perspectives cointegration collateralized securitization

books:

Derivatives and Equity Portfolio Management

1 review
Bruce M. Collins, Frank J. Fabozzi

Wiley, 1999

A book on equity derivatives for portfolio managers
The authors provide the reader an excellent overview of equity derivatives and how they can be integrated into portfolio management. A great book for the novice and as a reference book for the more experienced professional. I find the way the authors describe the investment process and the derivatives process particularly useful and insightful. The book is also easy to read and can be easily ...

Mortgage-Backed Securities: Products, Structuring, and Analytical Techniques (Frank J. Fabozzi Series)

4 reviews
Frank J. Fabozzi, Anand K. Bhattacharya, ...

Wiley, 2007

the gold standard
I think this book is the new gold standard for MBS. Unlike previous MBS books I have read, this one flows well from chapter to chapter and can actually walk someone new to the field through collateral, structuring and valuation in a logical manner. Excellent job!

Cost Accounting - Concepts and Applications for Managerial Decision Making

1 review
Ralph S. Polimeni, Frank J. Fabozzi, ...

McGraw-Hill Education, 1991

Excellent textbook
This is the best text for Cost accounting I have come across in years. It is well organised, well written, the information is clearly presented and it contains a fair amount of detail. The questions range from multiple choice to theory to really long numericals. Only one quibble - this book is such an old edition it does not contain a number of key topics. If it could just be updated to the ...

Credit Union Investment Management (Frank J. Fabozzi Series)

1 review
Frank J. Fabozzi, Mark B. Wickard

Wiley, 1997

Fabozzi is the best source for all things financial
I am continually pleased with each and every fabozzi book I buy. The man is prolific and always provides you with real data, great overviews, and commentary by leading people in the field. This book is no exception.

The Handbook of Financial Instruments

1 review

Wiley, 2002

A first-rate guide to investing
A must for any investor trying to make sense of the various financial instruments that are available to them. Written in a thorough yet engaging style, Fabozzi takes the guesswork out of investing by detailing the benefits of both traditional and alternative investments.

Active Equity Portfolio Management

1 review
Frank J. Fabozzi

Mcgraw-Hill (Tx), 1998

Excellent Book
This book is an excellent guide tio current state-of-the-art quantittative methods for portfolio management. It brings out the concepts and applications very nicely; including index tracking problems, vannila markowitz framework and the new concepts like optimizing a poprtfolio w.r.t VaR constraints. A through treatment of the subject, and detailed analysis of the quantitative solutions. A ...

The Handbook of Nonagency Mortgage-Backed Securities

2 reviews

Frank J. Fabozzi Associates, 1997

NON-AGENCY MORTGAGE BOOK IS GREAT!
I REALLY ENJOYED READING THIS BOOK ON NON-AGENCY MORTGAGE CMOs. IT HAS BEEN WONDERFUL TO SEE THE NON-AGENCY MARKET EXPAND AND PROSPER DURING THE PAST FEW YEARS, ALLOWING BOTH DEALER FIRMS AND BUY-SIDE FIRMS TO BENEFIT FROM THE VARIETY OF COLLATERAL AND STRUCTURES CREATED. I REALLY ENJOYED LEARNING ABOUT NON-AGENCY CMOs FROM LEGENDS SUCH AS FABOZZI, RAMSEY, RAMIREZ, AND MARZ. THANK YOU FOR ...

Equity Portfolio Management

1 review
Frank J. Fabozzi, James L. Grant

Wiley, 1999

Valuable text for all students of finance
This text is extremely useful for all finance students interested in portfolio management and stock analysis. As a senior finance student, I thought it was a very important book to study from - you will see real snapshots of bloomberg and valueline analysis, which I thought was incredibly insightful. As it is with Professor Grant's other works, this text was reader-friendly.

Handbook of Inflation Indexed Bonds (Frank J. Fabozzi Series)

1 review

Wiley, 1999

Crucial guide
There's no better source for insight on the new-since-1997 Treasury Inflation Protection Securities [TIPS]. Brynjolfson runs one of the largest TIPS funds. Fabozzi is a well-known commentator on investments and fixed income specifically. Want details of CPI seasonality, integrating TIPS in mean-variance optimization, etc.? It's here. Also includes coverage of international TIPS-equivalents.

Managing a Corporate Bond Portfolio

5 reviews
Frank J. Fabozzi, Leland E. Crabbe

John Wiley & Sons, 2001

A solid book
Finally a book written for practicing professionals. This is a book to have on your shelf. You'll be amazed at what these two can teach you.

The Handbook of Stable Value Investments

1 review

Wiley, 1998

Worth the money
In-depth coverage of the issues. No academic jargon, just straightforward business approach--tells you what you want to know. Worth owning if this is your field.

Capital Markets: Institutions and Instruments

8 reviews
Franco Modigliani

Prentice-Hall, 1992

Well written- Broad and comprehensive without being shallow
There are many different versions of finance books that package a variety of subsets of what is known about financial instruments, how they are valued, the markets they trade in, and various relevant regulations. Of course textbooks tend to be written with specific courses in mind and select the material they present for a one or two term course on that topic. This book has a somewhat unique ...

Investing in Collateralized Debt Obligations

1 review

Wiley, 2001

Very high quality book - buy it
This is an excellenbt book on CDOs and has recently been bettered still by Ms Goodman's newest book on CDOs. I am pleased to publicly state that it is excellent, I have bought a copy and I recommend it highly.

Financial Modeling of the Equity Market: From CAPM to Cointegration (Frank J. Fabozzi Series)

6 reviews
Frank J. Fabozzi, Sergio M. Focardi, ...

Wiley, 2006

Really good reference book
It is the book I'd like to keep on my shelf. Very comprehensive and up-to-date, though a little bit condensed. It starts from portfolio theory and covers forefront techniques and practical issues of equity market modeling. Could be better if there are more examples of model applications.

Fixed income mathematics

11 reviews
Frank J Fabozzi

Probus Pub. Co, 1988

only book you need for Intro Cap Markets & Debt Markets clas
i'm currently subjecting myself to the finance curriculum at a quant-heavy, top 5 b-school ... while the profs consistently recommend verbose, over-complicated texts that are full of jargon & painful to read (e.g. priaulet/martelli, bodie/marcus/kane, etc.), i found this book to be the only book i need. while it doesnt spend a whole lot of time on theory & intuition, it does do a good job on ...

Mortgage and Mortgage-Backed Securities Markets (Harvard Business School Press Series in Financial Services ...

1 review
Franco Modigliani

Harvard Business School Press, 1992

Still relevant
This book may be dated, but if you want an in depth review of the fundamentals of all types of mortgages, pass-through securities, CMOs, and MBS valuation techniques this book should be your first stop. After reading this book, you will have the solid foundation that you need to read more advanced tomes and/or understand current developments in mortgage securitization.

Municipal Bond Portfolio Management

1 review
Frank J Fabozzi, T. Dessa Fabozzi, ...

McGraw-Hill, 1994

Must Reading for Those Interested In Municipal Bonds
The Fabozzis and Feldstein have, once again, produced a most helpful book which any municipal bond investor, portfolio manager, public official, or investment banker will want to own. From the mathematics to the markets to the mechanics, the authors open up the all too arcane world of public bond finance for both the professional and average investor. Detailed, thorough, accessible, ...

Issuer Perspectives on Securitization

1 review
Frank J. Fabozzi

Wiley, 1999

A Unique Book
In the Executive MBA Program of the Wharton School, where I teach, we have instituted a new finance course on structured financial products and asset-backed securitizations, from the corporate treasurer's perspective. This book featuring issuer perspectives on securitization fits our course perfectly, and is popular among the executive MBA students. The authors are very knowledgable and are ...

Introduction to Fixed Income Analytics

1 review
Frank J. Fabozzi, Steven V. Mann

Frank J. Fabozzi Associates, 2001

great - unlike cryptic fabozzi books
a well put together book a great introduction that becomes more and more complex as you read it.

The Handbook of Municipal Bonds (Frank J. Fabozzi Series)

1 review
Sylvan G. Feldstein, Frank J. Fabozzi

Wiley, 2008

A Great Reference on Municipal Bonds
This is a comprehensive book on bond insurance and hits all the hot topics for the municipal bond investor. Well worth the price. There is no other book like this.

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