Advances in the Valuation and Management of Mortgage-Backed Securities

Frank J Fabozzi editor

Format:Hardback

Publisher:John Wiley & Sons Inc

Published:31st Jan '99

Currently unavailable, and unfortunately no date known when it will be back

Advances in the Valuation and Management of Mortgage-Backed Securities 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.

ISBN: 9781883249526

Dimensions: 247mm x 161mm x 26mm

Weight: 608g

334 pages