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Mortgage-Backed Securities: Investment Analysis and Advanced Valuation Techniques Book

Mortgage-Backed Securities: Investment Analysis and Advanced Valuation Techniques
Mortgage-Backed Securities: Investment Analysis and Advanced Valuation Techniques, , Mortgage-Backed Securities: Investment Analysis and Advanced Valuation Techniques has a rating of 3 stars
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Mortgage-Backed Securities: Investment Analysis and Advanced Valuation Techniques, , Mortgage-Backed Securities: Investment Analysis and Advanced Valuation Techniques
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  • Mortgage-Backed Securities: Investment Analysis and Advanced Valuation Techniques
  • Written by author Andrew S. Davidson, Michael D. Herskovitz
  • Published by McGraw-Hill Companies, The, 8/15/1993
Buy Digital  USD$99.99

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Book Categories

Authors

Ch. 1 Innovation in the Mortgage Market 1
Ch. 2 Overview of the Method 13
Ch. 3 Applying the Framework Static Analysis 25
Ch. 4 Environmental Alternatives 51
Ch. 5 Prepayments 71
Ch. 6 CMO's, IO's, and PO's and Structuring 91
Ch. 7 Scenario Analysis 115
Ch. 8 Option Adjusted Spread 149
Ch. 9 The Yield Curve 179
Ch. 10 Whipsaw and Path Dependence Risk 211
Ch. 11 Comparison of Approaches 243
Ch. 12 Building Your Own Tools 265
Index 281


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