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Predicting the ten-year LIBOR swap spread : the role and limitations of rich/cheap analysis
Prendergast, Joseph R.
- In:
The journal of fixed income
10
(
2000
)
3
,
pp. 86-99
Persistent link: https://www.econbiz.de/10001549803
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The complexities of mortgage options
Prendergast, Joseph R.
- In:
The journal of fixed income
12
(
2002
)
4
,
pp. 7-24
Persistent link: https://www.econbiz.de/10001774633
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3
Mortgage options
Prendergast, Joseph R.
- In:
The handbook of mortgage-backed securities
,
(pp. 1023-1039)
.
2006
Persistent link: https://www.econbiz.de/10003274088
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4
A key rate approach to replicating annuities with US treasury funds
Prendergast, Joseph R.
- In:
The journal of fixed income : JFI
31
(
2021
)
1
,
pp. 65-79
Persistent link: https://www.econbiz.de/10012613112
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