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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The handbook of mortgage-backed securities"
~subject:"Hedging"
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International journal of theoretical and applied finance
The handbook of mortgage-backed securities
The journal of fixed income
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The definitive guide to CDOs : market, application, valuation and hedging
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Hedging of synthetic CDO tranches with spread and default risk based on a combined forecasting approach
Liu, Wen-Qiong
;
Huang, Wen-Li
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012012947
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A three-factor approach for hedging mortgage-backed securities
Dunn, Kenneth B.
(
contributor
)
- In:
The handbook of mortgage-backed securities
,
(pp. 1009-1022)
.
2006
Persistent link: https://www.econbiz.de/10003274087
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