The valuation of complex derivatives by major investment firms : empirical evidence
Year of publication: |
1997
|
---|---|
Authors: | Bernardo, Antonio E. |
Other Persons: | Cornell, Bradford (contributor) |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 52.1997, 2, p. 785-798
|
Subject: | Hypothek | Mortgage | Asset-Backed Securities | Asset-backed securities | Institutioneller Investor | Institutional investor | Börsenkurs | Share price | Eigentümerstruktur | Ownership structure | USA | United States |
-
Reverse mortgages and linked securities : the complete guide to risk, pricing, and regulation
Bhuyan, Vishaal B., (2011)
-
Macroeconomic-driven prepayment risk and the valuation of mortgage-backed securities
Chernov, Mikhail, (2016)
-
Macroeocnomic-driven prepayment risk and the valuation of mortage-backed securities
Chernov, Mikhail, (2016)
- More ...
-
The Valuation of Complex Derivatives by Major Investment Firms: Empirical Evidence
Bernardo, Antonio E., (1997)
-
A theory of socialistic internal capital markets
Bernardo, Antonio E., (2006)
-
Growth options, beta, and the cost of capital
Bernardo, Antonio E., (2007)
- More ...