Dynamic cross hedging with mortgage-backed securities
Year of publication: |
1998
|
---|---|
Authors: | Koutmos, Gregory |
Other Persons: | Kroner, Kenneth F. (contributor) ; Pericli, Andreas Neophytou (contributor) |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 8.1998, 2, p. 37-51
|
Subject: | Asset-Backed Securities | Asset-backed securities | Hypothek | Mortgage | Derivat | Derivative | Hedging | Zinsrisiko | Interest rate risk | USA | United States | 1992-1995 |
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