Advances in the Valuation and Management of Mortgage-Backed Securities
Book Details
Publisher
Wiley
ISBN / ASIN
188324952X
ISBN-13
9781883249526
Availability
Usually ships in 24 hours
Sales Rank
#3,004,480
Category
Business & Economics
Marketplace
United States 🇺🇸
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Description
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.
