Valuation of Mortgage-Backed Securities : A Portfolio Credit Derivatives Approach
Year of publication: |
[2013]
|
---|---|
Authors: | Lou, Wujiang |
Publisher: |
[2013]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (34 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 28, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1369708 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; G15 - International Financial Markets ; G21 - Banks; Other Depository Institutions; Mortgages |
Source: | ECONIS - Online Catalogue of the ZBW |
-
IFRS 17 Challenges for Reinsurance : Fitting a Square Peg in a Round Hole
Winkler, Michael, (2023)
-
CoCos, CoWDs, & Zombie Bonds- On The Demise & Potential Revival of CSFB’s c.$17Bn AT1s
Macey-Dare, Rupert, (2023)
-
Credit Spread Implied by Convertible Bonds Prices
Raviv, Alon, (2006)
- More ...
-
Dynamic Margining Long/Short Equity Trading Strategies
Lou, Wujiang, (2023)
-
Derivatives Discounting Explained
Lou, Wujiang, (2020)
-
Lou, Wujiang, (2020)
- More ...