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pricing complex instruments, like mortgage-backed securities (MBS), strong path-dependency and high dimensionality make the …
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Spreads of agency mortgage-backed securities (MBS) vary significantly in the cross section and over time, but the …
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pricing complex instruments, like mortgage-backed securities (MBS), strong path-dependency and high dimensionality make the …
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Interest rate modeling is an integral part of the mortgage backed security (MBS) pricing mechanism. The particular …
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