The Valuation Mortgaged-Backed Securities

by William W. Bartlett

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Here is the first user-friendly guide to valuing mortgage-backed securities in the new prepayment environment. William Bartlett offers specific guidelines for making informed decisions, focusing on the questions to ask before pursuing high-stated yield with bond classes and derivatives that may not perform well in volatile markets. The Valuation of Mortgage-Backed Securties explores: the econometric models--such as prepayment and OAS models--used...

Format:Hardcover

Language:English

ISBN:1556239734

ISBN13:9781556239731

Release Date:December 1993

Publisher:McGraw-Hill Companies

Length:667 Pages

Weight:2.35 lbs.

Dimensions:1.6" x 6.5" x 9.2"

Related Subjects

Business Business & Investing Economics

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The Valuation Mortgaged-Backed Securities

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