The Valuation Mortgaged-Backed Securities

by William W. Bartlett

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"