Pricing mortgage-backed securities in a multifactor interest rate environment : a multivariate density estimation approach
Jacob Boudoukh ..
| Year of publication: |
1997
|
|---|---|
| Authors: | Boudoukh, Jacob ; Whitelaw, Robert F. ; Richardson, Matthew ; Stanton, Richard |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 10.1997, 2, p. 405-446
|
| Subject: | Hypothek | Mortgage | Derivat | Derivative | Zinsstruktur | Yield curve | CAPM | Schätzung | Estimation | Theorie | Theory | USA | United States | 1987-1994 |
| Extent: | Graph. Darst |
|---|---|
| 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/10001220576