Structured Products and Related Credit Derivatives
A Comprehensive Guide for Investors
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Structured Products and Related Credit Derivatives by Frank J. Fabozzi
Book DescriptionFilled with the insights of numerous experienced contributors, Structured Products and Related Credit Derivatives takes a detailed look at the various aspects of structured assets and credit derivatives. Written over a period spanning the greatest bull market in structured products history to arguably its most challenging period, this reliable resource will help you identify the opportunities and mitigate the risks in this complex financial market.
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Book DetailsISBN: 9780470129852
(234mm x 161mm x 45mm)
Imprint: John Wiley & Sons Ltd
Publisher: John Wiley and Sons Ltd
Publish Date: 20-May-2008
Country of Publication: United Kingdom
Books By Author Frank J. Fabozzi
Fractional Calculus and Fractional Processes with Applications to Financial Economics, Hardback (October 2016)
Handbook of Mortgage-Backed Securities, Hardback (August 2016)
This edition, revised since the subprime mortgage crisis, is designed to provide not only the fundamentals of mortgage-backed securities and the investment characteristics that make them attractive to a broad range of investors, but also extensive coverage of state-of-the-art strategies for capitalizing on the opportunities in this market.
Portfolio Construction and Analytics, Hardback (May 2016)
A detailed, multi-disciplinary approach to investment analytics Portfolio Construction and Analytics provides an up-to-date understanding of the analytic investment process for students and professionals alike.
Investing in Mortgage-Backed and Asset-Backed Securities, Hardback (February 2016)» View all books by Frank J. Fabozzi
A complete guide to investing in and managing a portfolio of mortgage- and asset-backed securities Mortgage- and asset-backed securities are not as complex as they might seem.
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Author Biography - Frank J. Fabozzi
Brian P. Lancaster is Head of Structured Products Research at Wachovia. Prior to joining Wachovia, Lancaster was a managing director (principal) in structured products at Bear, Stearns & Co. Inc. from 1990 to 2001. Glenn M. Schultz, MBA , is Managing Director and Head of ABS and Non-Agency Mortgage Research for Wachovia Capital Markets, LLC. Prior to joining Wachovia, Schultz was a managing director and head of residential ABS investment banking, managing the residential ABS and MBS businesses of the royal bank of Canada Financial Group. Frank J. Fabozzi, PHD, CFA , is Professor in the Practice of Finance and Becton Fellow at Yale University's School of Management and the Editor of the Journal of Portfolio Management.
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