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Wiley Advances in the Valuation and Management of Mortgage-Backed Securities: 47 (Frank J. Fabozzi Series)

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Description

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.

Product Specifications

Brand
Wiley
Format
hardcover
Domain
Amazon UK
Release Date
31 January 1999
Listed Since
22 January 2007

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