Mortgage-Backed Securities: Investment Analysis & Advanced Valuation Techniques

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9781557384409: Mortgage-Backed Securities: Investment Analysis & Advanced Valuation Techniques

A blueprint for the analysis and valuation of mortgage-backed securities. In the words of the authors, MBSs are "warm blooded securities," in which mechanisms of the financial markets and the behavior of mortgage holders interact to produce unique pricing and risk structures. To come to grips with the complexity of MBSs, a number of analytical approaches have been developed-none of which are appropriate for every situation. In this groundbreaking book, the authors identify the advantages and disadvantages of each approach and show you how to develop an analytical method that is tailored to your own investment objectives. Specific topics include: analyzing and modeling prepayment; applying scenario, binomial and Monte Carlo modes; the uses and misuses of option-adjusted spread models; innovations in the NBS market; constructing an MBS analysis model.

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Davidson, Andrew S., Herskovitz, Michael
Published by Probus Professional Pub (1993)
ISBN 10: 1557384401 ISBN 13: 9781557384409
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Murray Media
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Book Description Probus Professional Pub, 1993. Hardcover. Book Condition: New. Bookseller Inventory # P111557384401

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Davidson, Andrew S.; Herskovitz, Michael D.
Published by Probus Professional Pub
ISBN 10: 1557384401 ISBN 13: 9781557384409
New Hardcover Quantity Available: 1
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Cloud 9 Books
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Book Description Probus Professional Pub. Hardcover. Book Condition: New. 1557384401 New Condition. Bookseller Inventory # NEW6.0729120

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