Investing in Commercial Mortgage-Backed Securities

Investing in Commercial Mortgage-Backed Securities - Frank J. Fabozzi Series

1st edition

Hardback (18 Feb 2000)

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Publisher's Synopsis

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.

Book information

ISBN: 9781883249885
Publisher: Wiley
Imprint: John Wiley & Sons, Inc.
Pub date:
Edition: 1st edition
Language: English
Number of pages: 272
Weight: 562g
Height: 231mm
Width: 157mm
Spine width: 9mm