Option-adjusted spread

Results: 45



#Item
1Finance / Money / Economy / Structured finance / Mortgage-backed security / Fixed income securities / United States housing bubble / Mortgage / Collateralized mortgage obligation / Real estate mortgage investment conduit / Commercial mortgage-backed security / Option-adjusted spread

http://www.frankfabozzi.com/tutorials/realestate.htm

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Source URL: www.frankfabozzi.com

Language: English - Date: 2011-01-22 06:57:06
2Fixed income analysis / Economy / Finance / Money / Bond duration / Option-adjusted spread / Bond valuation / Bond / Yield spread / Corporate bond / Fixed income / Yield curve

http://www.frankfabozzi.com/tutorials/fia.htm

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Source URL: www.frankfabozzi.com

Language: English - Date: 2011-01-22 06:57:01
3Finance / Money / Structured finance / Fixed income securities / Mortgage-backed security / United States housing bubble / Funds / Collateralized debt obligation / Synthetic CDO / Asset-backed security / Securitization / Option-adjusted spread

http://www.frankfabozzi.com/tutorials/abscdo.htm

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Source URL: www.frankfabozzi.com

Language: English - Date: 2011-01-22 06:56:56
4Economics / United States housing bubble / Fixed income analysis / Option-adjusted spread / Banking / Weighted-average life / Bond / Mortgage loan / Prepayment / Structured finance / Financial economics / Finance

Feature Article: Asset-Backed Securities Effects of Valuation Model on RMBS Investment Research Institute of Asset Management, Asset Management Headquarters, Mizuho Trust and Banking Co., Ltd. Hiroshi Kasari, Chief Rese

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Source URL: www.saa.or.jp

Language: English - Date: 2009-03-17 20:33:34
5Finance / Interest rates / Structured finance / Banking / Overnight indexed swap / LIBOR–OIS spread / Libor / TED spread / Option-adjusted spread / Economics / United States housing bubble / Financial economics

Global Financial Statistical Report

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Source URL: www.imf.org

Language: English - Date: 2009-05-13 12:07:50
6Fixed income analysis / Financial economics / Fixed income securities / Mortgage-backed security / Investment / Bond convexity / Option-adjusted spread / Mortgage loan / Structured finance / United States housing bubble / Finance

       

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Source URL: www.hkma.gov.hk

Language: English - Date: 2011-08-10 08:01:47
7Financial economics / Fixed income securities / Investment / Mortgage-backed security / Mortgage / Option-adjusted spread / Adjustable-rate mortgage / Analytics / Commercial mortgage-backed security / Structured finance / Finance / United States housing bubble

ID logo four colour [Converted]

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Source URL: www.interactivedata.com

Language: English - Date: 2013-11-08 16:27:53
8Finance / Mortgage-backed security / Fixed income securities / Financial markets / Quantitative easing / Option-adjusted spread / Late-2000s financial crisis / Corporate bond / Interbank lending market / Economics / Financial economics / Structured finance

The Ins and Outs of LSAPs Arvind Krishnamurthy and Annette Vissing-Jorgensen Large-scale asset purchases (LSAPs), also often referred to as quantitative easing (QE), are a tool first deployed in 2001 by the Bank of Japan

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Source URL: www.kansascityfed.org

Language: English - Date: 2014-07-15 12:00:52
9United States housing bubble / Economics / Mortgage-backed security / Mortgage / Fixed income securities / Option-adjusted spread / Mortgage loan / Option / Collateralized mortgage obligation / Financial economics / Finance / Structured finance

An Empirical Test of a Two-Factor Mortgage Valuation Model: How Much Do House Prices Matter? Chris Downing, Richard Stanton and Nancy Wallace∗ April 25, 2003, 12:01pm Abstract

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Source URL: federalreserve.gov

Language: English - Date: 2003-08-19 09:08:59
10Fannie Mae / QE3 / Option-adjusted spread / Bond / QE1 / QE2 / Futures contract / Economics / Finance / Structured finance / Mortgage industry of the United States / Corporate bond

The Ins and Outs of Large Scale Asset Purchases Arvind Krishnamurthy Question: How to optimally manage an exit? Exit = Cessation of purchases and/or sale of Fed portfolio

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Source URL: www.kansascityfed.org

Language: English - Date: 2013-08-23 10:42:23
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