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Mortgage Valuation Models: Embedded Options, Risk, and Uncertainty - Financial Management Association Survey and Synthesis Series Davidson, Andrew (President, President, Andrew Davidson & Co., Inc.)
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Mortgage Valuation Models: Embedded Options, Risk, and Uncertainty - Financial Management Association Survey and Synthesis Series
Davidson, Andrew (President, President, Andrew Davidson & Co., Inc.)
Valuation of mortgage-backed securities requires blending empirical analysis of borrower behavior and mathematical modeling of interest rates and home prices, with recognition of various prices of risk and uncertainty. This book offers a detailed description of the sophisticated theories and advanced methods used for the real-world valuation of MBS.
496 pages, black & white illustrations, black & white tables, figures, graphs
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | July 10, 2014 |
| ISBN13 | 9780199998166 |
| Publishers | Oxford University Press Inc |
| Pages | 464 |
| Dimensions | 168 × 239 × 29 mm · 857 g |
| Language | English |
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