Introducing the Citi LMM term structur model for mortgages
Year of publication: |
2010
|
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Authors: | Karpishpan, Yakov ; Turel, Ozgur ; Hasha, Alexander |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 20.2010/11, 1, p. 44-58
|
Subject: | Asset-Backed Securities | Asset-backed securities | Finanzanalyse | Financial analysis | Zinsstruktur | Yield curve | Theorie | Theory |
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