Mortgage-Backed Securities: New Strategies, Applications and Research by Frank J. Fabozzi

Mortgage-Backed Securities: New Strategies, Applications and Research
by Frank J. Fabozzi

ISBN: 0917253477

Book Description: Probus Publishing Company, Chicago, IL, 1987. Hardcover. 1st Edition. 8vo - over 7¾ - 9¾" tall. Hardcover, Maroon cloth boards with black title to spine.

Book Condition: Very Good, actually "near fine" except some light soil to text block and blemish to top text block, no marks internally or externally.

Dust Jacket Condition: Good, covers rubbed, inside flaps tanned, not priced clipped, slightest wear to edges, no tears.

Contents: CONTRIBUTORS, PREFACE, Introduction by Dexter Senft, Collateralized Mortgage Obligations: Characteristics, History, Analysis by Richard Roll, Balance-Sheet Restructuring and Mortgage Asset-Based Financing at Thrifts by Joseph Hu, DURATION AND PRICE VOLATILITY, Overview of Alternative Duration Measures for Mortgage-Backed Securities by Andrew S. Davidson, Price, Duration and Convexity of Mortgage-Backed Securities by David P. Jacob, Graham Lord, James A. Tilley, Duration and Convexity of Mortgage-Backed Securities: Some Hedging Implications from a Simple Prepayment-Linked Present-Value Model by Michael R. Asay, Friance-Helene Guillaume, Ravi K. Maltu, The Relative Price Volatility of Mortgage Securities by Scott M. Pinkus, Marie A. Chandoha, Close From Formulas: A More Efficient Way of Computing the Price, Duration and Weighted Average Life of Mortgage Pools by Steven J. Carlson, Thomas A. Lawler, PREPAYMENTS AND MORTGAGE YIELDS: Understanding Premium Mortgage-Backed Securities: Observations and Analysis, The Consequences of the Pure Aging Effect on Yields of Mortgage-Backed Securities, Pricing and Other Investment Concerns with Adjustable Rate Mortgages, STRATEGIES: Constructive Use of Fixed-Rate Mortgages: Arbitrage Opportunities for Financial Institutions, Dollar Rolls: A Lost Cost Financing Technique, Pricing Mortgage Securities in he Forward Market, Using GNMA-Zero Combinations to Enhance Portfolio Returns, INNOVATIONS IN HEDGING: The Current Status of Hedging Tools for Mortgage-Backed Securities, Hedging Mortgage-Backed Securities, Managing a Mortgage Pipeline: Instruments and Alternatives, INDEX. 474 Pages.

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