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Advances in the Valuation and Management of Mortgage-Backed Securities

Frank J. Fabozzi (Editor)
ISBN: 978-1-883249-52-6
Hardcover
334 pages
January 1999
List Price: US $152.00
Government Price: US $97.28
Enter Quantity:   Buy
Advances in the Valuation and Management of Mortgage-Backed Securities (188324952X) cover image
This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 10-15 days delivery time. The book is not returnable.

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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