✦ LIBER ✦
Explicit formulas for pricing of callable mortgage-backed securities in a case of prepayment rate negatively correlated with interest rates
✍ Scribed by Xiao-song Qian; Li-shang Jiang; Cheng-long Xu; Sen Wu
- Book ID
- 113722008
- Publisher
- Elsevier Science
- Year
- 2012
- Tongue
- English
- Weight
- 334 KB
- Volume
- 393
- Category
- Article
- ISSN
- 0022-247X
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