A New Strategy for Dynamically Hedging Mortgage-Backed Securities
نویسندگان
چکیده
منابع مشابه
Optimal prepayment and default rules for mortgage-backed securities
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ژورنال
عنوان ژورنال: The Journal of Derivatives
سال: 1995
ISSN: 1074-1240,2168-8524
DOI: 10.3905/jod.1995.407919