Tuesday, 29 January 2013

[N760.Ebook] Get Free Ebook Advances in the Valuation and Management of Mortgage-Backed SecuritiesFrom Brand: Wiley

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Advances in the Valuation and Management of Mortgage-Backed SecuritiesFrom Brand: Wiley

Advances in the Valuation and Management of Mortgage-Backed SecuritiesFrom Brand: Wiley



Advances in the Valuation and Management of Mortgage-Backed SecuritiesFrom Brand: Wiley

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Advances in the Valuation and Management of Mortgage-Backed SecuritiesFrom Brand: Wiley

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.

  • Sales Rank: #3109927 in Books
  • Brand: Brand: Wiley
  • Published on: 1999-01
  • Original language: English
  • Number of items: 1
  • Dimensions: 9.70" h x 1.04" w x 6.34" l, 1.32 pounds
  • Binding: Hardcover
  • 317 pages
Features
  • Used Book in Good Condition

From the Back Cover
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.

About the Author
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.

Most helpful customer reviews

0 of 0 people found the following review helpful.
Four Stars
By David Smith
Nice synopsis of 1999-2003 era strategies.

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