Analyzing yield, duration and convexity of mortgage loans under prepayment and default risks

✍ Scribed by Ming-Shann Tsai; Szu-Lang Liao; Shu-Ling Chiang

• Book ID: 116649388
• Publisher: Elsevier Science
• Year: 2009
• Tongue: English
• Weight: 265 KB
• Volume: 18
• Category: Article
• ISSN: 1051-1377
• DOI: 10.1016/j.jhe.2009.02.005