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Advances in the Valuation & Management of Mortgage-Backed Securites
Fabozzi
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Description for Advances in the Valuation & Management of Mortgage-Backed Securites
Hardcover. Editor(s): Fabozzi, Frank J. Num Pages: 317 pages, Illustrations. BIC Classification: KF. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 246 x 161 x 26. Weight in Grams: 600.
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.
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 Details
Format
Hardback
Publication date
1999
Publisher
Frank J. Fabozzi Associates United States
Number of pages
317
Condition
New
Number of Pages
334
Place of Publication
New York, United States
ISBN
9781883249526
SKU
V9781883249526
Shipping Time
Usually ships in 7 to 11 working days
Ref
99-50
About Fabozzi
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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