Handbook of Mortgage-Backed Securities
The Handbook of Mortgage-Backed Securities is the classic and single best resource for understanding and trading mortgage-backed securities. Authoritative and comprehensive, it explains both the fundamentals and investment characteristics of mortgage-backed securities, as well as state-of-the-art strategies for capitalizing on opportunities. The book fully reflects the most recent developments in the mortgage-backed securities market, in terms of both product development and financial technology.
The Handbook of Mortgage-Backed Securities is divided into seven sections:
- Mortgages and Pass-Through Securities
- Stripped Mortgage-Backed Securities and Collateralized Mortgage Obligations
- Credit-Sensitive Mortgage-Backed Securities
- Prepayment Modeling
- Valuation Techniques, Relative Value Analysis, and Portfolio Strategies
- Commercial Mortgage-Backed Securities
- Non-U.S. Mortgage-Backed Securities