Yield - Curve Spread
CHF 43.20
Auf Lager
SKU
34DRS69DSAP
1 Verfügbar 
Kostenloser Versand ab CHF 50
Geliefert zwischen Mi., 05.11.2025 und Do., 06.11.2025
Details
High Quality Content by WIKIPEDIA articles! Yield curve spread on a simple mortgage-backed security (MBS) is the flat spread over the treasury yield curve required in discounting a pre-determined coupon schedule to arrive at its present market price. That is, the MBS yield curve spread is based on a comparison of the market price to a model of the bond which includes no variability in interest rate or mortgage repayment rates. For mortgage-backed securities, a model of typical repayment rates tends to be given; for example, the PSA formula for a particular Fannie Mae MBS might equate a particular group of mortgages to an 8 year amortizing bond with a 5% mortality per annum. This gives a single series of nominal cash flows (like a riskless bond).
30 Tage Rückgaberecht
GarantieWeitere Informationen
- Allgemeine Informationen
- GTIN 09786131009266
- Genre Technik
- Editor Lambert M. Surhone, Miriam T. Timpledon, Susan F. Marseken
- Anzahl Seiten 88
- Herausgeber Betascript Publishing
- EAN 9786131009266
- Format Fachbuch
- Titel Yield - Curve Spread
Bewertungen
Schreiben Sie eine Bewertung
