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Advances in the Valuation and Management of Mortgage-Backed Securities

Inbunden, Engelska, 1999

AvFabozzi,Frank J. Fabozzi,Frank J Fabozzi

1 949 kr

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Advances in the Valuation and Management of Mortgage-Backed Securities details the latest developments for valuing mortgage-backed securities and measuring and controlling the interest rate risk of these securities. Complete coverage includes: decomposition of mortgage spreads, MBS index replication strategies and market neutral strategies, Monte Carlo/OAS methodology, valuation of inverse floaters and ARMs, relative value analysis, and hedging mortgage instruments against level risk and yield curve risk.

Produktinformation

  • Utgivningsdatum1999-01-31
  • Mått161 x 247 x 26 mm
  • Vikt608 g
  • FormatInbunden
  • SpråkEngelska
  • SerieFrank J. Fabozzi Series
  • Antal sidor334
  • FörlagJohn Wiley & Sons Inc
  • ISBN9781883249526

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