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The Valuation of Mortgage-backed Securities

By (author) William W. Bartlett
Format: Hardback
Publisher: McGraw-Hill Education - Europe, New York, United States
Imprint: McGraw-Hill Inc.,US
Published: 1st Dec 1993
Dimensions: w 152mm h 229mm d 19mm
Weight: 1066g
ISBN-10: 1556239734
ISBN-13: 9781556239731
Barcode No: 9781556239731
Here is the first user-friendly guide to valuing mortgage-backed securities in the new prepayment environment. William Bartlett offers specific guidelines for making informed decisions, focusing on the questions to ask before pursuing high-stated yield with bond classes and derivatives that may not perform well in volatile markets. The Valuation of Mortgage-Backed Securties explores: the econometric models--such as prepayment and OAS models--used by Wall Street firms to project the performance of specific MBS bond types; the many varieties of mortgage-backed securities, including those with protection features against early prepayment, default, refinancing and first calls on cash flows; how to determine which MBS issue may be appropriate for a specific portfolio objective.

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