Advances in the Valuation and Management of Mortgage-Backed Securities
indgår i Frank J. Fabozzi Series serien
- Indbinding:
- Hardback
- Sideantal:
- 334
- Udgivet:
- 31. januar 1999
- Størrelse:
- 161x247x26 mm.
- Vægt:
- 608 g.
Leveringstid:
8-11 hverdage
Forventet levering: 20. november 2024
Beskrivelse af Advances in the Valuation and Management of Mortgage-Backed Securities
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.
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