Incorporating the Dynamic Link Between Mortgage and Treasury Markets in Pricing and Hedging MBS
| Year of publication: |
2006
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|---|---|
| Authors: | Bhattacharya, Anand ; Sekhar, Aryasomayajula ; Fabozzi, Frank J. |
| Published in: |
The journal of fixed income. - New York, NY : Inst. Investor, Inc., ISSN 1059-8596, ZDB-ID 11161036. - Vol. 16.2006, 2, p. 39-45
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