Analysis of Mortgage-Backed Securities: Before and After the Credit Crisis
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Publisher
John Wiley & Sons, Inc.
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1002/9781118531839.ch11/fullpdf
Reference22 articles.
1. Path generation for quasi-Monte Carlo simulation of mortgage-backed securities;Akesson;Management Science,2000
2. Bianchetti , M. 2010 Two curves, one price: Pricing & hedging interest rate derivatives decoupling forwarding and discounting yield curves. (January 11). Available at http://ssrn.com/abstract=133435
3. Boenkost , W. W. M. Schmidt 2005 Cross currency swap valuation. (May 6). Available at http://ssrn.com/abstract=1375540
4. Interest Rate Models Theory and Practice
5. Brunson , A. L. J. B. Kau D. C. Keenan 2001 A fixed-rate mortgage valuation model in three state variables. Journal of Fixed Income (June)
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