Comment on: "An options-based approach to evaluating the risk of Fannie Mae and Freddie Mac
Andreas Lehnert, Wayne Passmore
| Year of publication: |
2006
|
|---|---|
| Authors: | Lehnert, Andreas ; Passmore, Stuart Wayne |
| Other Persons: | Lucas, Deborah (contributor) ; McDonald, Robert L. (reviewed) |
| Published in: |
Journal of monetary economics. - Amsterdam : Elsevier, ISSN 0304-3932, ZDB-ID 191155-7. - Vol. 53.2006, 1, p. 155-176
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| Subject: | Hypothekenbank | Mortgage bank | Optionspreistheorie | Option pricing theory | USA | United States | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003278219