Provides comprehensive coverage of the major asset-backed securities, structuring issues and relative value analysis. Topics include: the expanding frontiers of asset securitization; trends in the structuring of ABSs; introduction to ABS accounting; and prepayment nomenclature in the ABS market.

An up-to-date look at the latest innovations in mortgage-backed securities

Since the last edition of Mortgage-Backed Securities was published over three years ago, much has changed in the structured credit market. Frank Fabozzi, Anand Bhattacharya, and William Berliner all have many years of experience working in the fixed-income securitization markets, and have witnessed many cycles of change in the mortgage and MBS sectors. And now, with the Second Edition of Mortgage-Backed Securities, they share their knowledge on many of the products and structuring innovations that have...