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Advances in the Valuation and Management of Mortgage-Backed Securities|Fabozzi

Advances in the Valuation and Management of Mortgage-Backed Securities

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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

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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