Complexities of Hedging Mortgages

This article shows the challenges and complexities of hedging fixed rate mortgages. A survey of forecasts of brokers about the risks of mortgages shows many significant disagreements, especially for mortgage derivatives such as interest only strip securities

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Year of publication:	2015
Authors:	Breeden, Douglas T.
Publisher:	[2015]: [S.l.] : SSRN
Subject:	Hypothek \| Mortgage \| Hedging \| Komplexitätsmanagement \| Complexity management \| Komplexe Systeme \| Complex systems \| Zins \| Interest rate

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Extent:	1 Online-Ressource (36 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: Journal of Fixed Income, December, 1994 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 11, 2015 erstellt
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013017854