All-purpose | Everything Else

Advances in the Valuation and Management of Mortgage-Backed Securities

by Frank J. Fabozzi

2021-01-08 10:14:14

Compare Price
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: decomp... Read more
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. Less

Book Details

File size9.7 X 6.34 X 1.04 in
Print pages317
PublisherWiley
Publication date January 15, 1999
LanguageEnglish
ISBN9781883249526
autor-image
Frank J. Fabozzi
Author
Frank J. Fabozzi, Ph.D., C.F.A., is editor of the Journal of Portfolio Management, the Frederick Frank Adjunct Professor of Finance at Yale University's School of Management, and one of the world's fo...

Compare Prices

Store Availability Book Format Condition Price
Indigo Books & Music In Stock Hard Cover Hard Cover Buy CAD 173.85
Indigo Books & MusicIn Stock
Format
Hard Cover
Condition
Hard Cover
Buy CAD 173.85
Available Discount
No Discount available

Related Books

View All
${ornaments[Math.floor(Math.random()*ornaments.length)]}
Going to School
☆ ☆ ☆ ☆ ☆
${ornaments[Math.floor(Math.random()*ornaments.length)]}
Clean & Lean: 30 Days, 30 Foods, a New You!
☆ ☆ ☆ ☆ ☆
${ornaments[Math.floor(Math.random()*ornaments.length)]}
The Book Club
☆ ☆ ☆ ☆ ☆
${ornaments[Math.floor(Math.random()*ornaments.length)]}
You Be You: Detox Your Life, Crush Your Limitations, and Own Your Awesome
☆ ☆ ☆ ☆ ☆
${ornaments[Math.floor(Math.random()*ornaments.length)]}
Twinkle, Twinkle, Little Star (Indestructibles Series)
☆ ☆ ☆ ☆ ☆
${ornaments[Math.floor(Math.random()*ornaments.length)]}
Made for Me
☆ ☆ ☆ ☆ ☆
${ornaments[Math.floor(Math.random()*ornaments.length)]}
The Secret Wife: A captivating story of romance, passion and mystery
☆ ☆ ☆ ☆ ☆
${ornaments[Math.floor(Math.random()*ornaments.length)]}
Hurricane Season
☆ ☆ ☆ ☆ ☆
${ornaments[Math.floor(Math.random()*ornaments.length)]}
Commander in Cheat: How Golf Explains Trump
☆ ☆ ☆ ☆ ☆
${ornaments[Math.floor(Math.random()*ornaments.length)]}
House of Shadows: An Enthralling Historical Mystery
☆ ☆ ☆ ☆ ☆
${ornaments[Math.floor(Math.random()*ornaments.length)]}
Can't Make This Stuff Up!: Finding the Upside to Life's Downs
☆ ☆ ☆ ☆ ☆
${ornaments[Math.floor(Math.random()*ornaments.length)]}
Life Will Be the Death of Me: ...And You Too!
☆ ☆ ☆ ☆ ☆
${ornaments[Math.floor(Math.random()*ornaments.length)]}
The Silent Woman (Cat Carlisle, Book 1)
☆ ☆ ☆ ☆ ☆
${ornaments[Math.floor(Math.random()*ornaments.length)]}
Falter: Has the Human Game Begun to Play Itself Out?
☆ ☆ ☆ ☆ ☆
${ornaments[Math.floor(Math.random()*ornaments.length)]}
There Was an Old Lady Who Swallowed a Chick!
☆ ☆ ☆ ☆ ☆
${ornaments[Math.floor(Math.random()*ornaments.length)]}
We Are Not Friends (You Are Not Small)
☆ ☆ ☆ ☆ ☆
${ornaments[Math.floor(Math.random()*ornaments.length)]}
Feed Your Best Friend Better: Easy, Nutritious Meals and Treats for Dogs
☆ ☆ ☆ ☆ ☆
${ornaments[Math.floor(Math.random()*ornaments.length)]}
Secrets Between Us: An absolutely gripping psychological thriller
☆ ☆ ☆ ☆ ☆
${ornaments[Math.floor(Math.random()*ornaments.length)]}
Good Night, Little Blue Truck
☆ ☆ ☆ ☆ ☆
${ornaments[Math.floor(Math.random()*ornaments.length)]}
Row, Row, Row Your Boat (Indestructibles Series)
☆ ☆ ☆ ☆ ☆
${ornaments[Math.floor(Math.random()*ornaments.length)]}
Trillion Dollar Coach: The Leadership Playbook of Silicon Valley's Bill Campbell
☆ ☆ ☆ ☆ ☆
${ornaments[Math.floor(Math.random()*ornaments.length)]}
The Pout-Pout Fish
☆ ☆ ☆ ☆ ☆
${ornaments[Math.floor(Math.random()*ornaments.length)]}
Diary of an Awesome Friendly Kid: Rowley Jefferson's Journal
☆ ☆ ☆ ☆ ☆
${ornaments[Math.floor(Math.random()*ornaments.length)]}
American Moonshot: John F. Kennedy and the Great Space Race
☆ ☆ ☆ ☆ ☆
${ornaments[Math.floor(Math.random()*ornaments.length)]}
The Wonderful Things You Will Be
☆ ☆ ☆ ☆ ☆

Join us and get access to all
your favourite books

Sign up for free and start exploring thousands of eBooks today.

Sign up for free

Stay in touch.

© 2026 AMPLE READS