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Hedging derivative securities with genetic programming

✍ Scribed by Shu-Heng Chen; Wo-Chiang Lee; Chia-Hsuan Yeh


Book ID
111659442
Publisher
John Wiley and Sons
Year
1999
Tongue
English
Weight
190 KB
Volume
8
Category
Article
ISSN
1055-615X

No coin nor oath required. For personal study only.


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Hedging mortgage-backed securities with
✍ Carl A. Batlin πŸ“‚ Article πŸ“… 1987 πŸ› John Wiley and Sons 🌐 English βš– 985 KB

Carl A. Bath\*''' everal developments in the early 1980s brought the general problem of S hedging mortgage-backed securities (MBS) to prominence. Investor demand for these instruments was boosted sharply by legislation designed to improve liquidity in the thrift industry. The new regulations permit