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Advances in the Valuation and Management of Mortga -Backed Securities (Hardcover) Loot Price: R3,250
Discovery Miles 32 500
Repayment Terms: R305 pm x 12*
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Advances in the Valuation and Management of Mortga -Backed Securities (Hardcover): F.J. Fabozzi

Advances in the Valuation and Management of Mortga -Backed Securities (Hardcover)

F.J. Fabozzi

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Loot Price R3,250 Discovery Miles 32 500 | Repayment Terms: R305 pm x 12*

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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.

General

Imprint: Frank J. Fabozzi Associates
Country of origin: United States
Release date: 1999
First published: 1998
Authors: F.J. Fabozzi
Dimensions: 232 x 158 x 25mm (L x W x T)
Format: Hardcover
Pages: 334
ISBN-13: 978-1-883249-52-6
Categories: Books > Business & Economics > Finance & accounting > General
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LSN: 1-883249-52-X
Barcode: 9781883249526

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