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Investing in Commercial Mortgage-Backed Securities

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Description

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.
Release date Australia
February 18th, 2000
Audiences
  • Postgraduate, Research & Scholarly
  • Professional & Vocational
  • Undergraduate
Contributor
  • Edited by Frank J. Fabozzi
Pages
272
Dimensions
157x231x9
ISBN-13
9781883249885
Product ID
4721322

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