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|a HG4655
|b .H36 1995
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|a 332.63/23
|2 20
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| 245 |
0 |
4 |
|a The handbook of mortgage backed securities /
|c Frank J. Fabozzi, editor.
|
| 246 |
3 |
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|a Mortgage backed securities
|
| 250 |
|
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|a 4th ed.
|
| 260 |
|
|
|a Chicago, Ill. :
|b Probus Pub. Co.,
|c c1995.
|
| 300 |
|
|
|a xiii, 958 p. :
|b ill. ;
|c 24 cm.
|
| 336 |
|
|
|a text
|b txt
|2 rdacontent
|0 http://id.loc.gov/vocabulary/contentTypes/txt
|
| 337 |
|
|
|a unmediated
|b n
|2 rdamedia
|0 http://id.loc.gov/vocabulary/mediaTypes/n
|
| 338 |
|
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|a volume
|b nc
|2 rdacarrier
|0 http://id.loc.gov/vocabulary/carriers/nc
|
| 504 |
|
|
|a Includes bibliographical references and index.
|
| 505 |
0 |
0 |
|g 1.
|t Overview /
|r Frank J. Fabozzi --
|g 2.
|t Mortgages /
|r Frank J. Fabozzi and Lynn M. Edens --
|g 3.
|t Mortgage Pass-Through Securities /
|r Linda Lowell --
|g 4.
|t Agency Adjustable-Rate Mortgage Securities /
|r Jeffrey Biby --
|g 5.
|t Trading, Settlement, and Clearing Procedures for Agency MBS /
|r John F. Tierney and Patrick Moore --
|g 6.
|t Collateralized Borrowing via Dollar Rolls /
|r Steven J. Carlson and John F. Tierney --
|g 7.
|t Multifamily Project Securities /
|r Ed Daingerfield --
|g 8.
|t Mortgage Prepayment Modeling: I /
|r Charles Schorin and Mark N. Gordon --
|g 9.
|t Mortgage Prepayment Modeling: II /
|r Gregg N. Patruno --
|g 10.
|t Modifying the PSA Curve for Newly Issued Mortgage Pass-Throughs /
|r Joseph C. Hu --
|g 11.
|t Homeowner Mobility and Mortgage Prepayment Forecasting /
|r Karen Auld Wagner and Evan B. Firestone --
|g 12.
|t An Unbiased Method of Applying Historical Prepayment Speeds to Project Future Cash Flows /
|r Dan Spina, David Sykes and Hendrik Van Schieveen --
|g 13.
|t RFC Whole Loan Prepayment Behavior /
|r Vernon H. Budinger and Yizhong Fan --
|g 14.
|t Stripped Mortgage-Backed Securities /
|r Lakhbir S. Hayre, Errol Mustafa and Vincent Pica --
|g 15.
|t Synthetic Mortgage-Backed Securities /
|r Anand K. Bhattacharya and Carol Sze --
|g 16.
|t Introduction to Collateralized Mortgage Obligations /
|r Chris Ames --
|g 17.
|t Prospects of Derivative Mortgage Securities /
|r Joseph C. Hu --
|g 18.
|t The Effect of PAC Bond Features on Performance /
|r Linda Lowell --
|g 19.
|t Z-Bonds /
|r Linda Lowell and Bruce Mahood --
|g 20.
|t Companions with Schedules /
|r Linda Lowell --
|g 21.
|t Inverse Floaters and Inverse IOs /
|r Shaiy Pilpel --
|g 22.
|t CMO Residuals /
|r Adrian Katz, Vincent Pica and Rick Villaume --
|g 23.
|t Whole-Loan CMOs /
|r Anand K. Bhattacharya, Jacqueline Galdieri, Cyrus Mohebbi and Lisa Pendergast --
|g 24.
|t Understanding and Valuing Mortgage Security Credit /
|r Nancy DiLiban and Brian P. Lancaster --
|g 25.
|t Commercial Mortgage-Backed Securities /
|r David P. Jacob and Kimbell R. Duncan --
|g 26.
|t Quantifying Credit Risk in CMBS /
|r Patrick J. Corcoran and Duen-Li Kao --
|g 27.
|t New Ways to Model Default Scenarios for Income Property Loans /
|r William Batts, Jr. --
|g 28.
|t A Comparison of Methods for Analyzing Mortgage-Backed Securities /
|r Andrew S. Davidson, Robert Kulason and Michael D. Herskovitz --
|g 29.
|t Introduction to the Option-Adjusted Spread Method /
|r Frank J. Fabozzi and Scott F. Richard --
|g 30.
|t A Further Look at Option-Adjusted Spread Analysis /
|r Robert W. Kopprasch --
|g 31.
|t Consistent, Fair and Robust Methods of Valuing Mortgage Securities /
|r R. Blaine Roberts, David Sykes and Michael L. Winchell --
|g 32.
|t Towards a New Approach to Measuring Mortgage Duration /
|r Bennett W. Golub --
|g 33.
|t Duration and Convexity Drift of CMOs /
|r David P. Jacob and Sean Gallop --
|g 34.
|t Understanding Inverse Floater Pricing /
|r Michael L. Winchell and Michael Levine --
|g 35.
|t Hedging Interest-Rate Risks with Futures, Swaps and Options /
|r Michael J. Giarla --
|g 36.
|t Risk, Return and Hedging of Fixed-Rate Mortgages /
|r Douglas T. Breeden --
|g 37.
|t Options on Mortgage-Backed Securities /
|r William A. Barr --
|g 38.
|t FAS 115 and MBS Portfolio Management /
|r Brian Lancaster, Ken Spindel and Andrew Taddei --
|g 39.
|t Federal Income Tax Treatment of Mortgage-Backed Securities /
|r James M. Peaslee and David Z. Nirenberg --
|t Appendix /
|r Lakhbir S. Hayre and Cyrus Mohebbi.
|
| 650 |
|
0 |
|a Mortgage-backed securities
|z United States.
|0 http://id.loc.gov/authorities/subjects/sh2010102382
|
| 650 |
|
0 |
|a Portfolio management
|z United States.
|0 http://id.loc.gov/authorities/subjects/sh2010107720
|
| 653 |
0 |
|
|a Securities
|
| 650 |
|
7 |
|a Mortgage-backed securities.
|2 fast
|0 http://id.worldcat.org/fast/fst01026634
|
| 650 |
|
7 |
|a Portfolio management.
|2 fast
|0 http://id.worldcat.org/fast/fst01072072
|
| 651 |
|
7 |
|a United States.
|2 fast
|0 http://id.worldcat.org/fast/fst01204155
|
| 700 |
1 |
|
|a Fabozzi, Frank J.
|0 http://id.loc.gov/authorities/names/n79107968
|1 http://viaf.org/viaf/61645157
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|t Library of Congress classification
|a HG4655.H360 1995
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|t Library of Congress classification
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