Advances in the Valuation and Management of Mortgage-Backed Securities
By:Frank J. Fabozzi
Published on 1999-01-15 by John Wiley & Sons
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 Book was ranked at 20 by Google Books for keyword Mortgage.
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Book which was published by John Wiley & Sons since 1999-01-15 have ISBNs, ISBN 13 Code is 9781883249526 and ISBN 10 Code is 188324952X
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