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The Handbook of Mortgage-Backed Securities
Frank Fabozzi
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.
950 pages, Illustrations
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | January 16, 2006 |
| ISBN13 | 9780071460743 |
| Publishers | McGraw-Hill Education - Europe |
| Pages | 1272 |
| Dimensions | 170 × 234 × 67 mm · 1.87 kg |
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