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.
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Produktdetails
Weitere Autoren: Fabozzi, Frank J. (Hrsg.)
- ISBN: 978-1-883249-52-6
- EAN: 9781883249526
- Produktnummer: 1606701
- Verlag: John Wiley & Sons
- Sprache: Englisch
- Erscheinungsjahr: 1999
- Seitenangabe: 334 S.
- Masse: H24.0 cm x B16.1 cm x D2.2 cm 668 g
- Abbildungen: HC gerader Rücken kaschiert
- Gewicht: 668
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