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Opis

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.

Szczegóły książki

Kategoria Books in English Economics, finance, business & management Finance & accounting

• Pełny tytuł: Advances in the Valuation and Management of Mortga -Backed Securities
• Autor: Fabozzi
• Język: Angielski
• Oprawa: Twarda
• Liczba stron: 334
• EAN: 9781883249526
• ISBN: 188324952X
• ID: 05012903
• Wydawca: Frank J. Fabozzi Associates
• Waga: 608 g
• Wymiary: 232 × 158 × 25 mm
• Data wydania: 31. January 1999

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