A Computer Network Approach to Pricing Mortgage-Backed Securities
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance,Accounting
Link
https://www.tandfonline.com/doi/pdf/10.2469/faj.v49.n2.55
Cited by 9 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Stochastic programming models for asset liability management;Handbook of Asset and Liability Management;2008
2. Chapter 6 Stochastic Programming Models for Asset Liability Management;Theory and Methodology;2006
3. Back-testing the performance of an actively managed option portfolio at the Swedish Stock Market, 1990–1999;Journal of Economic Dynamics and Control;2003-04
4. An object-oriented framework for valuing shout options on high-performance computer architectures;Journal of Economic Dynamics and Control;2003-04
5. The Tail that Wags the Dog: Integrating Credit Risk in Asset Portfolios;SSRN Electronic Journal;2001
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