| 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. |
소장정보
| No. | 소장처 | 청구기호 | 등록번호 | 도서상태 | 반납예정일 | 예약 | 서비스 |
|---|---|---|---|---|---|---|---|
| No. 1 | 소장처 세종학술정보원/사회과학실(4층)/ | 청구기호 332.6322 C649 | 등록번호 151067799 | 도서상태 대출불가(자료실) | 반납예정일 | 예약 | 서비스 |
컨텐츠정보
책소개
CMOs (Collateralized Mortgage Obligations) are one of the fastest growing sectors of the fixed income financial markets. They present challenges to portfolio managers, and if they are successfully managed a CMO portfolio can produce significant results. However, if they are poorly managed, they can be disastrous. This volume explains how to build and manage a successful CMO portfolio. The book covers aspects of the CMO market, from product structures and valuation to risk control. More importantly, it explains how to achieve the high returns than can be made with CMOs, with taking ordinate risks.
정보제공 :
목차
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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