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mortgage-backed securities pricing

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nrhiati
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Joined: July 14th, 2002, 3:00 am

mortgage-backed securities pricing

November 11th, 2003, 6:23 pm

I am interested in doing some research in this area. Any suggestions?
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chiral3
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Joined: November 11th, 2002, 7:30 pm

mortgage-backed securities pricing

November 12th, 2003, 12:34 am

yes
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pobazee
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Joined: September 23rd, 2003, 5:32 pm

mortgage-backed securities pricing

November 12th, 2003, 11:43 am

Nrhiati:I would recommend you consult the following texts: (1) Frank Fabozzi (2001) “The Handbook of Mortgage-Backed Securities,” McGraw Hill; (2) Frank Fabozzi (2001) “Investing in Commercial Mortgage-Backed Securities; and (3) Frank Fabozzi (2002) “Interest Rate, Term Structure and Valuation Modeling,” Wiley.Importantly, there are many ideas in these books that can be extended in a very meaningful way. Hopefully, you would find my contributed chapters useful to you quest for research materials.
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