| Advances in the Valuation and Management of Mortgage-Backed Securities Contributor(s): Fabozzi, Frank J. (Editor) |
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ISBN: 188324952X ISBN-13: 9781883249526 Publisher: Wiley OUR PRICE: $144.40 Product Type: Hardcover - Other Formats Published: January 1999 Annotation: 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. |
| Additional Information |
| BISAC Categories: - Business & Economics | Investments & Securities - General |
| Series: Frank J. Fabozzi |
| Physical Information: 1" H x 6.6" W x 8.8" (1.32 lbs) 334 pages |