This book discusses and describes four types of alternative assets: hedge funds, private equity, credit derivatives, and commodity futures. Hedge funds and private equity are the best known of the alternative assets, but certainly not the only alternative assets available. The author explores each one of these alternative asset classes in detail, providing practicaal advice along with useful research.

The Handbook of Alternative Assets

Business & Money

Anson, Mark J. P.

Economics

Frank J Fabozzi Assoc

CMOs (Collateralized Mortgage Obligations) are one of the fastest growing sectors of the fixed income financial markets. They present challenges to portfolio managers, and if they are successfully managed a CMO portfolio can produce significant results. However, if they are poorly managed, they can be disastrous. This volume explains how to build and manage a successful CMO portfolio. The book covers aspects of the CMO market, from product structures and valuation to risk control. More importantly, it explains how to achieve the high returns than can be made with CMOs, with taking ordinate risks.

Cmo Portfolio Management

The market for collateralized mortgage obligations is extraordinarily dynamic and innovative. CMO bond classes have been customized to satisfy the most particular needs of institutional investors, resulting in remarkable growth and a myriad of bonds with appealing risk/reward charactersistics. Written by three of the principal players in the field, Collateralized Mortgage Obligations shows investors how to evaluate various types of CMOs in order to make wise investment decisions. The book covers every aspect of the market, from a description of CMO structures to analytical techniques to accounting and regulatory issues. Other topics include: factors affecting prepayments; basic and complex CMO structures; static cash flow yield analysis and OAS analysis; analysis of inverse floaters.

Collateralized Mortgage Obligations: Structures and Analysis

FraNK j. fABOZZI

Chuck Ramsey

Frank R. Ramirez

The definitive book on one of the fastest growing segments of the collateralized mortgage obligations market. Unlike traditional CMOs which are backed by government agencies, whole loan CMOs are backed by private entities. As a result, whole loan CMOs expose investors to credit risk, in addition to the traditional prepayment risk. Containing contributions from the top people in the field, Whole Loan CMOs expose investors to credit risk, in addition to the traditional prepayment risk. Containing contributions from the top people in the field, Whole Loan CMOs provides investors with the analytical tools they need to capitalize in this exciting, new market. Specific topics include: introduction to whole-loan CMOs; investment characteristics of whole-loan CMOs; evaluating the credit risk of whole-loan CMOs; preapyment analysis of whole-loan CMOs.

Whole-Loan CMOs

Accurate valuation is critical to investment success in the fixed income field. Unfortunately, today's more complex securities and derivatives instruments have complicated the valuation task. Valuation of Fixed Income Securities and Derivatives provides valuation methods that can be applied to any fixed income instrument, irrespecitve of its complexity. Author Frank Fabozzi, the preeminent writer on fixed income topics, explains the valuation processes with his customary clarity and authority. Fabozzi shows how to value traditional bonds, as well as more evolved securities, such as callable and putable bonds, step-up notes, range notes, inverse floating-rate securities, and convertible bonds. This book is a must read for all fixed income professionals. Specific topics include: Fundamental principles of valuation; Binomial and Monte Carlo valuation methods; Valuing options, futures, and swaps; Deriving risk measures from valuation models.

Valuation of Fixed Income Securities and Derivatives

Fabozzi, Frank J.

Contributors from investment firms offer 21 papers on such topics as a property-market framework for bond investors, the role of the servicer, an investor's perspective on commercial mortgage- backed coupon strips, defaults on commercial mortgages, assessing credit risk, an options approach to valuation and risk analysis, legal perspectives on disclosure issues, and federal income taxation. Indexed by advertiser as well as topic. Annotation c. by Book News, Inc., Portland, Or.

The Handbook of Commercial Mortgage-Backed Securities

The revolution in derivatives and risk management has created a new financial vocabulary. This remarkable reference gives readers the keys to understanding and using the language of financial risk. Risk management terminology comes from many markets, including cash, forwards/futures, swaps, options and many disciplines such as economics, tax and financial accounting, probability and statistics, and the law. This comprehensive dictionary carefully defines and illustrates the words and phrases of this rapidly changing field.

Dictionary of Financial Risk Management

Gary L. Gastineau

Insurance

One of the investment world's fastest-growing segments is mortgage-backed securities. An important sector of this market is for nonagency securities. It includes nonagency pass through, nonagency collateralized mortgage obligations (whole loan CMOs), home loan equity-backed securities and manufacture-housing loan-backed securities. The Handbook of Nonagency Mortgage-Backed Securities gives in-depth analysis of this emerging sector, including: Structures; Credit analysis; Prepayment characteristics.

The Handbook of Nonagency Mortgage-Backed Securities

If applicable, online access, codes or supplements are not d to be included or work. Slight bumped corner. Pages are clean and binding is tight.

Fixed Income Analysis for the Chartered Financial Analyst Program

Professional Perspectives on Fixed Income Portfolio Management (FIPM), Volume 2

See the best price to sell, buy or rent books by the Frank J Fabozzi Assoc publisher. BookScouter helps to compare book prices from 25+ online bookstores and 30+ buyback vendors with a single search.

Books by Frank J Fabozzi Assoc