Utvidet returrett til 31. januar 2024

Advances in the Valuation and Management of Mortgage-Backed Securities

Om Advances in the Valuation and Management of Mortgage-Backed Securities

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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  • Språk:
  • Engelsk
  • ISBN:
  • 9781883249526
  • Bindende:
  • Hardback
  • Sider:
  • 334
  • Utgitt:
  • 31. januar 1999
  • Dimensjoner:
  • 161x247x26 mm.
  • Vekt:
  • 608 g.
  • BLACK NOVEMBER
  Gratis frakt
Leveringstid: 2-4 uker
Forventet levering: 28. november 2024

Beskrivelse av Advances in the Valuation and Management of Mortgage-Backed Securities

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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