Inbunden, Engelska, 1999
Advances in the Valuation and Management of Mortgage-Backed Securities
Del 47 i serien Frank J. Fabozzi Series
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Beskrivning
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.
Produktinformation
- Utgivningsdatum: 1999-01-15
- Mått: 161 x 247 x 26 mm
- Vikt: 608 g
- Format: Inbunden
- Språk: Engelska
- Serie: Frank J. Fabozzi Series
- Antal sidor: 334
- Förlag: John Wiley & Sons Inc
- ISBN: 9781883249526
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Mer om författaren
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.
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