Code: 05012903
Advances in the Valuation and Management of Mortga -Backed Securities
by Fabozzi
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 cover ... more
- Language:
English - Binding: Hardback
- Number of pages: 334
Publisher: Frank J. Fabozzi Associates, 1999
- More about this
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Book synopsis
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.
Book details
Book category Books in English Economics, finance, business & management Finance & accounting
715.85 zł
- Full title: Advances in the Valuation and Management of Mortga -Backed Securities
- Author: Fabozzi
- Language: English
- Binding: Hardback
- Number of pages: 334
- EAN: 9781883249526
- ISBN: 188324952X
- ID: 05012903
- Publisher: Frank J. Fabozzi Associates
- Weight: 608 g
- Dimensions: 232 × 158 × 25 mm
- Date of publishing: 31. January 1999
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