๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

INDIFFERENCE VALUATION OF MORTGAGE-BACKED SECURITIES IN THE PRESENCE OF PREPAYMENT RISK

โœ Scribed by Ti Zhou

Book ID
111043163
Publisher
John Wiley and Sons
Year
2010
Tongue
English
Weight
250 KB
Volume
20
Category
Article
ISSN
0960-1627

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

The use of term structure information in
The use of term structure information in the hedging of mortgage-backed securities
โœ Jason Fink; Kristin E. Fink; Stephen Lange ๐Ÿ“‚ Article ๐Ÿ“… 2005 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 157 KB

The authors would like to thank James Weston, Michael Highfield, and participants at 2003 meeting of the Southern Finance Association. We would also like to thank an anonymous referee whose comments substantially improved this article. The College of Business, James Madison University, supported thi