LEADER 03967nam 22007695 450 001 996465993303316 005 20200704155537.0 010 $a3-642-29627-0 024 7 $a10.1007/978-3-642-29627-7 035 $a(CKB)3360000000366024 035 $a(SSID)ssj0000666324 035 $a(PQKBManifestationID)11452711 035 $a(PQKBTitleCode)TC0000666324 035 $a(PQKBWorkID)10664136 035 $a(PQKB)10012129 035 $a(DE-He213)978-3-642-29627-7 035 $a(MiAaPQ)EBC3069976 035 $a(PPN)168314967 035 $a(EXLCZ)993360000000366024 100 $a20120412d2012 u| 0 101 0 $aeng 135 $aurnn#008mamaa 181 $ctxt 182 $cc 183 $acr 200 10$aResearch in Computational Molecular Biology$b[electronic resource] $e16th Annual International Conference, RECOMB 2012, Barcelona, Spain, April 21-24, 2012. Proceedings /$fedited by Benny Chor 205 $a1st ed. 2012. 210 1$aBerlin, Heidelberg :$cSpringer Berlin Heidelberg :$cImprint: Springer,$d2012. 215 $a1 online resource (XVI, 372 p. 74 illus.) 225 1 $aLecture Notes in Bioinformatics ;$v7262 300 $aBibliographic Level Mode of Issuance: Monograph 311 $a3-642-29626-2 320 $aIncludes bibliographical references and index. 330 $aThis book constitutes the refereed proceedings of the 16th Annual International Conference on Research in Computational Molecular Biology, RECOMB 2012, held in Barcelona, Spain, in April 2012. The 31 revised full papers presented together with 5 keynote lectures were carefully reviewed and selected from 200 submissions. The papers feature current research in all areas of computational molecular biology, including: molecular sequence analysis; recognition of genes and regulatory elements; molecular evolution; protein structure; structural genomics; analysis of gene expression; biological networks; sequencing and genotyping technologies; drug design; probabilistic and combinatorial algorithms; systems biology; computational proteomics; structural and functional genomics; information systems for computational biology and imaging. 410 0$aLecture Notes in Bioinformatics ;$v7262 606 $aAlgorithms 606 $aBioinformatics 606 $aDatabase management 606 $aComputers 606 $aArtificial intelligence 606 $aData structures (Computer science) 606 $aAlgorithm Analysis and Problem Complexity$3https://scigraph.springernature.com/ontologies/product-market-codes/I16021 606 $aComputational Biology/Bioinformatics$3https://scigraph.springernature.com/ontologies/product-market-codes/I23050 606 $aDatabase Management$3https://scigraph.springernature.com/ontologies/product-market-codes/I18024 606 $aComputation by Abstract Devices$3https://scigraph.springernature.com/ontologies/product-market-codes/I16013 606 $aArtificial Intelligence$3https://scigraph.springernature.com/ontologies/product-market-codes/I21000 606 $aData Structures$3https://scigraph.springernature.com/ontologies/product-market-codes/I15017 608 $aConference proceedings.$2fast 615 0$aAlgorithms. 615 0$aBioinformatics. 615 0$aDatabase management. 615 0$aComputers. 615 0$aArtificial intelligence. 615 0$aData structures (Computer science). 615 14$aAlgorithm Analysis and Problem Complexity. 615 24$aComputational Biology/Bioinformatics. 615 24$aDatabase Management. 615 24$aComputation by Abstract Devices. 615 24$aArtificial Intelligence. 615 24$aData Structures. 676 $a005.1 702 $aChor$b Benny$4edt$4http://id.loc.gov/vocabulary/relators/edt 712 12$aRECOMB (Conference : 2005- ) 906 $aBOOK 912 $a996465993303316 996 $aResearch in Computational Molecular Biology$9772065 997 $aUNISA LEADER 05748nam 2200805 a 450 001 9910965695203321 005 20200520144314.0 010 $a9786613258083 010 $a9781283258081 010 $a1283258080 010 $a9781118149294 010 $a1118149297 010 $a9781118149270 010 $a1118149270 035 $a(CKB)2550000000051538 035 $a(EBL)818785 035 $a(OCoLC)759040871 035 $a(SSID)ssj0000630365 035 $a(PQKBManifestationID)12226456 035 $a(PQKBTitleCode)TC0000630365 035 $a(PQKBWorkID)10744967 035 $a(PQKB)11789453 035 $a(Au-PeEL)EBL818785 035 $a(CaPaEBR)ebr10494487 035 $a(CaONFJC)MIL325808 035 $a(CaSebORM)9781118004692 035 $a(MiAaPQ)EBC818785 035 $a(OCoLC)786165543 035 $a(OCoLC)ocn786165543 035 $a(FR-PaCSA)88944881 035 $a(FRCYB88944881)88944881 035 $a(Perlego)1011261 035 $a(EXLCZ)992550000000051538 100 $a20111010d2011 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aMortgage-backed securities $eproducts, structuring, and analytical techniques /$fFrank J. Fabozzi, Anand K. Bhattacharya, William S. Berliner 205 $a2nd ed. 210 $aHoboken, N.J. $cWiley$d2011 215 $a1 online resource (354 p.) 225 1 $aFrank J. Fabozzi series 300 $aIncludes index. 311 08$a9781118004692 311 08$a1118004698 320 $aIncludes bibliographical references and index. 327 $aMortgage-Backed Securities: Products, Structuring, and Analytical Techniques; Contents; Preface; About the Authors; Part One: Introduction to Mortgage and MBS Markets; Chapter 1: Overview of Mortgages and the Consumer Mortgage Market; Overview of Mortgages; Mortgage Loan Mechanics; Risks Associated with Mortgages and Mortgage Products; Concepts Presented in this Chapter; Chapter 2: Overview of the Mortgage-Backed Securities Market; Creating Different Types of MBS; MBS Trading; The Role of the MBS Markets in Generating Consumer Lending Rates; Cash Flow Structuring 327 $aConcepts Presented in this ChapterPart Two: Prepayment and Default Metrics and Behavior; Chapter 3: Measurement of Prepayments and Defaults; Prepayment Terminology; Calculating Prepayment Speeds; Delinquency, Default, and Loss Terminology; Concepts Presented in this Chapter; Chapter 4: Prepayments and Factors Influencing the Return of Principal; Prepayment Fundamentals; Factors Influencing Prepayment Speeds; Defaults and ""Involuntary"" Prepayments; Concepts Presented in this Chapter; Part Three: Structuring; Chapter 5: Introduction to MBS Structuring Techniques 327 $aUnderlying Logic in Structuring Cash FlowsStructuring Different Mortgage Products; Fundamentals of Structuring CMOs; Chapter 6: Fundamental MBS Structuring Techniques: Divisions of Principal; Time Tranching; Planned Amortization Classes (PACs) and the PAC-Support Structure; Targeted Amortization Class Bonds; Z-Bonds and Accretion-Directed Tranches; A Simple Structuring Example; Concepts Presented in this Chapter; Chapter 7: Fundamental MBS Structuring Techniques: Divisions of Interest; Coupon Stripping and Boosting; Floater-Inverse Floater Combinations; Two-Tiered Index Bonds (TTIBs) 327 $aExcess Servicing IOsConcepts Presented in this Chapter; Chapter 8: Structuring Private-Label CMOs; Private-Label Credit Enhancement; Private-Label Senior Structuring Variations; Governing Documents; Concepts Presented in this Chapter; Chapter 9: The Structuring of Mortgage ABS Deals; Fundamentals of ABS Structures; Credit Enhancement for Mortgage ABS Deals; Factors Influencing the Credit Structure of Deals; Additional Structuring Issues and Developments; Concepts Presented in this Chapter; Part Four: Valuation and Analysis; Chapter 10: Techniques for Valuing MBS 327 $aStatic Cash Flow Yield AnalysisZ-Spread; Valuation Using Monte Carlo Simulation and OAS Analysis; Total Return Analysis; Concepts Presented in this Chapter; Chapter 11: Measuring MBS Interest Rate Risk; Duration; Convexity; Yield Curve Risk; Other Risk Measures; Concepts Presented in this Chapter; Chapter 12: Evaluating Senior MBS and CMOs; Yield and Spread Matrices; Monte Carlo and OAS Analysis; Total Return Analysis; Evaluating Inverse Floaters; Concepts Presented in this Chapter; Chapter 13: Analysis of Nonagency MBS; Factors Impacting Returns from Nonagency MBS 327 $aUnderstanding the Evolution of Credit Performance within a Transaction 330 $aAn up-to-date look at the latest innovations in mortgage-backed securities Since the last edition of Mortgage-Backed Securities was published over three years ago, much has changed in the structured credit market. Frank Fabozzi, Anand Bhattacharya, and William Berliner all have many years of experience working in the fixed-income securitization markets, and have witnessed many cycles of change in the mortgage and MBS sectors. And now, with the Second Edition of Mortgage-Backed Securities, they share their knowledge on many of the products and structuring innovations that have t 410 0$aFrank J. Fabozzi series. 606 $aMortgage-backed securities 615 0$aMortgage-backed securities. 676 $a332.6323 676 $a332.63232 700 $aFabozzi$b Frank J$0109596 701 $aBhattacharya$b Anand K$01796764 701 $aBerliner$b William S$01796765 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910965695203321 996 $aMortgage-backed securities$94338698 997 $aUNINA