The handbook of commercial mortgage-backed securities
Gespeichert in:
| Format: | Buch |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
[Hoboken]
Wiley
1998
|
| Ausgabe: | 2. ed. |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV035224603 | ||
| 003 | DE-604 | ||
| 005 | 20090205 | ||
| 007 | t| | ||
| 008 | 081219s1998 xx d||| |||| 00||| eng d | ||
| 020 | |a 188324949X |9 1-883249-49-X | ||
| 035 | |a (OCoLC)634433152 | ||
| 035 | |a (DE-599)BVBBV035224603 | ||
| 040 | |a DE-604 |b ger |e rakddb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-355 | ||
| 084 | |a QK 660 |0 (DE-625)141676: |2 rvk | ||
| 084 | |a QK 800 |0 (DE-625)141681: |2 rvk | ||
| 245 | 1 | 0 | |a The handbook of commercial mortgage-backed securities |c ed. by Frank J. Fabozzi ... |
| 246 | 1 | 3 | |a Commercial mortgage-backed securities |
| 250 | |a 2. ed. | ||
| 264 | 1 | |a [Hoboken] |b Wiley |c 1998 | |
| 300 | |a VI, 503 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 650 | 0 | 7 | |a Portfoliomanagement |0 (DE-588)4115601-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Versicherung |0 (DE-588)4063173-4 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Pfandbrief |0 (DE-588)4126512-9 |2 gnd |9 rswk-swf |
| 651 | 7 | |a USA |0 (DE-588)4078704-7 |2 gnd |9 rswk-swf | |
| 689 | 0 | 0 | |a USA |0 (DE-588)4078704-7 |D g |
| 689 | 0 | 1 | |a Portfoliomanagement |0 (DE-588)4115601-8 |D s |
| 689 | 0 | 2 | |a Pfandbrief |0 (DE-588)4126512-9 |D s |
| 689 | 0 | 3 | |a Versicherung |0 (DE-588)4063173-4 |D s |
| 689 | 0 | |5 DE-604 | |
| 700 | 1 | |a Fabozzi, Frank J. |d 1948- |e Sonstige |0 (DE-588)129772054 |4 oth | |
| 856 | 4 | 2 | |m Digitalisierung UB Regensburg |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017030641&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-017030641 | |
Datensatz im Suchindex
| _version_ | 1819702139897774080 |
|---|---|
| adam_text | Table
of
Contents
Contributing Authors v
List of Advertisers
vi
SECTION I: BACKGROUND
1
1.
The CMBS Market: Past, Present, and Future
3
Galia
Gichon
2.
A Property Market Framework for Bond Investors
13
Patrick Corcoran
3.
Commercial Mortgage Default Rates and Loss Severity
53
Rodney
Pelletier
and Andrew P. Rudenstein
SECTION II: CMBS AND STRUCTURING ISSUES
71
4.
Commercial Mortgage-Backed Securities
73
Joseph F. DeMichele and William J. Adams
5.
An Investor s Framework for Modeling and Analyzing CMBS
93
Richard
С
Trepp
and James D. Savitsky
6.
Structural Considerations Impacting CMBS
113
John
N.
Dunlevy
7.
How CMBS Structuring Impacts the Performance of the Bond Classes
129
David P. Jacob and Lynn
Tong
8.
Understanding Prepayments in CMBS Deals
147
Da Cheng, Adrian R. Cooper, and Jason Huang
9.
Investing in Subordinate CMBS Bonds
159
Jojy Mathew and Elazar Katz
SECTION III: RISK ANALYSIS
169
10.
CMBS: Developing Risk Management for a New Asset Class
171
Margaret M. Reilly and Bennett
W. Golub
11.
Evaluating the Risk of Commercial Mortgage-Backed Securities
183
George J. Pappadopoulos and Jeff Fisher
12.
Rating of Commercial Mortgage-Backed Securities
193
Joseph C.
Pranzetti
13.
Assessing Credit Risk of CMBS
247
Patrick Corcoran and Duen-Li
Kao
iii
14.
Credit-Driven Prepayment and Default Analysis
265
Michael A. Ervolini, Harold J. A. Haig, and Michael A. Megliola
15.
Understanding and Managing the Balloon Risk of
21
Ъ
Commercial Mortgages in CMBS
David P. Jacob and Peter Fastovsky
SECTION IV: VALUATION AND RELATIVE VALUE ANALYSIS
287
16.
A Framework for Risk and Relative Value Analysis of CMBS: Theory
289
David P. Jacob,
Galia
Gichon, Dan Lee, and Lynn
Tong
17.
A Framework for Risk and Relative Value Analysis of CMBS: Practice
305
David P. Jacob and
Galia
Gichon
18.
An Options Approach to Commercial Mortgages and
317
CMBS Valuation and Risk Analysis
David P. Jacob, Ted C.H. Hong, and Laurence H. Lee
19.
A Monte Carlo Default Pricing Model for CMBS
347
George J. Pappadopoulos
20.
An Investor s Perspective on Commercial Mortgage-Backed Coupon Strips
359
Keith A. Gollenberg
21.
High Yield Commercial Mortgage-Backed Securities
369
David P. Jacob and
Galia
Gichon
SECTION V: ACCOUNTING, TAXES, AND LEGAL ISSUES
379
22.
The Role of the Trustee
381
Steven Davis, Karen Cook, and F. Jim
Della Sala
23.
Performing Financial Due Diligence Associated with
397
Commercial Mortgage Securitizations
David Baranick and Shahid H. Quraishi
24.
Generally Accepted Accounting Principles for
417
Issuers of and Investors in CMBS
David Baranick and Richard Bennett
25.
Federal Income Taxation ofREMICs and CMBS
441
Joseph L.
Ferst
and Milton K. Miyashiro
Index
493
iv
|
| any_adam_object | 1 |
| author_GND | (DE-588)129772054 |
| building | Verbundindex |
| bvnumber | BV035224603 |
| classification_rvk | QK 660 QK 800 |
| ctrlnum | (OCoLC)634433152 (DE-599)BVBBV035224603 |
| discipline | Wirtschaftswissenschaften |
| edition | 2. ed. |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01656nam a2200421 c 4500</leader><controlfield tag="001">BV035224603</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20090205 </controlfield><controlfield tag="007">t|</controlfield><controlfield tag="008">081219s1998 xx d||| |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">188324949X</subfield><subfield code="9">1-883249-49-X</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)634433152</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV035224603</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-355</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 660</subfield><subfield code="0">(DE-625)141676:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 800</subfield><subfield code="0">(DE-625)141681:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">The handbook of commercial mortgage-backed securities</subfield><subfield code="c">ed. by Frank J. Fabozzi ...</subfield></datafield><datafield tag="246" ind1="1" ind2="3"><subfield code="a">Commercial mortgage-backed securities</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">2. ed.</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">[Hoboken]</subfield><subfield code="b">Wiley</subfield><subfield code="c">1998</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">VI, 503 S.</subfield><subfield code="b">graph. Darst.</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Portfoliomanagement</subfield><subfield code="0">(DE-588)4115601-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Versicherung</subfield><subfield code="0">(DE-588)4063173-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Pfandbrief</subfield><subfield code="0">(DE-588)4126512-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="651" ind1=" " ind2="7"><subfield code="a">USA</subfield><subfield code="0">(DE-588)4078704-7</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">USA</subfield><subfield code="0">(DE-588)4078704-7</subfield><subfield code="D">g</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Portfoliomanagement</subfield><subfield code="0">(DE-588)4115601-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Pfandbrief</subfield><subfield code="0">(DE-588)4126512-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="3"><subfield code="a">Versicherung</subfield><subfield code="0">(DE-588)4063173-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Fabozzi, Frank J.</subfield><subfield code="d">1948-</subfield><subfield code="e">Sonstige</subfield><subfield code="0">(DE-588)129772054</subfield><subfield code="4">oth</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">Digitalisierung UB Regensburg</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017030641&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="943" ind1="1" ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-017030641</subfield></datafield></record></collection> |
| geographic | USA (DE-588)4078704-7 gnd |
| geographic_facet | USA |
| id | DE-604.BV035224603 |
| illustrated | Illustrated |
| indexdate | 2024-12-23T21:23:26Z |
| institution | BVB |
| isbn | 188324949X |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-017030641 |
| oclc_num | 634433152 |
| open_access_boolean | |
| owner | DE-355 DE-BY-UBR |
| owner_facet | DE-355 DE-BY-UBR |
| physical | VI, 503 S. graph. Darst. |
| publishDate | 1998 |
| publishDateSearch | 1998 |
| publishDateSort | 1998 |
| publisher | Wiley |
| record_format | marc |
| spellingShingle | The handbook of commercial mortgage-backed securities Portfoliomanagement (DE-588)4115601-8 gnd Versicherung (DE-588)4063173-4 gnd Pfandbrief (DE-588)4126512-9 gnd |
| subject_GND | (DE-588)4115601-8 (DE-588)4063173-4 (DE-588)4126512-9 (DE-588)4078704-7 |
| title | The handbook of commercial mortgage-backed securities |
| title_alt | Commercial mortgage-backed securities |
| title_auth | The handbook of commercial mortgage-backed securities |
| title_exact_search | The handbook of commercial mortgage-backed securities |
| title_full | The handbook of commercial mortgage-backed securities ed. by Frank J. Fabozzi ... |
| title_fullStr | The handbook of commercial mortgage-backed securities ed. by Frank J. Fabozzi ... |
| title_full_unstemmed | The handbook of commercial mortgage-backed securities ed. by Frank J. Fabozzi ... |
| title_short | The handbook of commercial mortgage-backed securities |
| title_sort | the handbook of commercial mortgage backed securities |
| topic | Portfoliomanagement (DE-588)4115601-8 gnd Versicherung (DE-588)4063173-4 gnd Pfandbrief (DE-588)4126512-9 gnd |
| topic_facet | Portfoliomanagement Versicherung Pfandbrief USA |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=017030641&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT fabozzifrankj thehandbookofcommercialmortgagebackedsecurities AT fabozzifrankj commercialmortgagebackedsecurities |