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Mortgage-backed Securities: Investment Analysis and Advanced Valuation Techniques [Hardcover]

Andrew S. Davidson , Michael D. Herskovitz

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Product details

  • Hardcover: 300 pages
  • Publisher: Irwin Professional Publishing (1 Jun 1993)
  • Language: English
  • ISBN-10: 1557384401
  • ISBN-13: 978-1557384409
  • Product Dimensions: 23.4 x 16.5 x 3 cm
  • Amazon Bestsellers Rank: 2,169,970 in Books (See Top 100 in Books)

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Product Description


Identifies the advantages and disadvantages of various approaches to mortgage-backed securities and shows investors how to develop an analytical method tailored to their own investment objectives. Examines methods such as scenario, binomial, Monte Carlo, and other option-adjusted spread models. Annotation copyright Book News, Inc. Portland, Or.

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