Interest-only and principal-only mortgage strips as interest-rate contingent claims
Year of publication: |
1996
|
---|---|
Authors: | Maris, Brian A. |
Other Persons: | Yang, Tyler T. (contributor) |
Published in: |
The journal of real estate finance and economics. - Dordrecht : Springer, ISSN 0895-5638, ZDB-ID 1073289-5. - Vol. 13.1996, 3, p. 187-202
|
Subject: | Hypothek | Mortgage | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Theorie | Theory |
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