Handbook of structured financial products / edited by Frank J. Fabozzi.

Format:

Book

Contributor:

Fabozzi, Frank J.

Frank J. Fabozzi Associates.

Anne and Joseph Trachtman Memorial Book Fund.

Class of 1932 Fund.

Language:

English

Subjects (All):

Asset-backed financing--Handbooks, manuals, etc.

Asset-backed financing.

Mortgage-backed securities--Handbooks, manuals, etc.

Mortgage-backed securities.

Asset-backed financing--United States--Handbooks, manuals, etc.

Mortgage-backed securities--United States--Handbooks, manuals, etc.

United States.

Genre:

Handbooks and manuals.

Physical Description:

viii, 530 pages : illustrations ; 24 cm

Place of Publication:

New Hope, Pa. : Frank J. Fabozzi Associates, [1998]

Summary:

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.

Contents:

Securitization in Europe: overview and recent developments / Patrick Van den Eynde

Securitization of non-traditional asset types: an investor's perspective / Jennifer O. Quisenberry

Securitizing nontraditional U.S. assets for European markets / Joseph D. Smallman and Michael J.P. Selby

Technology issues in asset-backed securitization / James E. Meyers

Finance company transactional due diligence / Len Blum and Michael A. Mattera

The role of the trustee in asset-backed securitization / Karen Cook and F. Jim Della Sala

Identifying relative value in the ABS market / Lisa N. Wilhelm and W. Alexander Roever

The NAIC Securities Valuation Office's analysis of asset-backed securities / Frederic P. Vigneron

Auto loan asset-backed securities / W. Alexander Roever, John N. McElravey, and Glenn M. Schultz

Automobile lease ABS / Charles N. Schorin

Credit card asset-backed securities / Charles N. Schorin

Credit card "C-pieces" / John N. Dunlevy

Equipment-financed ABS / James S. Anderson, Scott H. Shannon, and Steven A. Columbaro

Student loan ABS / Karen Wagner and Elen Callahan

Securitization of commercial and industrial loans / Anthony V. Thompson

The basics of CBO investing / John N. Dunlevy and Martin DeVito

Collateralized loan and bond obligations: creating value through arbitrage / Ronald E. Thompson Jr. and Eva F.J. Yun

Utility stranded costs securitization / Charles N. Schorin and Kevin Roach

Catastrophe-linked securities / Sunita Ganapati ... [et al.]

ABS-backed index amortizing notes / Charles N. Schorin and Steven Weinreich

Mortgage-backed securities / Frank J. Fabozzi

Home equity loan-backed securities / Charles N. Schorin

Prepayment modeling and valuation of home equity loan securities / Dale Westhoff and Mark Feldman

Non-accelerating senior home equity loan ABS / Ralph DiSerio, Ryan Asato, and Chris Flanagan

Adjustable-rate home equity loan ABS / Chris Flanagan, Ralph DiSerio, and Ryan Asato

Manufactured housing securitization / Paul N. Watterson Jr., Shlomo C. Twerski, and Craig S. Stein

Manufactured housing securitization and prepayments / Steven Abrahams, Howard Esaki, and Robert Restrick

Commercial mortgage-backed securities / Joseph F. DeMichele and William J. Adams

Understanding prepayments in CMBS deals / Da Cheng, Adrian R. Cooper, and Jason Huang

An option-theoretic approach to the valuation of multifamily mortgage loans and securities / Michael D. Youngblood

Evaluating the risk of commercial mortgage-backed securities / George J. Pappadopoulos and Jeff Fisher.

Notes:

Includes bibliographical references and index.

Local Notes:

Acquired for the Penn Libraries with assistance from the Anne and Joseph Trachtman Memorial Book Fund.

Acquired for the Penn Libraries with assistance from the Class of 1932 Fund.

ISBN:

1883249430

OCLC:

39938177