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Download e-book for kindle: Advances in the Valuation and Management of Mortgage-Backed by Frank J. Fabozzi

By Frank J. Fabozzi

ISBN-10: 188324952X

ISBN-13: 9781883249526

Advances within the Valuation and administration of Mortgage-Backed Securities information the newest advancements for valuing mortgage-backed securities and measuring and controlling the rate of interest probability of those securities. entire assurance comprises: decomposition of personal loan spreads, MBS index replication ideas and marketplace impartial innovations, Monte Carlo/OAS method, valuation of inverse floaters and palms, relative price research, and hedging loan tools opposed to point possibility and yield curve risk.

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Advances in the Valuation and Management of Mortgage-Backed Securities (Frank J. Fabozzi Series) by Frank J. Fabozzi


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