Description

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.

Advances in the Valuation and Management of Mortgage-Backed Securities

Product form

£120.00

Includes FREE delivery
Usually despatched within 5 days
Hardback by Frank J. Fabozzi

1 in stock

Short Description:

Advances in the Valuation and Management of Mortgage-Backed Securities details the latest developments for valuing mortgage-backed securities and measuring and... Read more

    Publisher: John Wiley & Sons Inc
    Publication Date: 31/01/1999
    ISBN13: 9781883249526, 978-1883249526
    ISBN10: 188324952X

    Number of Pages: 334

    Non Fiction , Business, Finance & Law

    Description

    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.

    Customer Reviews

    Be the first to write a review
    0%
    (0)
    0%
    (0)
    0%
    (0)
    0%
    (0)
    0%
    (0)

    Recently viewed products

    © 2024 Book Curl,

      • American Express
      • Apple Pay
      • Diners Club
      • Discover
      • Google Pay
      • Maestro
      • Mastercard
      • PayPal
      • Shop Pay
      • Union Pay
      • Visa

      Login

      Forgot your password?

      Don't have an account yet?
      Create account