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The concept of credit OAS in valuation of MBS
Levin, Alexander; Davidson, Andrew - In: The journal of portfolio management : a publication of … 34 (2007/08) 3, pp. 41-55
Persistent link: https://www.econbiz.de/10003727642
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FIXED INCOME - Prepayment Risk- and Option-Adjusted Valuation of MBS
Levin, Alexander; Davidson, Andrew - In: The journal of portfolio management : a publication of … 31 (2005) 4, pp. 73-85
Persistent link: https://www.econbiz.de/10006545883
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THE FIXED-INCOME MARKETS AND ANALYSIS - THE CONCEPT OF CREDIT OAS IN VALUATION OF MBS
Levin, Alexander; Davidson, Andrew - In: The journal of portfolio management : a publication of … 34 (2008) 3, pp. 41-55
Persistent link: https://www.econbiz.de/10008051301