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		Advances in the Valuation and Management of Mortgage-Backed Securities by Frank J. Fabozzi (Editor) ISBN-10: 9781883249526 ISBN-10: 1-883249-52-X ISBN-13: 9781883249526 ISBN-13: 978-1-883249-52-6 Hardcover 1999-01 Wiley Find Lowest Price
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Product 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.