The concept of credit OAS in valuation of MBS
Year of publication: |
2008
|
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Authors: | Levin, Alexander ; Davidson, Andrew |
Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 34.2007/08, 3, p. 41-55
|
Subject: | option-adjusted spread | Derivat | Derivative | Kreditrisiko | Credit risk | Stochastischer Prozess | Stochastic process | USA | United States | Immobilienmarkt | Real estate market |
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