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Advances in the Valuation and Management of Mortgage-Backed Securities

by Frank J. Fabozzi
Save 14% Save 14%
Current price ₹13,351.00
Original price ₹15,600.00
Original price ₹15,600.00
Original price ₹15,600.00
(-14%)
₹13,351.00
Current price ₹13,351.00

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Book cover type: Hardcover
  • ISBN13: 9781883249526
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: Wiley
  • Publisher Imprint: Wiley
  • Publication Date:
  • Pages: 317
  • Original Price: GBP 120.0
  • Language: English
  • Edition: N/A
  • Item Weight: 599 grams
  • BISAC Subject(s): Investments & Securities / General

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.

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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