Volatility skew and the valuation of mortgages
Year of publication: |
2006
|
---|---|
Authors: | Bhattacharjee, Ranjit ; Badak, Bransislav ; Russell, Robert A. |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 16.2006, 3, p. 39-53
|
Subject: | Asset-Backed Securities | Asset-backed securities | Zinsstruktur | Yield curve | Volatilität | Volatility | Black-Scholes-Modell | Black-Scholes model | Theorie | Theory |
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