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CMO portfolio management :

CMO portfolio management :

Material type
단행본
Personal Author
Fabozzi, Frank J.
Title Statement
CMO portfolio management. / edited by Frank J. Fabozzi.
Publication, Distribution, etc
Summit, NJ :   FJF Associates,   c1994.  
Physical Medium
xi, 325 p. : ill. ; 23 cm.
ISBN
1883249015 :
Bibliography, Etc. Note
Includes index.
000 00526camuuu200181 a 4500
001 000001036733
005 19990824153019.0
008 990824s1994 njua 001 0 eng d
020 ▼a 1883249015 : ▼c $50.00
040 ▼a 244002 ▼c 244002
049 0 ▼l 151067799
082 0 0 ▼a 332.6322 ▼2 20
090 ▼a 332.6322 ▼b C649
245 0 0 ▼a CMO portfolio management. ▼p / ▼c edited by Frank J. Fabozzi.
260 ▼a Summit, NJ : ▼b FJF Associates, ▼c c1994.
300 ▼a xi, 325 p. : ▼b ill. ; ▼c 23 cm.
504 ▼a Includes index.
700 1 ▼a Fabozzi, Frank J.

Holdings Information

No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Sejong Academic Information Center/Social Science/ Call Number 332.6322 C649 Accession No. 151067799 Availability Available Due Date Make a Reservation Service C

Contents information

Table of Contents

B Table of Contents S 1. Overview 2. The Challenges of CMO Portfolio Management B Section I: Collateral, Structure, and Prepayment Analyses S 3. CMO Collateral Analysis 4. CMO Structure Analysis 5. New Challenges in MBS Prepayment Simulation: Issues and Methods B Section II: Valuation S 6. Valuation of CMOs 7. Advances Techniques for the Valuation of CMOs 8. Forward Rates and CMO Portfolio Management B Section III: Analysis of Specific Products S 9. Valuation of PAC Bonds without Complex Models 10. A Portfolio Manager's Perspective of Inverses and Inverse IOs 11. Investment Opportunities in Mortgage Residuals B Section IV: Portfolio Strategies and Risk Control S 12. Total Return Analysis in CMO Portfolio Management 13. Market Neutral Trading Strategies 14. Rule-Based Analysis of CMO Securities and its Application 15. Yield Curve Risk of CMO Bonds Index


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