Mortgage-backed Securities: New Strategies, Applications, and Research

Front Cover
Frank J. Fabozzi
Probus Publishing Company, 1987 - Business & Economics - 474 pages
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Essays cover restructuring, duration, price volatility, prepayments, mortgage yields, investment strategies, and hedging techniques

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Contents

BalanceSheet Restructuring and Mortgage
45
Overview of Alternative Duration Measures
67
Price Duration and Convexity of Mortgage
81
Copyright

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