A LIBOR-based approach to modeling the mortgage basis
Year of publication: |
1998
|
---|---|
Authors: | Goodman, Laurie Sharon |
Other Persons: | Ho, Jeffrey (contributor) |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 8.1998, 2, p. 29-35
|
Subject: | Hypothek | Mortgage | Derivat | Derivative | Staatspapier | Government securities | Institutioneller Investor | Institutional investor | Zinsstruktur | Yield curve | USA | United States |
-
Determinants of mortgage interest rates : treasuries versus swaps
Sirmans, C. Stace, (2015)
-
The use of term structure information in the hedging of mortgage-backed securities
Finkle, Jason L., (2005)
-
Chatterjee, Ujjal K., (2024)
- More ...
-
Interest rates : Normal or lognormal?
Ho, Jeffrey, (2003)
-
Measuring the mortgage market's convexity needs
Goodman, Laurie Sharon, (2004)
-
Callable pass-throughs : exercise behavior
Goodman, Laurie, (1998)
- More ...