi Associates ,   c2000.  
형태사항
v, 508 p. : ill. ; 24 cm.
ISBN
1883249686 9781883249687
서지주기
Includes bibliographical references and index.
일반주제명
Mortgage-backed securities. Portfolio management.
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020 ▼a 1883249686
020 ▼a 9781883249687
035 ▼a (KERIS)REF000006902813
040 ▼a TJC ▼c TJC ▼d 211009
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050 4 ▼a HG4655 ▼b .F326 2000
082 0 4 ▼a 332.6323 ▼2 22
090 ▼a 332.6323 ▼b H236-2
245 0 4 ▼a The handbook of nonagency mortgage-backed securities / ▼c edited by Frank J. Fabozzi, Chuck Ramsey, Michael Marz.
246 3 0 ▼a Nonagency mortgage-backed securities
250 ▼a 2nd ed.
260 ▼a New Hope, Pa. : ▼b Frank J. Fabozzi Associates , ▼c c2000.
300 ▼a v, 508 p. : ▼b ill. ; ▼c 24 cm.
504 ▼a Includes bibliographical references and index.
650 0 ▼a Mortgage-backed securities.
650 0 ▼a Portfolio management.
700 1 ▼a Fabozzi, Frank J.
700 1 ▼a Ramsey, Chuck.
700 1 ▼a Marz, Michael.
945 ▼a KINS

소장정보

No. 소장처 청구기호 등록번호 도서상태 반납예정일 예약 서비스
No. 1 소장처 중앙도서관/서고6층/ 청구기호 332.6323 H236-2 등록번호 111427004 도서상태 대출가능 반납예정일 예약 서비스 B M

컨텐츠정보

목차

Contributing Authors.

SECTION I: RESIDENTIAL REAL ESTATE-BACKED SECURITIES.

PART A: PRODUCTS AND THEIR STRUCTURE.

1. The Nonagency Mortgage Market: Background and Overview (E. Bruskin, et al.).

2. Understanding Shifting Interest Subordination (M. Clancy and M. Constantino, III).

3. Understanding Compensating Interest (L. Goodman and T. Zimmerman).

4. RALI Alternative-A Mortgages (S. Banerjee and E. Mustafa).

5. Home Equity Loans (C. Schorin, et al.).

6. Home Equity Loan Transaction Structures (C. Schorin, et al.).

7. Home Equity Line of Credit (HELOC) Securitizations (W. Roever, et al.).

8. Securitization of 125 LTV Mortgages (H. Katz and G. Costello).

9. Manufactured Housing: Overview, Securitization, and Prepayments (S. Abrahams, et al.).

10. Securities Backed by CRA Loans (D. Westhoff and V. Srinivasan).

11. Single Family Mortgage Revenue Bonds (M. Marz and F. Fabozzi).

PART B: CREDIT ANALYSIS.

12. The Default and Loss Experience of Nonagency MBS (T. Gillis).

13. The Rating Agencies' Approach (D. Bendt, et al.).

14. The Evaluation of Excess Spread in Sub-Prime Transactions (A. Figueroa).

15. A Credit Intensive Approach to Analyzing Whole Loan CMOs (E. Toy).

16. Risk-Based Pricing Nonagency Mortgages and Securities (F. Raiter).

PART C: PREPAYMENT ANALYSIS AND VALUATION MODELING.

17. The Next Generation of Prepayment Models to Value Nonagency MBS (D. Westhoff and V. Srinivasan).

18. Payment Modeling and Valuation of Home Equity Loan Securities (D. Westhoff and M. Feldman).

19. Identifying Relative Value in Home Equity Loan and Manufactured Housing Securities Using OAS Analysis (A. Dickstein).

20. Home Equity Loan Prepayment Model and OAS Implications (C. Schorin, et al.).

21. A Risk-Return Framework for Evaluating Non-Investment-Grade Subordinated MBS (L. Goodman and L. Lowell).

22. Prepayments on Jumbo Loans (L. Goodman).

SECTION II: COMMERCIAL MORTGAGE-BACKED SECURITIES.

23. Introduction to Commercial Mortgage-Backed Securities (B. Lancaster).

24. Understanding Prepayment in CMBS Deals (D. Cheng, et al.).

25. Credit-Driven Prepayment and Default Analysis (M. Ervolini, et al.).

26. An Empirical Framework for Estimating CMBS Defaults (D. Westhoff, et al.).

27. Valuing the Prepayment and Credit Risks of Commercial Mortgage Securities (M. Youngblood).

28. An Options Approach to Commercial Mortgages and CMBS Valuation and Risk Analysis (D. Jacob, et al.).

Index.


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