Advances in the Valuation and Management of Mortgage-Back...
Fabozzi, Frank J![Advances in the Valuation and Management of Mortgage-Backed Securities](https://support.digitalhusky.com/media/annotations/sorted/160/1606701/CHSBZCOP031606701.jpg)
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 hedgin...