Caps on adjustable rate mortgages : valuation, insurance, and hedging
Year of publication: |
1991
|
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Authors: | Schwartz, Eduardo S. |
Other Persons: | Torous, Walter N. (contributor) |
Published in: |
Financial markets and financial crises : [presented at the NBER Conference ... held in Key Biscayne, Florida, March 23-24, 1990]. - Chicago [u.a.] : Univ. of Chicago Press, ISBN 0-226-35588-8. - 1991, p. 283-303
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Subject: | Hypothek | Mortgage | Zins | Interest rate | Hedging | Theorie | Theory |
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