Pricing mortgage-backed securities in a multifactor interest rate environment : a multivariate density estimation approach
Jacob Boudoukh ...
| Year of publication: |
1995
|
|---|---|
| Authors: | Boudoukh, Jacob ; Richardson, Matthew ; Stanton, Richard ; Whitelaw, Robert F. |
| Publisher: |
Berkeley |
| Subject: | Asset-Backed Securities | Asset-backed securities | Theorie | Theory | Zins | Interest rate | Hypothek | Mortgage | Statistische Verteilung | Statistical distribution | Zinsstruktur | Yield curve | CAPM |
| Extent: | 45 S graph. Darst |
|---|---|
| Series: | Working paper series / Fisher Center for Real Estate and Urban Economics, Institute of Business and Economic Research, University of California. - Berkeley, Calif., ZDB-ID 2261040-6. - Vol. 236 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001442054