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"item_title" : "Advances in the Valuation and Management of Mortgage-Backed Securities",
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"item_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.",
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Advances in the Valuation and Management of Mortgage-Backed Securities
by Fabozzi and Frank J. Fabozzi
Overview
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.
This item is Non-Returnable
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Details
- ISBN-13: 9781883249526
- ISBN-10: 188324952X
- Publisher: John Wiley & Sons
- Publish Date: January 1999
- Dimensions: 8.8 x 6.6 x 1 inches
- Shipping Weight: 1.32 pounds
- Page Count: 334
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