A new strategy for dynamically hedging mortage-backed securities
Jacob Boudoukh ..
| Year of publication: |
1995
|
|---|---|
| Authors: | Boudoukh, Jacob ; Richardson, Matthew ; Stanton, Richard ; Whitelaw, Robert F. |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 2.1995, 4, p. 60-77
|
| Subject: | Hypothek | Mortgage | Derivat | Derivative | Hedging | Theorie | Theory | Schätzung | Estimation | USA | United States | 1990-1994 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001223167