Implied prepayments
O Cheyette - Journal of Portfolio Management, 1996 - papers.ssrn.com
Valuation of mortgage backed securities (MBS) using option theoretic methods presents
some puzzles. First, the option adjusted spreads (OASs) of passthroughs are significantly …
some puzzles. First, the option adjusted spreads (OASs) of passthroughs are significantly …
A stochastic convergence model for portfolio selection
AV Puelz - Operations Research, 2002 - pubsonline.informs.org
Portfolio selection techniques must provide decision makers with a dynamic model
framework that incorporates realistic assumptions regarding financial markets, risk …
framework that incorporates realistic assumptions regarding financial markets, risk …
Duration: A pedagogical tool for interest rate risk analysis
EC Johnson - Journal of Financial Education, 2005 - JSTOR
The high and volatile interest rates of the 1970s gave purpose to duration—it became a
proxy for interest rate risk and portfolio immunization became widely accepted as a risk …
proxy for interest rate risk and portfolio immunization became widely accepted as a risk …
La gestión de fondos de inversión en activos de renta fija
A Blanco Mendialdua - 1999 - addi.ehu.es
[ES] En el presente trabajo analizamos la evolución de la inversión colectiva en Estados
Unidos y Gran Bretaña, países que son el inicio de la misma, y su posterior nacimiento y …
Unidos y Gran Bretaña, países que son el inicio de la misma, y su posterior nacimiento y …
[CITATION][C] Managing project risk and uncertainty: A constructively simple approach to decision making
C Chapman, S Ward - 2002 - eprints.soton.ac.uk
This title confidently puts forward a practical, new approach to decision making in an
uncertain business world. Many variables are accounted for and the authors are innovative …
uncertain business world. Many variables are accounted for and the authors are innovative …
[BOOK][B] An empirical investigation of real estate related default in the fast food industry
A Toman - 2009 - search.proquest.com
Lenders to the real estate industry, like other investors, are faced with uncertainty regarding
future outcomes. At the time of the mortgage commitment, they must rely on historic and …
future outcomes. At the time of the mortgage commitment, they must rely on historic and …
[CITATION][C] 22 EFFECTIVE DURATIONS FOR MORTGAGE-BACKED SECURITIES: RECIPES FOR IMPROVEMENT SAM CHOI BARRA
CGB Merrill - Interest Rate Risk Measurement and Management, 1999 - II Books
[CITATION][C] Competencias de la materia en relación a las competencias de la titulación
MTESPC LA, PDES DE LOS CURSOS…