Posts Tagged ‘Securities’

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Advances in the Valuation and Management of Mortgage-Backed Securities

July 3rd, 2010

Product Description
Advances in the Valuation and Management of Mortgage-Backed Securities details the latest developments for valuing mortgage-backed securities and measuring and controlling the interest rate risk of these securities. Complete coverage includes: decomposition of mortgage spreads, MBS index replication strategies and market neutral strategies, Monte Carlo/OAS methodology, valuation of inverse floaters and ARMs, relative value analysis, and hedging mortgage instruments … More >>

Advances in the Valuation and Management of Mortgage-Backed Securities

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Derivatives: A Comprehensive Resource for Options, Futures, Interest Rate Swaps, and Mortgage Securities

June 28th, 2010

Product Description
Derivatives will become known as the comprehensive and definitive work on these financial instruments. “Arditti does a remarkable job explaining the theory and practice of derivative securities.”–Harry M. Markowitz, Nobel Laureate for Economics, 1990…. More >>

Derivatives: A Comprehensive Resource for Options, Futures, Interest Rate Swaps, and Mortgage Securities

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Posted in Mortgages

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Reverse Mortgages and Linked Securities: The Complete Guide to Risk, Pricing, and Regulation

June 16th, 2010

Product Description
An institutional investor’s guide to the burgeoning field of reverse mortgage securitization Reverse Mortgages and Linked Securities is a contributed title comprising many of the leading minds in the Home Equity Conversion Mortgages (HECM) industry, including reverse mortgage lenders, institutional investors, underwriters, attorneys, and regulators. This book begins with a brief history of reverse mortgages, and quickly moves on to discuss how the industry h… More >>

Reverse Mortgages and Linked Securities: The Complete Guide to Risk, Pricing, and Regulation

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Posted in Mortgages

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