An option-theoretic approach to MBS valuation
Andrew Kalotay; Deane Yang; Frank J. Fabozzi
| Year of publication: |
2006
|
|---|---|
| Authors: | Kalotay, Andrew J. ; Yang, Deane ; Fabozzi, Frank J. |
| Published in: |
The handbook of mortgage-backed securities. - New York, NY [u.a.] : McGraw-Hill, ISBN 0-07-146074-8. - 2006, p. 799-821
|
| Subject: | Optionspreistheorie | Option pricing theory | USA | United States | Asset-Backed Securities | Asset-backed securities | Theorie | Theory | CAPM |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003274038