Hi @ShaktiRathore, noticed that you mentioned MBS for Market Risk Part II, I checked and Fabozzi is not part of the assigned reading for 2015.Hi all,
As i went through David Noted on market risk section of part II,i found that mainly three topics rules the roost,
1) Tuckman discusses Term structure of interest rates its theory,valuation etc interest rate models as Vasicek,ho lee and ICR etc.
2) Dowd discusses Var methods both peramatric and non parametric approaches.
3) Fabbozzi discusses MBS valuation,mortgage markets and a lot about MBS.
Thanks
HiHi @ShaktiRathore, noticed that you mentioned MBS for Market Risk Part II, I checked and Fabozzi is not part of the assigned reading for 2015.
Let me know if I have overlook somehow.
Thanks.
Regards,
Sun