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商品詳細

Investing in Commercial Mortgage-Backed Securities.

Investing in Commercial Mortgage-Backed Securities.

・ISBN 978-1-883249-88-5 cloth

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著者・編者Fabozzi, Frank J. (ed.),
シリーズThe Frank J. Fabozzi Series
出版社(Wiley, US)
出版年月2000
ページ数269 pp.
言語ENG
ニュース番号<484-594>

解説

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.