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Mortgage-Backed Securities Arbitrage 6

Mortgage-Backed Structures or Sectors (Types of MBS Instruments)

Mortgage-Backed Securities' Evolution

Basic Collateralized Mortgage Obligations (CMOs)

Valuation Methods

Option-Adjusted Spreads

Information Systems

Risks and Risk Control

Effective and Partial Duration

Parallel and Rotational Shifts of the Yield Curve

Prepayment Duration

Source of Return

Valuation Models

Hedging Techniques

Recent Developments in MBS Arbitrage

Mortgage-backed securities arbitrage is a particular kind of fixed-income arbitrage. More specifically, it can be referred to as a type of fixed-income relative value trading (discussed in ...

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