Advances in the Valuation and Management of Mortgage-Backed Securities
Forfatter: info mangler
- Format
- Bog, hardback
- Engelsk
- Indgår i serie
- +1
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Beskrivelse
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.
Detaljer
- SprogEngelsk
- Sidetal334
- Udgivelsesdato31-01-1999
- ISBN139781883249526
- Forlag John Wiley & Sons Inc
- FormatHardback
Størrelse og vægt
10 cm
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