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The handbook of mortgage-backed securities / edited by Frank J. Fabozzi.

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Oxford : Oxford University Press, c2016.

Mortgage-backed securities -- United States.

Portfolio management -- United States.

9780198785774 (hbk.) :

0198785771 (hbk.) :

xxvi, 804 pages : illustrations ; 25 cm

Seventh edition.

Machine generated contents note: pt. I BACKGROUND -- 1.Mortgage Loans to Mortgage-Backed Securities / Anand Bhattacharya -- 2.Understanding the Prospectus and Prospectus Supplement for Mortgage-Backed Securities / Anoop Lall -- 3.Cash Flow Mathematics for Agency Mortgage-Backed Securities / Frank J. Fabozzi -- 4.New Regulations for Securitizations and Asset-Backed Securities / Trevor Wagener -- 5.Impact of the Credit Crisis on Mortgage-Backed Securities / Thomas Schopflocher -- pt. II AGENCY RMBS: BASIC PRODUCTS -- 6.Agency Mortgage Passthrough Securities / Linda Lowell -- 7.Hybrid ARMs / Steve Banerjee -- 8.Customized Mortgage-Backed Securities / Steve Banerjee -- 9.Single-Family Rental Deals / Debra Chen -- 10.GSE Credit Risk Transfer Deals / Debra Chen -- 11.Agency Mortgage-Backed Securities: Performance, Valuation, and Risk Premium Comparatives / Philip O. Obazee -- pt. III AGENCY RMBS: MULTI-CLASS -- 12.Agency Collateralized Mortgage Obligations / Frank J. Fabozzi --

Note continued: 13.Agency Planned Amortization Class Bonds / Linda Lowell -- 14.Accrual Bonds/Z Bonds / Frank J. Fabozzi -- 15.Support Bonds with Schedules / Frank J. Fabozzi -- 16.Floating-Rate Mortgage Securities / Esther Bruegger -- 17.Inverse Floating-Rate CMOs / Paula Steisel Goldfarb -- 18.Stripped Mortgage-Backed Securities / Paula Steisel Goldfarb -- pt. IV PRIVATE-LABEL MBS -- 19.Lessons of the Financial Crisis for Private-Label MBS / Mark Adelson -- 20.Credit Enhancement / Bill Berliner -- 21.Introduction to Covered Bonds / Jordan Milev -- pt. V COMMERCIAL MORTGAGE-BACKED SECURITIES -- 22.Agency Commercial Mortgage Securities / Ed Daingerfield -- 23.CMBS Collateral Performance: Measures and Valuations / Duane C. Hewlett -- pt. VI VALUATION AND PREPAYMENT MODELING -- 24.Valuation of Mortgage-Backed Securities / Bill McCoy -- 25.Modeling Prepayments and Defaults for MBS Valuation / Jonathon Weiner --

Note continued: 26.Contemporary Challenges in Loan-Level Prepayment Modeling / Bill Berliner -- 27.Issues and Challenges in Non-Agency Mortgage Securitizations / Bill Berliner -- 28.Residential Mortgage Defaults, Foreclosures, and Modifications / Drew Claxton -- pt. VII PORTFOLIO MANAGEMENT TOOLS AND TECHNIQUES -- 29.Managing against the Barclays MBS Index: Prices and Returns / Bruce D. Phelps -- 30.MBS Index Replication with TBAs / Bruce D. Phelps -- 31.Alternative Methods for Estimating Duration for Mortgage-Backed Securities / Frank J. Fabozzi -- 32.Hedging Agency Mortgage-Related Securities / Roberto Sella -- 33.Dollar Rolls / Anand Bhattacharya -- 34.Credit Derivatives and Mortgage-Backed Securities / Giulio Renzi-Ricci -- 35.A Framework for Determining Relative Value in the Agency MBS Market / Mark Fontanilla.

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