Authors:Frank J. Fabozzi CFA, David Yuen, Frank J. Fabozzi,
Publisher: Wiley
Keywords: portfolios, mbs, managing
Number of Pages: 232
Published: 1998-11
List price: $126.50
ISBN-10: 1883249384
ISBN-13: 9781883249380

Managing a portfolio of mortgage-backed securities requires an understanding of the unique risk/return characteristics of these securities–and the use of specific tools for constructing a portfolio to satisfy investment objectives. Managing MBS Portfolios explores mortgage-backed securities and describes the wide range of agency and non-agency MBS available, while providing the analytical tools necessary to effectively manage portfolios. With Managing MBS Portfolios you can finally start enhancing returns on your portfolio and safely control risk at the same time.

Authors:Frank J. Fabozzi,  Frank J. Fabozzi CFA,
Publisher: Wiley
Keywords: instruments, financial, handbook
Number of Pages: 256
Published: 2002-07-15
List price: $145.95
ISBN-10: 0471220922
ISBN-13: 9780471220923

A key decision that investors face is how to allocate their funds among the wide spectrum of financial instruments available. To intelligently make that allocation decision, it is imperative that you understand the investment characteristics of the major asset classes and the markets in which they trade. The Handbook of Financial Instruments is the first book to provide comprehensive coverage of such a wide variety of financial instruments. Written by experts in their respective fields, this book arms individual investors as well as institutional investors with the knowledge to choose and effe

Authors:Frank J. Fabozzi,  Frank J. Fabozzi CFA,
Publisher: Wiley
Keywords: valuation, modeling, structure, term, rate, interest
Number of Pages: 256
Published: 2002-07-15
List price: $94.95
ISBN-10: 0471220949
ISBN-13: 9780471220947

Interest Rate, Term Structure, and Valuation Modeling is a valuable practitioner-oriented text that thoroughly reviews the interest rate models and term structure models used today by market professionals and vendors of analytical services. This accessible guide discusses important valuation models, including the lattice model for valuing corporate and agency bonds with embedded options, structured notes, and floating-rate securities; the Monte Carlo simulation model for valuing mortgage-backed securities and certain asset-backed securities; as well as the multiscenario grid approach for valui

Authors:Frank J. Fabozzi CFA, Steven V. Mann, Frank J. Faboz
Publisher: Frank J. Fabozzi Associates
Keywords: analytics, income, fixed, introduction
Number of Pages: 346
Published: 2001-05
List price: $95.00
ISBN-10: 1883249945
ISBN-13: 9781883249946

The expanding variety of fixed income vehicles, in addition to their increasing intricacy, has generated difficulties for finance managers and investors in determining accurate valuations and analyses. Introduction to Fixed Income Analytics has proven to be today’s most complete reference on the subject through its revolutionary insights into the time value of money and its techniques for estimating yield volatility, as well as for analyzing valuations, yield measures, return, risk, and more.

Authors:Frank J. Fabozzi CFA, John N. Dunlevy, Frank J. Fabo
Publisher: Wiley
Keywords: securities, backed, estate, real
Number of Pages: 174
Published: 2001-06
List price: $59.95
ISBN-10: 1883249961
ISBN-13: 9781883249960

Real Estate-Backed Securities provides today’s most concise yet comprehensive understanding of passive real estate investing. Issues discussed include agency passthrough securities and mortgage strips, agency collateralized mortgage obligations, nonagency residential MBS, commercial mortgage-backed securities, and more.

Authors:Frank J. Fabozzi, Franco G Modigliani, Frank J. Jo
Publisher: Prentice Hall
Keywords: institutions, markets, financial, foundations
Number of Pages: 663
Published: 2001-09-29
List price: $113.33
ISBN-10: 0130180793
ISBN-13: 9780130180797

This book offers a comprehensive exploration of the revolutionary developments occurring in the world’s financial markets and institutions —i.e., innovation, globalization, and deregulation —with a focus on the actual practices of financial institutions, investors, and financial instruments. KEY TOPICS: Extensive coverage of the markets for derivative securities. Coverage of Depository Institutions is included. For professionals in the field of financial markets.

Authors:Frank J. Fabozzi, Franco P. Modigliani, Frank J. Jon
Publisher: Prentice Hall
Keywords: institutions, markets, financial, foundations
Number of Pages: 696
Published: 2009-02-01
List price: $194.00
ISBN-10: 0136135315
ISBN-13: 9780136135319

A core text for one semester courses in Financial Institutions and Markets. A comprehensive exploration of the world’s financial markets and institutions. Foundations of Financial Markets and Institutions, offers a comprehensive exploration of the revolutionary developments occurring in the world’s financial markets and institutions --i.e., innovation, globalization, and deregulation--with a focus on the actual practices of financial institutions, investors, and financial instruments. This fourth edition incorporates and addresses the vast amount of changes that have recently occur