Handbook of Structured
Financial Products
Frank J. Fabozzi
Copyright: 1998
Finance professionals will
welcome Frank Fabozzi's Handbook of Structured Finance Products. This one-of-a-kind
guide helps you stay on top of continuing developments in the U.S. structured finance
product field-as well as developments concerning these products in overseas markets.
Here, Fabozzi assembles a roster of highly regarded professionals who provide their
findings and opinions on a multitude of investment subjects.
Table of Contents
Contributing Authors.
Index of Advertisers.
Overview (F. Fabozzi).
BACKGROUND INFORMATION.
Securitization in Europe:
Overview and Recent Developments (P. Van den Eynde).
Securitization of
Non-Traditional Asset Types: An Investor's Perspective (J. Quisenberry).
Securitizing Nontraditional
U.S. Assets for European Markets (J. Smallman and M. Selby).
Technology Issues in
Asset-Backed Securitization (J. Myers).
Finance Company Transactional
Due Diligence (L. Blum and J. Sala).
Identifying Relative Value in
the ABS Market (L. Wilhelm and W. Roever).
The NAIC Securities Valuation
Office's Analysis of Asset-Backed Securities (F. Vigneron).
NON-MORTGAGE RELATED ABS
PRODUCTS.
Auto Loan Asset-Backed
Securities (W. Roever, et al.).
Automobile Lease ABS (C.
Schorin).
Credit Card Asset-Backed
Securities (C. Schorin).
Credit Card
"C-Pieces" (J. Dunlevy).
Equipment-Financed ABS (J.
Anderson, et al.).
Student Loans ABS (K. Wagner
and E. Callahan).
Securitization of Commercial
and Industrial Loans (A. Thompson).
The Basics of CBO Investing
(J. Dunlevy and M. DeVito).
Collateralized Loan and Bond
Obligations: Creating Value Through Arbitrage (R. Thompson and E. Yun).
Utility Stranded Costs
Securitization (C. Schorin and K. Roach).
Catastrophe-Linked Securities
(S. Ganapati, et al.).
ABS-Backed Index Amortizing
Notes (C. Schorin and S. Weinreich).
MORTGAGE-RELATED ABS
PRODUCTS.
Mortgage-Backed Securities
(F. Fabozzi).
Home Equity Loan-Backed
Securities (C. Schorin).
Prepayment Modeling and
Valuation of Home Equity Loan Securities (D. Westhoff and M. Feldman).
Non-Accelerating Senior Home
Equity Loan ABS (R. DiSerio, et al.).
Adjustable-Rate Home Equity
Loan ABS (C. Flanagan, et al.).
Manufactured Housing
Securitization (P. Watterson, et al.).
Manufactured Housing
Securitization and Prepayments (S. Abrahams, et al.).
Commercial Mortgage-Backed
Securities (J. DeMichele and W. Adams).
Understanding Prepayments in
CMBS Deals (D. Cheng, et al.).
An Option-Theoretic Approach
to the Valuation of Multifamily Mortgage Loans and Securities (M. Youngblood).
Evaluating the Risk of
Commercial Mortgage-Backed Securities (G. Pappadopoulos and J. Fisher).
Index.
537 pages