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9781883249885

Investing in Commercial Mortgage-Backed Securities

by
  • ISBN13:

    9781883249885

  • ISBN10:

    1883249880

  • Edition: 1st
  • Format: Hardcover
  • Copyright: 2000-12-15
  • Publisher: Wiley

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Supplemental Materials

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Summary

Commercial mortgage-backed securities (CMBS)?securitizations of mortgage loans backed by commercial real estate?have become compelling devices for fixed income investing. This title, edited by renowned financial expert Frank Fabozzi, describes the structure, valuation, and performance of CMBS, illustrates an empirical framework for estimating CMBS defaults, instructs how to value prepayment and credit risks of CMBS, and more.

Author Biography

Frank J. Fabozzi is a financial consultant, the editor of the Journal of Portfolio Management, and an Adjunct Professor of Finance at Yale University's School of Management.

Table of Contents

Introduction to Commercial Mortgage-Backed Securities
1(30)
Brian P. Lancaster
The Commercial Mortgage-Backed Securities Deal
31(12)
Anthony B. Sanders
Floating-Rate Commercial Mortgage-Backed Securities
43(16)
Patrick Corcoran
Joshua Phillips
Multifamily Project Securities
59(22)
Ed Daingerfield
Lehman Brothers' CMBS Index
81(8)
Steven Berkley
Alex Golbin
The Efficient Frontier for CMBS and Commercial Mortgages Using a Risk-Return Framework
89(8)
David P. Jacob
Jignesh Patel
Structure, Valuation, and Performance of CMBS
97(32)
Rich Gordon
Lang Gibson
Value and Sensitivity Analysis of CMBS IOs
129(1)
Philip O. Obazee
Valuation and Analysis of Credit-Sensitive CMBS Tranches
129(38)
Philip O. Obazee
An Empirical Framework for Estimating CMBS Defaults
167(8)
Dale Westhoff
V.S. Srinivasan
Mark Feldman
Project-Loan Prepayments and Defaults
175(14)
Steve Banerjee
Lisa Pendergast
Weisi Tan
Valuing the Prepayment and Credit Risks of Commercial Mortgage Securities
189(22)
Michael Youngblood
The CMBS Market, Swap Spreads, and Relative Value
211(6)
Brian Lancaster
The Effect of the Real Estate Cycle on Commercial Mortgage and CMBS Spreads
217(12)
David P. Jacob
C.H. Ted Hong
CMBS in Japan
229(28)
Patrick Corcoran
Joshua Phillips
Index 257

Supplemental Materials

What is included with this book?

The New copy of this book will include any supplemental materials advertised. Please check the title of the book to determine if it should include any access cards, study guides, lab manuals, CDs, etc.

The Used, Rental and eBook copies of this book are not guaranteed to include any supplemental materials. Typically, only the book itself is included. This is true even if the title states it includes any access cards, study guides, lab manuals, CDs, etc.

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