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~isPartOf:"The journal of fixed income"
~person:"Bhattacharya, Anand K."
~subject:"CAPM"
~subject:"Hedging"
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Incorporating the dynamic link between mortgage and treasury markets in pricing and hedging MBS
Bhattacharya, Anand K.
;
Sekhar, Aryasomayajula
; …
- In:
The journal of fixed income
16
(
2006
)
2
,
pp. 39-45
Persistent link: https://www.econbiz.de/10003400066
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