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Advances in the Valuation and Management of Mortgage-Backed Securities / Edition 1
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Barnes and Noble
Advances in the Valuation and Management of Mortgage-Backed Securities / Edition 1
Current price: $152.00
Barnes and Noble
Advances in the Valuation and Management of Mortgage-Backed Securities / Edition 1
Current price: $152.00
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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.
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