Investing in Commercial Mortgage–Based Securities

Introduction to Commercial Mortgage–Backed Securities (B. Lancaster).
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<br /> The Commercial Mortgage–Backed Securities Deal (A. Sanders).
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<br /> Floating–Rate Commercial Mortgage–Backed Securities (P. Corcoran and J. Phillips).
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<br /> Multifamily Project Securities (E. Daingerfield).
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<br /> Lehman Brothers′ CMBS Index (S. Berkley and A. Golbin).
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<br /> The Efficient Frontier for CMBS and Commercial Mortgages Using a Risk–Return Framework (D. Jacob and J. Patel).
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<br /> Structure, Valuation, and Performance of CMBS (R. Gordon and L. Gibson).
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<br /> Value and Sensitivity Analysis of CMBS IOs (P. Obazee).
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<br /> Valuation and Analysis of Credit–Sensitive CMBS Tranches (P. Obazee).
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<br /> An Empirical Framework for Estimating CMBS Defaults (D. Westhoff, et al.).
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<br /> Project–Loan Prepayments and Defaults (S. Banerjee, et al.).
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<br /> Valuing the Prepayment and Credit Risks of Commercial Mortgage Securities (M. Youngblood).
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<br /> The CMBS Market, Swap Spreads, and Relative Value (B. Lancaster).
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<br /> The Effect of the Real Estate Cycle on Commercial Mortgage and CMBS Spreads (D. Jacob and C. Hong).
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<br /> CMBS in Japan (P. Corcoran and J. Phillips).
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<br /> Index.