Business & Economics Books:

Advances in the Valuation & Management of Mortgage-Backed Securites

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Format

Hardback

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Advances in the Valuation & Management of Mortgage-Backed Securites by Fabozzi
$303.99
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Description

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.

Author Biography

Frank J. Fabozzi is a financial consultant, the editor of the Journal of Portfolio Management, and Adjunct Professor of Finance at Yale University's School of Management.
Release date NZ
January 15th, 1999
Author
Contributor
Edited by Frank J. Fabozzi
Country of Publication
United States
Illustrations
Illustrations
Imprint
Frank J. Fabozzi Associates
Pages
317
Dimensions
161x246x26
ISBN-13
9781883249526
Product ID
3086597

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