Join thousands of book lovers
Sign up to our newsletter and receive discounts and inspiration for your next reading experience.
By signing up, you agree to our Privacy Policy.You can, at any time, unsubscribe from our newsletters.
Advances in the Valuation and Management of Mortgage-Backed Securities
part of the Frank J. Fabozzi Series series
- Binding:
- Hardback
- Pages:
- 334
- Published:
- January 30, 1999
- Dimensions:
- 161x247x26 mm.
- Weight:
- 608 g.
Delivery:
2-4 weeks
Expected delivery: December 18, 2024
Description of Advances in the Valuation and Management of Mortgage-Backed Securities
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.
User ratings of Advances in the Valuation and Management of Mortgage-Backed Securities
Rate this book
In order to rate this book you must be logged in.Others also bought..
Find similar books
The book Advances in the Valuation and Management of Mortgage-Backed Securities can be found in the following categories:
You can, at any time, unsubscribe from our newsletters.
© 2024 Tales
All packages are shipped from our warehouse in the UK.
Company address: Esromgade 15, 3. - 2200 - DK
Registered company number: DK43351621
