Books & Published Credits
Book and Book Chapters
- Co-author (with Frank Fabozzi and Anand Bhattacharya) of Mortgage-Backed Securities: Products, Structuring, and Analytical Techniques (John Wiley & Sons, 2011). The first named one of the top ten books of 2007 by RiskBooks.
- Co-author of chapters in the following texts:
- The Handbook of Fixed Income ("An Overview of Mortgages and the Mortgage Market")
- The Handbook of Mortgage-Backed Securities ("An Overview of Mortgages and the Mortgage Market," "Alt-A Mortgages and MBS," "The Prepayment and Credit Characteristics of Reperforming FHA/VA Loans," " Prepayment-Penalty Mortgage-Backed Securities")
- Securities Financing ("Evaluating the Interaction of Dollar Rolls and MBS Investments")
Recently Published Reports:
"Learning To Roll With The Unexpected," (written with Paul Jacob), American Securitization Journal, Winter/Spring 2011.
"The Complex New World of RMBS Shortfalls," (written with Matt Tomiak), American Securitization Journal, Winter/Spring 2010
"Loss Severities and the Lengthening Foreclosure Pipeline," (written with Paul Jacob)--available on www.FixedIncomeColor.com (click here to access)
Columnist for Asset Securitization Report
To order a copy of the second edition of Mortgage-Backed Securities: Products, Structuring, and Analytical Techniques, click here: