This is Argyn's blog. I comment on topics of my interests such as software, math, finance, and music. Also, I write about local events in Northern Virginia, USA and all things related to Kazakhstan

Friday, October 07, 2005

riskglossary.com

riskglossary.com

This place has a short overview of MBS and references to two books. I'll get one of them.

Related Books


Fabozzi (2001) and Hayre (2001) are two excellent, comprehensive books on MBS. Lewis (1989) is a classic personal accounts of Wall Street during the 1980's. It includes a detailed and hilarious account of the early MBS market.

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