Fortschritte in der Bewertung & Verwaltung von hypothekenbesicherten Wertpapieren, Hardcove...
138,97 €
Advances in the Valuation & Management of Mortgage-Backed Securites, Hardcover by Fabozzi, Frank J. (EDT), ISBN 188324952X, ISBN-13 9781883249526, Like New Used, Free shipping in the US 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.
Jetzt bei Ebay:
