Finance professionals will welcome Frank Fabozzi's Handbook of Structured Finance Products. This one-of-a-kind guide helps you stay on top of continuing developments in the U.S. structured finance product field-as well as developments concerning these products in overseas markets. Here, Fabozzi assembles a roster of highly regarded professionals who provide their findings and opinions on a multitude of investment subjects.
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Finance professionals will welcome Frank Fabozzi’s Handbook of Structured Finance Products. This one-of-a-kind guide helps you stay on top of continuing developments in the U.S. structured finance product field–as well as developments concerning these products in overseas markets. Here, Fabozzi assembles a roster of highly regarded professionals who provide their findings and opinions on a multitude of investment subjects.
About the Author
Frank J. Fabozzi is editor of the Journal of Portfolio Management and an Adjunct Professor of Finance at Yale University's School of Management. Frank is a Chartered Financial Analyst and Certified Public Accountant. He is on the board of directors of the Guardian Life family of funds and the BlackRock complex of funds. He earned a doctorate of economics from the City University of New York in 1972 and in 1994 received an honorary doctorate of Human Letters from Nova Southeastern University. Frank is a Fellow of the International Center for Finance at Yale University.
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5.0 out of 5 stars
Excellent!,
By Ania "Angry as hell!" (MT, USA) - See all my reviews
This review is from: Handbook of Structured Financial Products (Hardcover)
The book is excellent. It clarifies the whole variety of asset-backed and asset-backed securities, their pricing, structuring etc. Too bad that MBS have made such a mess on the financial markets :( Yet, this does not influence the fact that Fabozzi's book would be of great help to anyone, who would want to invest in ABS/MBS
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Inside This Book
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First Sentence:
The high interest rates in the early 1980s and the significant volatility of rates that had not been seen prior to that time were the driving force in the development of new corporate bond structures. Read the first page Key Phrases - Statistically Improbable Phrases (SIPs): (learn more)
successor servicer, home equity securities, disburse principal payments, static spread analysis, carryforward mechanism, minimum principal payment, net cap cost, nonagency securities, securitization system, titling trust, equity loan prepayments, receivable accounting system, home equity prepayments, lower credit borrowers, periodic coupon interest, available funds margin, borrower credit status, controlled amortization period, credit domain, lien home equity loans, shifting interest structure, home equity borrowers, passthrough rate, nonagency security, available funds cap Key Phrases - Capitalized Phrases (CAPs): (learn more)
Morgan Stanley, United States, Sallie Mae, Advanta Mortgage, Merrill Lynch, Green Tree, First Chicago, First Union, Moody's Investors Service, Securities Valuation Office, Wall Street, Capital One, Credit Suisse First Boston, United Kingdom, American Express, San Francisco, Fitch Investors Service, Department of Education, Freddie Mac, New York, Fannie Mae, Kansas City, Federal Reserve, Ford Credit, Nellie Mae New!
Books on Related Topics | Concordance | Text Stats Browse Sample Pages:
Front Cover | Table of Contents | First Pages | Index | Back Cover | Surprise Me!
The high interest rates in the early 1980s and the significant volatility of rates that had not been seen prior to that time were the driving force in the development of new corporate bond structures. Read the first page Key Phrases - Statistically Improbable Phrases (SIPs): (learn more)
successor servicer, home equity securities, disburse principal payments, static spread analysis, carryforward mechanism, minimum principal payment, net cap cost, nonagency securities, securitization system, titling trust, equity loan prepayments, receivable accounting system, home equity prepayments, lower credit borrowers, periodic coupon interest, available funds margin, borrower credit status, controlled amortization period, credit domain, lien home equity loans, shifting interest structure, home equity borrowers, passthrough rate, nonagency security, available funds cap Key Phrases - Capitalized Phrases (CAPs): (learn more)
Morgan Stanley, United States, Sallie Mae, Advanta Mortgage, Merrill Lynch, Green Tree, First Chicago, First Union, Moody's Investors Service, Securities Valuation Office, Wall Street, Capital One, Credit Suisse First Boston, United Kingdom, American Express, San Francisco, Fitch Investors Service, Department of Education, Freddie Mac, New York, Fannie Mae, Kansas City, Federal Reserve, Ford Credit, Nellie Mae New!
Books on Related Topics | Concordance | Text Stats Browse Sample Pages:
Front Cover | Table of Contents | First Pages | Index | Back Cover | Surprise Me!
Citations (learn more)
This book cites 11
books:
See all 11 books this book cites
9
books
cite this book:
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- Fixed Income Mathematics by Frank J. Fabozzi on page 135, and page 315
- International Securitisation on page 10, and page 12
- Modern Real Estate by Charles H. Wurtzebach on page 493
- Real Estate by George F. Bloom on page 510
- Asset-Backed Securities (Frank J. Fabozzi Series) by Anand K. Bhattacharya on page 456
See all 11 books this book cites
- Corporate Bonds and Structured Financial Products by Moorad Choudhry on page 339, page 371, and page 385
- Verbriefungstransaktionen deutscher Kreditinstitute by Cordula Emse in Back Matter (1), and Back Matter (2)
- Advances in the Valuation and Management of Mortgage-Backed Securities by Frank J. Fabozzi CFA in Front Matter
- Credit Derivatives (Frank J. Fabozzi Series) by Mark J. Anson PhD CFA in Index
- Perspectives on Investment Management of Public Pension Funds (Frank J. Fabozzi Series) by Frank J. Fabozzi CFA in Front Matter
See all 9 books citing this book
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