by Frank Fabozzi (Author)
A guide to MBS, with material on mortgage-backed products, methods, models, and portfolio strategies. It provides you with more than 25 chapters on topics including collateralized mortgage obligations, prepayment derivatives, loan level determinants of repayments, approaches to MBS valuation, and a survey of non-US mortgage rates.
Format: Hardcover
Pages: 950
Edition: 6
Publisher: McGraw-Hill Professional
Published: 01 Jan 2006
ISBN 10: 0071460748
ISBN 13: 9780071460743
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