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An empirical test of an option pricing model of mortgage-backed securities pricing
Murphy, J. A.
- In:
Journal of economics & business
43
(
1991
)
1
,
pp. 37-47
Persistent link: https://www.econbiz.de/10001102261
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Hedging fixed-rate mortgage investments against interest rate risk
Murphy, J. A.
- In:
Advances in futures and options research : a research annual
5
(
1991
),
pp. 309-321
Persistent link: https://www.econbiz.de/10001123281
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