{"product_id":"collateralized-mortgage-obligations-structures-and-analysis-9781883249625","title":"Collateralized Mortgage Obligations: Structures and Analysis","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003eFinancial experts Chuck Ramsey and Frank Ramirez join Frank Fabozzi for the third edition of Collateralized Mortgage Obligations: Structure \u0026amp; Analysis. Because of the complexity and the risk associated with CMOs, portfolio managers need specific keys to understand and unlock the potential of these unique investment tools. Fabozzi and company provide this understanding with detailed explanations of all aspects of CMOs, including factors affecting prepayment behavior; whole loan CMO structures; and accounting for CMO investments. Filled with relevant examples and in-depth discussions, Collateralized Mortgage Obligations: Structure \u0026amp; Analysis sheds light on this somewhat controversial and highly technical subject-which is one of the fastest-growing sectors of the fixed-income securities market.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003eAbout the Authors.\u003cbr\u003e \u003cbr\u003e 1. Introduction.\u003cbr\u003e \u003cbr\u003e SECTION I: AGENCY CMOS.\u003cbr\u003e \u003cbr\u003e 2. Collateral for CMOs.\u003cbr\u003e \u003cbr\u003e 3. Prepayment Conventions and Factors Affecting Prepayments.\u003cbr\u003e \u003cbr\u003e 4. Sequential-Pay and Accrual Tranches.\u003cbr\u003e \u003cbr\u003e 5. Floater, Inverse Floater, and Notional IO Tranches.\u003cbr\u003e \u003cbr\u003e 6. Planned Amortization Class Tranches.\u003cbr\u003e \u003cbr\u003e 7. TAC, VADM, Support Tranches, and Re-REMICs.\u003cbr\u003e \u003cbr\u003e SECTION II: NONAGENCY CMOS.\u003cbr\u003e \u003cbr\u003e 8. Nonagency CMOs.\u003cbr\u003e \u003cbr\u003e 9. The Rating of Nonagency CMOs.\u003cbr\u003e \u003cbr\u003e 10. Prepayment Analysis of Nonagency Mortgage-Backed Collateral.\u003cbr\u003e \u003cbr\u003e SECTION III: ANALYSIS OF CMOS.\u003cbr\u003e \u003cbr\u003e 11. Valuation and Spread Measures.\u003cbr\u003e \u003cbr\u003e 12. Measuring Interest Rate Risk: Duration, Convexity, and Key Rate Duration.\u003cbr\u003e \u003cbr\u003e 13. Total Return Analysis.\u003cbr\u003e \u003cbr\u003e 14. Analysis of Inverse Floaters.\u003cbr\u003e \u003cbr\u003e Index.","brand":"John Wiley \u0026 Sons Inc","offers":[{"title":"Default Title","offer_id":51771684946263,"sku":"9781883249625","price":72.25,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0817\/1739\/5799\/files\/9781883249625.jpg?v=1758728770","url":"https:\/\/bookcurl.com\/products\/collateralized-mortgage-obligations-structures-and-analysis-9781883249625","provider":"Book Curl","version":"1.0","type":"link"}