Inicio Advances in the Valuation and Management of Mortgage-Backed Securities de Frank J. Fabozzi (ISBN: 9781883249526)

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Advances in the Valuation and Management of Mortgage-Backed Securities Tapa dura - 1999 - 1st Edición

Name: Advances in the Valuation and Management of Mortgage-Backed Securities
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ISBN: 9781883249526

de Frank J. Fabozzi

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Primera línea

While demand from the various factions of the investor base affects MBS spreads, the investment actions of the agencies, namely Federal National Mortgage Association (FNMA) and Federal Home Loan Mortgage Corporation (FHLMC), are now the single largest determinants of MBS spreads with respect to the investment community.

Descripción de contraportada

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.

Detalles

Título Advances in the Valuation and Management of Mortgage-Backed Securities
Autor Frank J. Fabozzi
Encuadernación Tapa dura
Número de edición 1st
Edición 1
Páginas 317
Idioma ENG
Editorial Wiley, New Hope, Pa.
Fecha de publicación January 1999
ISBN 9781883249526

Acerca del autor

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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Advances in the Valuation and Management of Mortgage-Backed Securities

Usado
good
Tapa dura

Estado

Usado - Good

Encuadernación

Hardcover

ISBN 10 / ISBN 13

9781883249526 / 188324952x

Cantidad disponible

Librería

BEX

Godfrey, Illinois, United States

Puntuación del vendedor:

Este vendedor ha conseguido 2 de las cinco estrellas otorgadas por los compradores de Biblio.

Precio

EUR 3.26

EUR 3.73 enviando a USA

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Descripción:

Wiley, 1999-01-01. Hardcover. Good. 1.0000 in x 8.8000 in x 6.6000 in. Good condition with reasonable wear. Clean, mark-free interior!

Precio

EUR 3.26

EUR 3.73 enviando a USA

Foto de archivo: la portada puede ser diferente

Advances in the Valuation and Management of Mortgage-Backed Securities

de Frank J. Fabozzi

Usado
good
Tapa dura

Estado

Usado - Good

Encuadernación

Hardcover

ISBN 10 / ISBN 13

9781883249526 / 188324952X

Cantidad disponible

Librería

ThriftBooks

Seattle, Washington, United States

Puntuación del vendedor:

Este vendedor ha conseguido 4 de las cinco estrellas otorgadas por los compradores de Biblio.

Precio

EUR 23.92

Envío gratuito a USA

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Descripción:

Wiley & Sons, Incorporated, John, 1999. Hardcover. Good. Disclaimer:A copy that has been read, but remains in clean condition. All pages are intact, and the cover is intact. The spine may show signs of wear. Pages can include limited notes and highlighting, and the copy can include previous owner inscriptions.