Description
The definitive MBS guide, with fully up to date subject matter at the contemporary mortgage-backed products, methods, models, and portfolio strategies
By providing hands-on information essential to market participants, previous editions of The Handbook of Mortgage-Backed Securities were instrumental in fueling the expansion of the mortgage-backed securities market. The sixth edition comprises all of the elements that made previous editions such a success and influential, and gives you more than 25 new chapters on topics including collateralized mortgage obligations, prepayment derivatives, loan level determinants of repayments, new approaches to MBS valuation, and a survey of non-U.S. mortgage rates.