图书简介

PART ONE: BACKGROUND; 1 Bill Berliner, Adam Quinoes and Anand K. Bhattacharya: Mortgage Loans to Mortgage-Backed Securities; 2 David M. Lukach,Thomas Knox, Eliza Kwong, and Anoop Lall: Understanding the Prospectus and Prospectus Supplement; 3 Frank J. Fabozzi: Cash Flow Mathematics For Agency Mortgage-Backed Securities; 4 Sharon Borwn-Hruska, and Georgi Tsvetkov: New Regulations for Securitizations and Asset-Backed Securities; 5 Andrew Carron, Anne Gron, and Tom Schopflocher: Impact of the Credit Crisis on MBS Markets; PART TWO: AGENCY RMBS: BASIC PRODUCTS; 6 Frank J. Fabozzi, Glenn Schultz, and Linda Lowell: Agency Passthroughs; 7 Bill Berliner, Anand K. Bhattacharya, and Steve Banerjee: Hybrid ARMs; 8 Anand K. Bhattacharya, Bill Berliner, and Steve Banerjee: Customized Mortgage-Backed Securities; 9 Debra Chen: Single Family Rental Deals; 10 Debra Chen: Agency Credit Risk Sharing Deals; 11 Philip Obazee and Ion Dan: Agency Mortgage-Backed Securities: Performance, Valuation and Risk Premium Comparatives; PART THREE: AGENCY RMBS: MUTLI-CLASS; 12 Frank Fabozzi: Agency CMOs; 13 William Irving, Linda Lowell, and Frank J. Fabozzi: Agency Planned Amortization Class Bonds; 14 Glenn Schultz, Linda Lowell, and Frank J. Fabozzi: Accrual Bonds/Z Bonds; 15 Linda Lowell, Glenn Schultz, and Frank J. Fabozzi: Support Bonds with Schedules; 16 Airat Chanyshev, Esther Bruegger, and Erin McHugh: Floating Rate Mortgage Securities: CMOs and RMBS; 17 Cyrus Mohebbi, Raymond Yu, Marc Barakat, and Paula Steisel Goldfarb: Inverse Floating-Rate CMOs; 18 Cyrus Mohebbi, Gary Li, and Todd White: Stripped Mortgage-Backed Securities; PART FOUR: PRIVATE LABEL MBS; 19 Mark Adelson: Lessons of the Financial Crisis for Private-Label MBS; 20 Frank J. Fabozzi and Bill Berliner: Credit Enhancement; 21 Thomas Schopflocher and Jordan Milev: Covered Bonds; PART FIVE: COMMERCIAL MORTGAGE-BACKED SECURITIES; 22 Ed Daingerfield: Agency Commercial Mortgage Securities; 23 Philip O. Obazee and Duane C. Hewlett: CMBS Collateral Performance: Measures and Valuations; PART SIX: VALUATION AND PREPAYMENT MODELING; 24 Rajashri (Priya) Joshi, Tom Davis, and Bill McCoy,: Valuation of Agency Mortgage-Backed Securities; 25 Jonathon Weiner: Prepayment Modeling; 26 Steve Banerjee, Anand K. Bhattacharya and Bill Berliner: Contemporary Challenges in Loan-Level Prepayment Modeling; 27 William Berliner and Anand Bhattacharya: Issues and Challenges in Non-Agency Mortgage Securitizations; 28 Faten Sabry, Ignacio Franceschelli, and Drew Claxton: Residential Mortgage Defaults, Foreclosures and Modifications; PART SEVEN: PORTFOLIO MANAGEMENT TOOLS AND TECHNIQUES; 29 Eric M. Wang and Bruce D. Phelps: Managing Against the Barclays Capital MBS Index: MBS Index Prices; 30 Nikki Stefanelli and Bruce D. Phelps: MBS Index Replication with TBAs; 31 Frank J. Fabozzi: Alternative Methods for Estimating Duration for Mortgage-Backed Securities; 32 Brett R. Dunn. Kenneth B. Dunn, Frank Fabozzi, and Roberto Sella: Hedging Agency Mortgage-Related Securities; 33 William Berliner and Anand Bhattacharaya: Dollar Rolls; 34 Chu Okongwu, Tim McKenna, Oksana Kitaychik, and Giulio Renzi Ricci: Credit Derivatives and MBS; 35 Mark Fontanilla: A Framework for Determining Relative Value in the Agency MBS Market

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