Udvidet returret til d. 31. januar 2025

Advances in the Valuation and Management of Mortgage-Backed Securities - FJ Fabozzi - Bog

Bag 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.

Vis mere
  • Sprog:
  • Engelsk
  • ISBN:
  • 9781883249526
  • Indbinding:
  • Hardback
  • Sideantal:
  • 334
  • Udgivet:
  • 31. januar 1999
  • Størrelse:
  • 161x247x26 mm.
  • Vægt:
  • 608 g.
  • 8-11 hverdage.
  • 20. november 2024

Normalpris

  • BLACK NOVEMBER

Medlemspris

Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af 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.

Brugerbedømmelser af Advances in the Valuation and Management of Mortgage-Backed Securities



Find lignende bøger
Bogen Advances in the Valuation and Management of Mortgage-Backed Securities findes i følgende kategorier:

Gør som tusindvis af andre bogelskere

Tilmeld dig nyhedsbrevet og få gode tilbud og inspiration til din næste læsning.