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ment over simple oating- or adjustable-rate instruments or cash equivalents, while offering a similar risk pro le. Quantitative techniques are used to detect underpriced securities and hedging is employed to immunize a portfolio of such securities against changes in interest rates. Constructing a portfolio of underpriced collateralized mortgage obligations (CMOs) and locking in returns through hedging requires application of theoretical concepts such as duration, convexity, and option-adjusted spreads. This chapter examines the practical applications and problems associated with such techniques. Our analysis sidesteps the issue of credit risk by focusing on bonds of equal credit quality. As the majority of CMOs are issued by Fannie Mae (FNMA, the Federal National Mortgage Association) and Freddie Mac (FHLMC, the Federal Home Loan Mortgage Corporation), which are viewed as AAA, credit risk is generally not a problem. Nevertheless, readers should note that application of the analysis to CMOs rated below AAA would require an adjustment for credit quality. winforms upc-a reader Packages matching Tags:"UPC-A" - NuGet Gallery
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