The Handbook of Mortgage-Backed Securities
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About this ebook
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.
Frank J. Fabozzi
Frank J. Fabozzi is a professor of finance at EDHEC Business School (Nice, France) and a senior scientific adviser at the EDHEC-Risk Institute. He taught at Yale's School of Management for 17 years and served as a visiting professor at MIT's Sloan School of Management and Princeton University's Department of Operations Research and Financial Engineering. Professor Fabozzi is the editor of The Journal of Portfolio Management and an associate editor of several journals, including Quantitative Finance. The author of numerous numerous books and articles on quantitative finance, he holds a doctorate in economics from The Graduate Center of the City University of New York.
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