Advances in the Valuation and Management of Mortgage-Backed Securities
Download or Read eBook Advances in the Valuation and Management of Mortgage-Backed Securities PDF written by Frank J. Fabozzi and published by John Wiley & Sons. This book was released on 1999-01-15 with total page 340 pages. Available in PDF, EPUB and Kindle.
| Author | : Frank J. Fabozzi |
| Publisher | : John Wiley & Sons |
| Total Pages | : 340 |
| Release | : 1999-01-15 |
| ISBN-10 | : 188324952X |
| ISBN-13 | : 9781883249526 |
| Rating | : 4/5 (2X Downloads) |
Book Synopsis Advances in the Valuation and Management of Mortgage-Backed Securities by : Frank J. Fabozzi
Book excerpt: 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.
