 |
|
|
Advances in the Valuation and Management of Mortgage-Backed Securities |
| Frank J. Fabozzi Series |
| Editor: Frank J. Fabozzi |
| 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.
|
|
| Cloth Bound |
317 Pages,
|
Item #:
Price: |
188324952X
$125.00 |
John Wiley & Sons, Inc. | |
|
|
|
|
