Pricing mortgage-backed securities in a multifactor interest rate environment : a multivariate density estimation approach
Year of publication: |
1995
|
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Authors: | Boudoukh, Jacob ; Richardson, Matthew ; Stanton, Richard ; Whitelaw, Robert F. |
Publisher: |
Berkeley |
Subject: | Zins | Interest rate | Theorie | Theory | Asset-Backed Securities | Asset-backed securities | Hypothek | Mortgage | Statistische Verteilung | Statistical distribution | Multivariate Analyse | Multivariate analysis |
Extent: | 45 S graph. Darst |
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Series: | Working paper series / Fisher Center for Real Estate and Urban Economics, Institute of Business and Economic Research, University of California. - Berkeley, Calif., ZDB-ID 2261040-6. - Vol. 236 |
Type of publication: | Book / Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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