A01=Laurence G. Taff
adjustable-rate mortgage analytics
advanced mortgage portfolio optimization
Annual Interest Rate
Author_Laurence G. Taff
bond pricing models
Callable Bond
cash
Category=KFFM
coupon
Coupon Bond
Coupon Payments
Coupon Rate
Current Yield Curve
curve
DSCR
Effective Annual Yield
eq_bestseller
eq_business-finance-law
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
eq_non-fiction
fixed income analysis
Fixed Income Securities
flow
Forward Rates
freddie
Freddie Mac
Fully Amortizing
interest
interest rate modeling
Interest Rate Swap
mac
Macaulay Duration
Mortgage Backed Securities
Mortgage Bonds
Negative Convexity
Outstanding Principal Balance
Prepayment Rate
Prepayment Risk
Principal Balance
quantitative finance methods
rate
rates
risk mitigation strategies
TED Spread
Traditional Mortgages
Weighted Average Coupon
yield
Yield Curve
Product details
- ISBN 9781574443387
- Weight: 660g
- Dimensions: 156 x 234mm
- Publication Date: 27 Sep 2002
- Publisher: Taylor & Francis Inc
- Publication City/Country: US
- Product Form: Hardback
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Providing the expertise of an internal business consultant to one of the largest issuers of mortgage securities, Investing in Mortgage Securities serves as a high-level introduction to mortgage securities presented within the framework of fixed income securities. It presents institutional investors, portfolio managers, traders, and sophisticated individual investors with a clear, concise, and unified approach to valuing, pricing, and investing in mortgage securities.
The author supplies a complete explanation of all types of mortgages and fixed income securities and highlights the differences between bonds, mortgages, and mortgage derivatives. The text walks you through all the necessary steps, including worked out mathematical examples, to ensure that you make the best buy and sell decisions possible. It also contains exercises to help you test your knowledge before making significant investment decisions.
