Advances in the Valuation and Management of Mortgage-Backed Securities
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 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