Pricing mortgage-backed securities in a multifactor interest rate environment : a multivariate density estimation approach
Year of publication: |
1997
|
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Authors: | Boudoukh, Jacob ; Whitelaw, Robert F. ; Richardson, Matthew ; Stanton, Richard |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 10.1997, 2, p. 405-446
|
Subject: | Hypothek | Mortgage | Derivat | Derivative | Zinsstruktur | Yield curve | CAPM | Schätzung | Estimation | Theorie | Theory | USA | United States | 1987-1994 |
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