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Dynamic option adjusted spread and the value of mortgage backed securities
Cerrato, Mario; Djennad, Abdelmadjid - 2009
Persistent link: https://www.econbiz.de/10003839283
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The rise and fall of the ABS market
Cerrato, Mario - 2010
Persistent link: https://www.econbiz.de/10008748526
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Dynamic option adjusted spread and the value of mortgage backed securities
Cerrato, Mario (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003805892