Trends in Commercial Mortgage-Backed Securities

Trends in Commercial Mortgage-Backed Securities PDF

Author: Frank J. Fabozzi

Publisher: John Wiley & Sons

Published: 1998-06-20

Total Pages: 268

ISBN-13: 9781883249458

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Mortgage-backed securities are becoming an increasingly popular tool for constructing a solid portfolio in today's turbulent market. Frank Fabozzi leads more than a dozen experts in examining all the latest trends of this investment strategy, providing in-depth insight and explaining key areas of the commercial mortgage-backed securities landscape. Topics covered include measuring risks in the whole-loan commercial market, multi-family mortgage-backed securities, and B Pieces. Following on the heels of Advances in Mortgage-Backed Securities and The Handbook of Commercial Mortgage-Backed Securities, Trends in Commercial Mortgage-Backed Securities further demonstrates editor Fabozzi's authority in the subject.

Investing in Commercial Mortgage-Backed Securities

Investing in Commercial Mortgage-Backed Securities PDF

Author: Frank J. Fabozzi

Publisher: John Wiley & Sons

Published: 2000-12-15

Total Pages: 276

ISBN-13: 9781883249885

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Commercial mortgage-backed securities (CMBS)-securitizations of mortgage loans backed by commercial real estate-have become compelling devices for fixed income investing. This title, edited by renowned financial expert Frank Fabozzi, describes the structure, valuation, and performance of CMBS, illustrates an empirical framework for estimating CMBS defaults, instructs how to value prepayment and credit risks of CMBS, and more.

The Handbook of Commercial Mortgage-Backed Securities

The Handbook of Commercial Mortgage-Backed Securities PDF

Author: Frank J. Fabozzi

Publisher: John Wiley & Sons

Published: 1998-09-15

Total Pages: 522

ISBN-13: 9781883249496

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The Handbook of Commercial Mortgage-Backed Securities is a cornerstone reference in this emerging sector of the structured finance market. This Second Edition provides updated coverage of the market, the instruments, the tools used to assess these securities, and tax accounting issues. In addition to an overview of the commercial real estate finance and commercial property markets, this book also covers property-market framework for bond investors, the role of the servicer, an investor's perspective on commercial mortgage-backed coupon strips, defaults on commercial mortgages, assessing credit risk, an options approach to valuation and risk analysis, legal perspectives on disclosure issues, and federal income taxation.

The Handbook of Fixed Income Securities, Chapter 27 - Commercial Mortgage-Backed Securities

The Handbook of Fixed Income Securities, Chapter 27 - Commercial Mortgage-Backed Securities PDF

Author: Frank Fabozzi

Publisher: McGraw Hill Professional

Published: 2005-04-15

Total Pages: 18

ISBN-13: 0071715274

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From The Handbook of Fixed Income Securities--the most authoritative, widely read reference in the global fixed income marketplace--comes this sample chapter. This comprehensive survey of current knowledge features contributions from leading academics and practitioners and is not equaled by any other single sourcebook. Now, the thoroughly revised and updated seventh edition gives you the facts and formulas you need to compete in today's transformed marketplace. It places increased emphasis on applications, electronic trading, and global portfolio management.

Mortgage-Backed Securities

Mortgage-Backed Securities PDF

Author: Frank J. Fabozzi

Publisher: John Wiley & Sons

Published: 2010-12-30

Total Pages: 302

ISBN-13: 1118044711

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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-Backed Securities is a timely guide to the investment characteristics, creation, and analysis of residential real estate-backed securities. Each chapter contains cutting-edge information for investors, traders, and other professionals involved in this market, including discussions of structuring mortgage products-such as agency CMOs and new types of mortgages-and an in-depth explanation of the concept of option-adjusted spreads and other analytical concepts used to assess relative value.