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Viac informácií o knihe Advances in the Valuation and Management of Mortga -Backed Securities

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Anotácia knihy

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.

Parametre knihy

Zaradenie knihy Knihy po anglicky Economics, finance, business & management Finance & accounting

• Celý názov: Advances in the Valuation and Management of Mortga -Backed Securities
• Autor: Fabozzi
• Jazyk: Angličtina
• Väzba: Pevná
• Počet strán: 334
• EAN: 9781883249526
• ISBN: 188324952X
• ID: 05012903
• Nakladateľ: Frank J. Fabozzi Associates
• Hmotnosť: 608 g
• Rozmery: 232 × 158 × 25 mm
• Dátum vydania: 31. January 1999

Obľúbené z iného súdka

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