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Item Details
| Title:
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ADVANCES IN THE VALUATION & MANAGEMENT OF MORTGAGE-BACKED SECURITES
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| By: |
Fabozzi, Frank J. Fabozzi (Editor) |
| Format: |
Hardback |
| List price:
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£120.00 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
188324952X |
| ISBN 13: |
9781883249526 |
| Publisher: |
FRANK J. FABOZZI ASSOCIATES |
| Pub. date: |
31 January, 1999 |
| Pages: |
317 |
| Synopsis: |
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. |
| Illustrations: |
Illustrations |
| Publication: |
US |
| Imprint: |
Frank J. Fabozzi Associates |
| Returns: |
Returnable |
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